Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
13,360.5 |
13,331.0 |
-29.5 |
-0.2% |
13,132.0 |
High |
13,443.0 |
13,433.0 |
-10.0 |
-0.1% |
13,374.0 |
Low |
13,220.0 |
13,330.0 |
110.0 |
0.8% |
13,116.0 |
Close |
13,332.0 |
13,393.5 |
61.5 |
0.5% |
13,350.5 |
Range |
223.0 |
103.0 |
-120.0 |
-53.8% |
258.0 |
ATR |
242.1 |
232.1 |
-9.9 |
-4.1% |
0.0 |
Volume |
100,288 |
75,710 |
-24,578 |
-24.5% |
242,576 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,694.5 |
13,647.0 |
13,450.2 |
|
R3 |
13,591.5 |
13,544.0 |
13,421.8 |
|
R2 |
13,488.5 |
13,488.5 |
13,412.4 |
|
R1 |
13,441.0 |
13,441.0 |
13,402.9 |
13,464.8 |
PP |
13,385.5 |
13,385.5 |
13,385.5 |
13,397.4 |
S1 |
13,338.0 |
13,338.0 |
13,384.1 |
13,361.8 |
S2 |
13,282.5 |
13,282.5 |
13,374.6 |
|
S3 |
13,179.5 |
13,235.0 |
13,365.2 |
|
S4 |
13,076.5 |
13,132.0 |
13,336.9 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,054.2 |
13,960.3 |
13,492.4 |
|
R3 |
13,796.2 |
13,702.3 |
13,421.5 |
|
R2 |
13,538.2 |
13,538.2 |
13,397.8 |
|
R1 |
13,444.3 |
13,444.3 |
13,374.2 |
13,491.3 |
PP |
13,280.2 |
13,280.2 |
13,280.2 |
13,303.6 |
S1 |
13,186.3 |
13,186.3 |
13,326.9 |
13,233.3 |
S2 |
13,022.2 |
13,022.2 |
13,303.2 |
|
S3 |
12,764.2 |
12,928.3 |
13,279.6 |
|
S4 |
12,506.2 |
12,670.3 |
13,208.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,443.0 |
13,183.0 |
260.0 |
1.9% |
150.9 |
1.1% |
81% |
False |
False |
69,791 |
10 |
13,443.0 |
13,024.5 |
418.5 |
3.1% |
145.8 |
1.1% |
88% |
False |
False |
65,340 |
20 |
13,443.0 |
11,772.5 |
1,670.5 |
12.5% |
245.3 |
1.8% |
97% |
False |
False |
75,763 |
40 |
13,443.0 |
11,313.5 |
2,129.5 |
15.9% |
253.5 |
1.9% |
98% |
False |
False |
82,318 |
60 |
13,443.0 |
11,313.5 |
2,129.5 |
15.9% |
250.7 |
1.9% |
98% |
False |
False |
73,465 |
80 |
13,443.0 |
11,313.5 |
2,129.5 |
15.9% |
242.1 |
1.8% |
98% |
False |
False |
55,141 |
100 |
13,443.0 |
11,313.5 |
2,129.5 |
15.9% |
229.7 |
1.7% |
98% |
False |
False |
44,131 |
120 |
13,443.0 |
11,313.5 |
2,129.5 |
15.9% |
228.1 |
1.7% |
98% |
False |
False |
36,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,870.8 |
2.618 |
13,702.7 |
1.618 |
13,599.7 |
1.000 |
13,536.0 |
0.618 |
13,496.7 |
HIGH |
13,433.0 |
0.618 |
13,393.7 |
0.500 |
13,381.5 |
0.382 |
13,369.3 |
LOW |
13,330.0 |
0.618 |
13,266.3 |
1.000 |
13,227.0 |
1.618 |
13,163.3 |
2.618 |
13,060.3 |
4.250 |
12,892.3 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,389.5 |
13,372.8 |
PP |
13,385.5 |
13,352.2 |
S1 |
13,381.5 |
13,331.5 |
|