| 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 |
1,834.8 |
1,842.3 |
7.5 |
0.4% |
1,778.5 |
| High |
1,843.7 |
1,860.8 |
17.1 |
0.9% |
1,863.6 |
| Low |
1,816.2 |
1,830.3 |
14.1 |
0.8% |
1,776.6 |
| Close |
1,837.5 |
1,847.2 |
9.7 |
0.5% |
1,853.0 |
| Range |
27.5 |
30.5 |
3.0 |
10.9% |
87.0 |
| ATR |
43.6 |
42.7 |
-0.9 |
-2.1% |
0.0 |
| Volume |
136,756 |
133,380 |
-3,376 |
-2.5% |
531,721 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,937.6 |
1,922.9 |
1,864.0 |
|
| R3 |
1,907.1 |
1,892.4 |
1,855.6 |
|
| R2 |
1,876.6 |
1,876.6 |
1,852.8 |
|
| R1 |
1,861.9 |
1,861.9 |
1,850.0 |
1,869.3 |
| PP |
1,846.1 |
1,846.1 |
1,846.1 |
1,849.8 |
| S1 |
1,831.4 |
1,831.4 |
1,844.4 |
1,838.8 |
| S2 |
1,815.6 |
1,815.6 |
1,841.6 |
|
| S3 |
1,785.1 |
1,800.9 |
1,838.8 |
|
| S4 |
1,754.6 |
1,770.4 |
1,830.4 |
|
|
| 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 |
1,860.8 |
1,811.8 |
49.0 |
2.7% |
31.8 |
1.7% |
72% |
True |
False |
142,945 |
| 10 |
1,863.6 |
1,753.8 |
109.8 |
5.9% |
35.2 |
1.9% |
85% |
False |
False |
144,267 |
| 20 |
1,863.6 |
1,597.9 |
265.7 |
14.4% |
47.4 |
2.6% |
94% |
False |
False |
164,279 |
| 40 |
1,863.6 |
1,520.3 |
343.3 |
18.6% |
42.6 |
2.3% |
95% |
False |
False |
167,332 |
| 60 |
1,863.6 |
1,426.2 |
437.4 |
23.7% |
42.5 |
2.3% |
96% |
False |
False |
176,324 |
| 80 |
1,863.6 |
1,426.2 |
437.4 |
23.7% |
39.5 |
2.1% |
96% |
False |
False |
132,497 |
| 100 |
1,863.6 |
1,426.2 |
437.4 |
23.7% |
37.5 |
2.0% |
96% |
False |
False |
106,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,990.4 |
|
2.618 |
1,940.6 |
|
1.618 |
1,910.1 |
|
1.000 |
1,891.3 |
|
0.618 |
1,879.6 |
|
HIGH |
1,860.8 |
|
0.618 |
1,849.1 |
|
0.500 |
1,845.6 |
|
0.382 |
1,842.0 |
|
LOW |
1,830.3 |
|
0.618 |
1,811.5 |
|
1.000 |
1,799.8 |
|
1.618 |
1,781.0 |
|
2.618 |
1,750.5 |
|
4.250 |
1,700.7 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,846.7 |
1,844.3 |
| PP |
1,846.1 |
1,841.4 |
| S1 |
1,845.6 |
1,838.5 |
|