| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,775.0 |
1,811.3 |
36.3 |
2.0% |
1,869.8 |
| High |
1,815.9 |
1,830.0 |
14.1 |
0.8% |
1,875.0 |
| Low |
1,774.9 |
1,807.8 |
32.9 |
1.9% |
1,770.7 |
| Close |
1,814.1 |
1,825.7 |
11.6 |
0.6% |
1,781.9 |
| Range |
41.0 |
22.2 |
-18.8 |
-45.9% |
104.3 |
| ATR |
32.8 |
32.0 |
-0.8 |
-2.3% |
0.0 |
| Volume |
1,859 |
771 |
-1,088 |
-58.5% |
965,094 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,887.8 |
1,878.9 |
1,837.9 |
|
| R3 |
1,865.6 |
1,856.7 |
1,831.8 |
|
| R2 |
1,843.4 |
1,843.4 |
1,829.8 |
|
| R1 |
1,834.5 |
1,834.5 |
1,827.7 |
1,839.0 |
| PP |
1,821.2 |
1,821.2 |
1,821.2 |
1,823.4 |
| S1 |
1,812.3 |
1,812.3 |
1,823.7 |
1,816.8 |
| S2 |
1,799.0 |
1,799.0 |
1,821.6 |
|
| S3 |
1,776.8 |
1,790.1 |
1,819.6 |
|
| S4 |
1,754.6 |
1,767.9 |
1,813.5 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.1 |
2,056.3 |
1,839.3 |
|
| R3 |
2,017.8 |
1,952.0 |
1,810.6 |
|
| R2 |
1,913.5 |
1,913.5 |
1,801.0 |
|
| R1 |
1,847.7 |
1,847.7 |
1,791.5 |
1,828.5 |
| PP |
1,809.2 |
1,809.2 |
1,809.2 |
1,799.6 |
| S1 |
1,743.4 |
1,743.4 |
1,772.3 |
1,724.2 |
| S2 |
1,704.9 |
1,704.9 |
1,762.8 |
|
| S3 |
1,600.6 |
1,639.1 |
1,753.2 |
|
| S4 |
1,496.3 |
1,534.8 |
1,724.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,830.0 |
1,762.3 |
67.7 |
3.7% |
30.4 |
1.7% |
94% |
True |
False |
56,666 |
| 10 |
1,884.2 |
1,762.3 |
121.9 |
6.7% |
30.6 |
1.7% |
52% |
False |
False |
158,838 |
| 20 |
1,966.1 |
1,762.3 |
203.8 |
11.2% |
34.7 |
1.9% |
31% |
False |
False |
207,952 |
| 40 |
1,966.1 |
1,762.3 |
203.8 |
11.2% |
30.3 |
1.7% |
31% |
False |
False |
201,034 |
| 60 |
1,983.8 |
1,762.3 |
221.5 |
12.1% |
30.9 |
1.7% |
29% |
False |
False |
219,579 |
| 80 |
2,040.5 |
1,762.3 |
278.2 |
15.2% |
35.8 |
2.0% |
23% |
False |
False |
252,925 |
| 100 |
2,089.2 |
1,762.3 |
326.9 |
17.9% |
35.7 |
2.0% |
19% |
False |
False |
233,918 |
| 120 |
2,089.2 |
1,724.6 |
364.6 |
20.0% |
33.9 |
1.9% |
28% |
False |
False |
197,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,924.4 |
|
2.618 |
1,888.1 |
|
1.618 |
1,865.9 |
|
1.000 |
1,852.2 |
|
0.618 |
1,843.7 |
|
HIGH |
1,830.0 |
|
0.618 |
1,821.5 |
|
0.500 |
1,818.9 |
|
0.382 |
1,816.3 |
|
LOW |
1,807.8 |
|
0.618 |
1,794.1 |
|
1.000 |
1,785.6 |
|
1.618 |
1,771.9 |
|
2.618 |
1,749.7 |
|
4.250 |
1,713.5 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,823.4 |
1,815.9 |
| PP |
1,821.2 |
1,806.0 |
| S1 |
1,818.9 |
1,796.2 |
|