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 |
1,825.2 |
1,834.8 |
9.6 |
0.5% |
1,778.5 |
High |
1,850.8 |
1,843.7 |
-7.1 |
-0.4% |
1,863.6 |
Low |
1,824.0 |
1,816.2 |
-7.8 |
-0.4% |
1,776.6 |
Close |
1,835.5 |
1,837.5 |
2.0 |
0.1% |
1,853.0 |
Range |
26.8 |
27.5 |
0.7 |
2.6% |
87.0 |
ATR |
44.9 |
43.6 |
-1.2 |
-2.8% |
0.0 |
Volume |
171,007 |
136,756 |
-34,251 |
-20.0% |
531,721 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.0 |
1,903.7 |
1,852.6 |
|
R3 |
1,887.5 |
1,876.2 |
1,845.1 |
|
R2 |
1,860.0 |
1,860.0 |
1,842.5 |
|
R1 |
1,848.7 |
1,848.7 |
1,840.0 |
1,854.4 |
PP |
1,832.5 |
1,832.5 |
1,832.5 |
1,835.3 |
S1 |
1,821.2 |
1,821.2 |
1,835.0 |
1,826.9 |
S2 |
1,805.0 |
1,805.0 |
1,832.5 |
|
S3 |
1,777.5 |
1,793.7 |
1,829.9 |
|
S4 |
1,750.0 |
1,766.2 |
1,822.4 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.1 |
2,059.5 |
1,900.9 |
|
R3 |
2,005.1 |
1,972.5 |
1,876.9 |
|
R2 |
1,918.1 |
1,918.1 |
1,869.0 |
|
R1 |
1,885.5 |
1,885.5 |
1,861.0 |
1,901.8 |
PP |
1,831.1 |
1,831.1 |
1,831.1 |
1,839.2 |
S1 |
1,798.5 |
1,798.5 |
1,845.0 |
1,814.8 |
S2 |
1,744.1 |
1,744.1 |
1,837.1 |
|
S3 |
1,657.1 |
1,711.5 |
1,829.1 |
|
S4 |
1,570.1 |
1,624.5 |
1,805.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,863.6 |
1,811.8 |
51.8 |
2.8% |
32.8 |
1.8% |
50% |
False |
False |
142,142 |
10 |
1,863.6 |
1,753.8 |
109.8 |
6.0% |
36.6 |
2.0% |
76% |
False |
False |
147,632 |
20 |
1,863.6 |
1,546.9 |
316.7 |
17.2% |
50.5 |
2.7% |
92% |
False |
False |
171,718 |
40 |
1,863.6 |
1,520.3 |
343.3 |
18.7% |
43.1 |
2.3% |
92% |
False |
False |
168,839 |
60 |
1,863.6 |
1,426.2 |
437.4 |
23.8% |
42.9 |
2.3% |
94% |
False |
False |
174,287 |
80 |
1,863.6 |
1,426.2 |
437.4 |
23.8% |
39.6 |
2.2% |
94% |
False |
False |
130,831 |
100 |
1,863.6 |
1,387.8 |
475.8 |
25.9% |
37.5 |
2.0% |
95% |
False |
False |
104,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,960.6 |
2.618 |
1,915.7 |
1.618 |
1,888.2 |
1.000 |
1,871.2 |
0.618 |
1,860.7 |
HIGH |
1,843.7 |
0.618 |
1,833.2 |
0.500 |
1,830.0 |
0.382 |
1,826.7 |
LOW |
1,816.2 |
0.618 |
1,799.2 |
1.000 |
1,788.7 |
1.618 |
1,771.7 |
2.618 |
1,744.2 |
4.250 |
1,699.3 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,835.0 |
1,836.8 |
PP |
1,832.5 |
1,836.1 |
S1 |
1,830.0 |
1,835.4 |
|