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 |
13,331.0 |
13,346.5 |
15.5 |
0.1% |
13,132.0 |
High |
13,433.0 |
13,372.0 |
-61.0 |
-0.5% |
13,374.0 |
Low |
13,330.0 |
13,264.0 |
-66.0 |
-0.5% |
13,116.0 |
Close |
13,393.5 |
13,305.5 |
-88.0 |
-0.7% |
13,350.5 |
Range |
103.0 |
108.0 |
5.0 |
4.9% |
258.0 |
ATR |
232.1 |
224.8 |
-7.3 |
-3.2% |
0.0 |
Volume |
75,710 |
63,135 |
-12,575 |
-16.6% |
242,576 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,637.8 |
13,579.7 |
13,364.9 |
|
R3 |
13,529.8 |
13,471.7 |
13,335.2 |
|
R2 |
13,421.8 |
13,421.8 |
13,325.3 |
|
R1 |
13,363.7 |
13,363.7 |
13,315.4 |
13,338.8 |
PP |
13,313.8 |
13,313.8 |
13,313.8 |
13,301.4 |
S1 |
13,255.7 |
13,255.7 |
13,295.6 |
13,230.8 |
S2 |
13,205.8 |
13,205.8 |
13,285.7 |
|
S3 |
13,097.8 |
13,147.7 |
13,275.8 |
|
S4 |
12,989.8 |
13,039.7 |
13,246.1 |
|
|
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 |
13,220.0 |
223.0 |
1.7% |
143.3 |
1.1% |
38% |
False |
False |
70,066 |
10 |
13,443.0 |
13,024.5 |
418.5 |
3.1% |
144.6 |
1.1% |
67% |
False |
False |
65,974 |
20 |
13,443.0 |
11,772.5 |
1,670.5 |
12.6% |
231.9 |
1.7% |
92% |
False |
False |
74,638 |
40 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
251.4 |
1.9% |
94% |
False |
False |
81,960 |
60 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
247.9 |
1.9% |
94% |
False |
False |
74,509 |
80 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
240.8 |
1.8% |
94% |
False |
False |
55,930 |
100 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
229.3 |
1.7% |
94% |
False |
False |
44,762 |
120 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
227.4 |
1.7% |
94% |
False |
False |
37,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,831.0 |
2.618 |
13,654.7 |
1.618 |
13,546.7 |
1.000 |
13,480.0 |
0.618 |
13,438.7 |
HIGH |
13,372.0 |
0.618 |
13,330.7 |
0.500 |
13,318.0 |
0.382 |
13,305.3 |
LOW |
13,264.0 |
0.618 |
13,197.3 |
1.000 |
13,156.0 |
1.618 |
13,089.3 |
2.618 |
12,981.3 |
4.250 |
12,805.0 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,318.0 |
13,331.5 |
PP |
13,313.8 |
13,322.8 |
S1 |
13,309.7 |
13,314.2 |
|