| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
6,428.0 |
6,465.0 |
37.0 |
0.6% |
6,379.5 |
| High |
6,500.5 |
6,558.5 |
58.0 |
0.9% |
6,558.5 |
| Low |
6,419.0 |
6,465.0 |
46.0 |
0.7% |
6,237.0 |
| Close |
6,479.0 |
6,541.0 |
62.0 |
1.0% |
6,541.0 |
| Range |
81.5 |
93.5 |
12.0 |
14.7% |
321.5 |
| ATR |
115.5 |
113.9 |
-1.6 |
-1.4% |
0.0 |
| Volume |
95,386 |
112,631 |
17,245 |
18.1% |
631,825 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,802.0 |
6,765.0 |
6,592.5 |
|
| R3 |
6,708.5 |
6,671.5 |
6,566.5 |
|
| R2 |
6,615.0 |
6,615.0 |
6,558.0 |
|
| R1 |
6,578.0 |
6,578.0 |
6,549.5 |
6,596.5 |
| PP |
6,521.5 |
6,521.5 |
6,521.5 |
6,531.0 |
| S1 |
6,484.5 |
6,484.5 |
6,532.5 |
6,503.0 |
| S2 |
6,428.0 |
6,428.0 |
6,524.0 |
|
| S3 |
6,334.5 |
6,391.0 |
6,515.5 |
|
| S4 |
6,241.0 |
6,297.5 |
6,489.5 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,410.0 |
7,297.0 |
6,718.0 |
|
| R3 |
7,088.5 |
6,975.5 |
6,629.5 |
|
| R2 |
6,767.0 |
6,767.0 |
6,600.0 |
|
| R1 |
6,654.0 |
6,654.0 |
6,570.5 |
6,710.5 |
| PP |
6,445.5 |
6,445.5 |
6,445.5 |
6,474.0 |
| S1 |
6,332.5 |
6,332.5 |
6,511.5 |
6,389.0 |
| S2 |
6,124.0 |
6,124.0 |
6,482.0 |
|
| S3 |
5,802.5 |
6,011.0 |
6,452.5 |
|
| S4 |
5,481.0 |
5,689.5 |
6,364.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,558.5 |
6,237.0 |
321.5 |
4.9% |
112.5 |
1.7% |
95% |
True |
False |
126,365 |
| 10 |
6,558.5 |
6,237.0 |
321.5 |
4.9% |
102.5 |
1.6% |
95% |
True |
False |
119,122 |
| 20 |
6,558.5 |
5,943.0 |
615.5 |
9.4% |
116.5 |
1.8% |
97% |
True |
False |
125,784 |
| 40 |
6,558.5 |
5,463.0 |
1,095.5 |
16.7% |
116.5 |
1.8% |
98% |
True |
False |
114,149 |
| 60 |
6,558.5 |
5,463.0 |
1,095.5 |
16.7% |
109.5 |
1.7% |
98% |
True |
False |
118,028 |
| 80 |
6,558.5 |
5,463.0 |
1,095.5 |
16.7% |
101.5 |
1.5% |
98% |
True |
False |
90,229 |
| 100 |
6,558.5 |
5,463.0 |
1,095.5 |
16.7% |
86.5 |
1.3% |
98% |
True |
False |
72,185 |
| 120 |
6,558.5 |
5,463.0 |
1,095.5 |
16.7% |
74.0 |
1.1% |
98% |
True |
False |
60,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,956.0 |
|
2.618 |
6,803.5 |
|
1.618 |
6,710.0 |
|
1.000 |
6,652.0 |
|
0.618 |
6,616.5 |
|
HIGH |
6,558.5 |
|
0.618 |
6,523.0 |
|
0.500 |
6,512.0 |
|
0.382 |
6,500.5 |
|
LOW |
6,465.0 |
|
0.618 |
6,407.0 |
|
1.000 |
6,371.5 |
|
1.618 |
6,313.5 |
|
2.618 |
6,220.0 |
|
4.250 |
6,067.5 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,531.0 |
6,510.5 |
| PP |
6,521.5 |
6,480.0 |
| S1 |
6,512.0 |
6,449.5 |
|