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 |
6,364.0 |
6,428.0 |
64.0 |
1.0% |
6,352.5 |
High |
6,458.0 |
6,500.5 |
42.5 |
0.7% |
6,472.5 |
Low |
6,340.5 |
6,419.0 |
78.5 |
1.2% |
6,291.5 |
Close |
6,449.0 |
6,479.0 |
30.0 |
0.5% |
6,361.5 |
Range |
117.5 |
81.5 |
-36.0 |
-30.6% |
181.0 |
ATR |
118.1 |
115.5 |
-2.6 |
-2.2% |
0.0 |
Volume |
118,271 |
95,386 |
-22,885 |
-19.3% |
559,395 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,710.5 |
6,676.5 |
6,524.0 |
|
R3 |
6,629.0 |
6,595.0 |
6,501.5 |
|
R2 |
6,547.5 |
6,547.5 |
6,494.0 |
|
R1 |
6,513.5 |
6,513.5 |
6,486.5 |
6,530.5 |
PP |
6,466.0 |
6,466.0 |
6,466.0 |
6,475.0 |
S1 |
6,432.0 |
6,432.0 |
6,471.5 |
6,449.0 |
S2 |
6,384.5 |
6,384.5 |
6,464.0 |
|
S3 |
6,303.0 |
6,350.5 |
6,456.5 |
|
S4 |
6,221.5 |
6,269.0 |
6,434.0 |
|
|
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 |
6,500.5 |
6,237.0 |
263.5 |
4.1% |
117.0 |
1.8% |
92% |
True |
False |
143,687 |
10 |
6,500.5 |
6,237.0 |
263.5 |
4.1% |
100.5 |
1.6% |
92% |
True |
False |
118,953 |
20 |
6,500.5 |
5,834.0 |
666.5 |
10.3% |
116.5 |
1.8% |
97% |
True |
False |
124,844 |
40 |
6,500.5 |
5,463.0 |
1,037.5 |
16.0% |
115.5 |
1.8% |
98% |
True |
False |
112,923 |
60 |
6,500.5 |
5,463.0 |
1,037.5 |
16.0% |
109.0 |
1.7% |
98% |
True |
False |
117,643 |
80 |
6,500.5 |
5,463.0 |
1,037.5 |
16.0% |
101.0 |
1.6% |
98% |
True |
False |
88,821 |
100 |
6,500.5 |
5,463.0 |
1,037.5 |
16.0% |
85.5 |
1.3% |
98% |
True |
False |
71,059 |
120 |
6,500.5 |
5,463.0 |
1,037.5 |
16.0% |
73.0 |
1.1% |
98% |
True |
False |
59,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,847.0 |
2.618 |
6,714.0 |
1.618 |
6,632.5 |
1.000 |
6,582.0 |
0.618 |
6,551.0 |
HIGH |
6,500.5 |
0.618 |
6,469.5 |
0.500 |
6,460.0 |
0.382 |
6,450.0 |
LOW |
6,419.0 |
0.618 |
6,368.5 |
1.000 |
6,337.5 |
1.618 |
6,287.0 |
2.618 |
6,205.5 |
4.250 |
6,072.5 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
6,472.5 |
6,449.0 |
PP |
6,466.0 |
6,419.0 |
S1 |
6,460.0 |
6,389.0 |
|