| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,811.3 |
1,829.2 |
17.9 |
1.0% |
1,869.8 |
| High |
1,830.0 |
1,842.0 |
12.0 |
0.7% |
1,875.0 |
| Low |
1,807.8 |
1,825.3 |
17.5 |
1.0% |
1,770.7 |
| Close |
1,825.7 |
1,836.8 |
11.1 |
0.6% |
1,781.9 |
| Range |
22.2 |
16.7 |
-5.5 |
-24.8% |
104.3 |
| ATR |
32.0 |
30.9 |
-1.1 |
-3.4% |
0.0 |
| Volume |
771 |
1,765 |
994 |
128.9% |
965,094 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.8 |
1,877.5 |
1,846.0 |
|
| R3 |
1,868.1 |
1,860.8 |
1,841.4 |
|
| R2 |
1,851.4 |
1,851.4 |
1,839.9 |
|
| R1 |
1,844.1 |
1,844.1 |
1,838.3 |
1,847.8 |
| PP |
1,834.7 |
1,834.7 |
1,834.7 |
1,836.5 |
| S1 |
1,827.4 |
1,827.4 |
1,835.3 |
1,831.1 |
| S2 |
1,818.0 |
1,818.0 |
1,833.7 |
|
| S3 |
1,801.3 |
1,810.7 |
1,832.2 |
|
| S4 |
1,784.6 |
1,794.0 |
1,827.6 |
|
|
| 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 |
1,842.0 |
1,762.3 |
79.7 |
4.3% |
30.2 |
1.6% |
93% |
True |
False |
15,868 |
| 10 |
1,879.2 |
1,762.3 |
116.9 |
6.4% |
29.8 |
1.6% |
64% |
False |
False |
138,114 |
| 20 |
1,966.1 |
1,762.3 |
203.8 |
11.1% |
33.7 |
1.8% |
37% |
False |
False |
193,343 |
| 40 |
1,966.1 |
1,762.3 |
203.8 |
11.1% |
30.0 |
1.6% |
37% |
False |
False |
196,363 |
| 60 |
1,983.8 |
1,762.3 |
221.5 |
12.1% |
30.6 |
1.7% |
34% |
False |
False |
215,822 |
| 80 |
2,024.6 |
1,762.3 |
262.3 |
14.3% |
34.4 |
1.9% |
28% |
False |
False |
245,885 |
| 100 |
2,089.2 |
1,762.3 |
326.9 |
17.8% |
35.7 |
1.9% |
23% |
False |
False |
233,530 |
| 120 |
2,089.2 |
1,735.6 |
353.6 |
19.3% |
33.8 |
1.8% |
29% |
False |
False |
197,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,913.0 |
|
2.618 |
1,885.7 |
|
1.618 |
1,869.0 |
|
1.000 |
1,858.7 |
|
0.618 |
1,852.3 |
|
HIGH |
1,842.0 |
|
0.618 |
1,835.6 |
|
0.500 |
1,833.7 |
|
0.382 |
1,831.7 |
|
LOW |
1,825.3 |
|
0.618 |
1,815.0 |
|
1.000 |
1,808.6 |
|
1.618 |
1,798.3 |
|
2.618 |
1,781.6 |
|
4.250 |
1,754.3 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,835.8 |
1,827.4 |
| PP |
1,834.7 |
1,817.9 |
| S1 |
1,833.7 |
1,808.5 |
|