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 |
6,286.0 |
6,364.0 |
78.0 |
1.2% |
6,352.5 |
High |
6,387.5 |
6,458.0 |
70.5 |
1.1% |
6,472.5 |
Low |
6,277.0 |
6,340.5 |
63.5 |
1.0% |
6,291.5 |
Close |
6,379.5 |
6,449.0 |
69.5 |
1.1% |
6,361.5 |
Range |
110.5 |
117.5 |
7.0 |
6.3% |
181.0 |
ATR |
118.1 |
118.1 |
0.0 |
0.0% |
0.0 |
Volume |
127,645 |
118,271 |
-9,374 |
-7.3% |
559,395 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,768.5 |
6,726.0 |
6,513.5 |
|
R3 |
6,651.0 |
6,608.5 |
6,481.5 |
|
R2 |
6,533.5 |
6,533.5 |
6,470.5 |
|
R1 |
6,491.0 |
6,491.0 |
6,460.0 |
6,512.0 |
PP |
6,416.0 |
6,416.0 |
6,416.0 |
6,426.5 |
S1 |
6,373.5 |
6,373.5 |
6,438.0 |
6,395.0 |
S2 |
6,298.5 |
6,298.5 |
6,427.5 |
|
S3 |
6,181.0 |
6,256.0 |
6,416.5 |
|
S4 |
6,063.5 |
6,138.5 |
6,384.5 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,918.0 |
6,821.0 |
6,461.0 |
|
R3 |
6,737.0 |
6,640.0 |
6,411.5 |
|
R2 |
6,556.0 |
6,556.0 |
6,394.5 |
|
R1 |
6,459.0 |
6,459.0 |
6,378.0 |
6,507.5 |
PP |
6,375.0 |
6,375.0 |
6,375.0 |
6,399.5 |
S1 |
6,278.0 |
6,278.0 |
6,345.0 |
6,326.5 |
S2 |
6,194.0 |
6,194.0 |
6,328.5 |
|
S3 |
6,013.0 |
6,097.0 |
6,311.5 |
|
S4 |
5,832.0 |
5,916.0 |
6,262.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,458.0 |
6,237.0 |
221.0 |
3.4% |
115.5 |
1.8% |
96% |
True |
False |
138,540 |
10 |
6,472.5 |
6,237.0 |
235.5 |
3.7% |
98.5 |
1.5% |
90% |
False |
False |
120,723 |
20 |
6,472.5 |
5,828.0 |
644.5 |
10.0% |
117.0 |
1.8% |
96% |
False |
False |
125,472 |
40 |
6,472.5 |
5,463.0 |
1,009.5 |
15.7% |
115.5 |
1.8% |
98% |
False |
False |
112,369 |
60 |
6,472.5 |
5,463.0 |
1,009.5 |
15.7% |
109.0 |
1.7% |
98% |
False |
False |
116,389 |
80 |
6,472.5 |
5,463.0 |
1,009.5 |
15.7% |
101.5 |
1.6% |
98% |
False |
False |
87,629 |
100 |
6,472.5 |
5,463.0 |
1,009.5 |
15.7% |
84.5 |
1.3% |
98% |
False |
False |
70,105 |
120 |
6,472.5 |
5,463.0 |
1,009.5 |
15.7% |
73.0 |
1.1% |
98% |
False |
False |
58,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,957.5 |
2.618 |
6,765.5 |
1.618 |
6,648.0 |
1.000 |
6,575.5 |
0.618 |
6,530.5 |
HIGH |
6,458.0 |
0.618 |
6,413.0 |
0.500 |
6,399.0 |
0.382 |
6,385.5 |
LOW |
6,340.5 |
0.618 |
6,268.0 |
1.000 |
6,223.0 |
1.618 |
6,150.5 |
2.618 |
6,033.0 |
4.250 |
5,841.0 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
6,432.5 |
6,415.0 |
PP |
6,416.0 |
6,381.5 |
S1 |
6,399.0 |
6,347.5 |
|