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 |
13,346.5 |
13,286.0 |
-60.5 |
-0.5% |
13,132.0 |
High |
13,372.0 |
13,330.0 |
-42.0 |
-0.3% |
13,374.0 |
Low |
13,264.0 |
13,177.0 |
-87.0 |
-0.7% |
13,116.0 |
Close |
13,305.5 |
13,257.5 |
-48.0 |
-0.4% |
13,350.5 |
Range |
108.0 |
153.0 |
45.0 |
41.7% |
258.0 |
ATR |
224.8 |
219.7 |
-5.1 |
-2.3% |
0.0 |
Volume |
63,135 |
58,233 |
-4,902 |
-7.8% |
242,576 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,713.8 |
13,638.7 |
13,341.7 |
|
R3 |
13,560.8 |
13,485.7 |
13,299.6 |
|
R2 |
13,407.8 |
13,407.8 |
13,285.6 |
|
R1 |
13,332.7 |
13,332.7 |
13,271.5 |
13,293.8 |
PP |
13,254.8 |
13,254.8 |
13,254.8 |
13,235.4 |
S1 |
13,179.7 |
13,179.7 |
13,243.5 |
13,140.8 |
S2 |
13,101.8 |
13,101.8 |
13,229.5 |
|
S3 |
12,948.8 |
13,026.7 |
13,215.4 |
|
S4 |
12,795.8 |
12,873.7 |
13,173.4 |
|
|
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 |
13,177.0 |
266.0 |
2.0% |
145.0 |
1.1% |
30% |
False |
True |
70,148 |
10 |
13,443.0 |
13,024.5 |
418.5 |
3.2% |
145.7 |
1.1% |
56% |
False |
False |
65,901 |
20 |
13,443.0 |
12,245.5 |
1,197.5 |
9.0% |
210.3 |
1.6% |
85% |
False |
False |
72,145 |
40 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
251.1 |
1.9% |
91% |
False |
False |
81,857 |
60 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
243.8 |
1.8% |
91% |
False |
False |
75,468 |
80 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
239.6 |
1.8% |
91% |
False |
False |
56,657 |
100 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
229.3 |
1.7% |
91% |
False |
False |
45,342 |
120 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
227.3 |
1.7% |
91% |
False |
False |
37,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,980.3 |
2.618 |
13,730.6 |
1.618 |
13,577.6 |
1.000 |
13,483.0 |
0.618 |
13,424.6 |
HIGH |
13,330.0 |
0.618 |
13,271.6 |
0.500 |
13,253.5 |
0.382 |
13,235.4 |
LOW |
13,177.0 |
0.618 |
13,082.4 |
1.000 |
13,024.0 |
1.618 |
12,929.4 |
2.618 |
12,776.4 |
4.250 |
12,526.8 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,256.2 |
13,305.0 |
PP |
13,254.8 |
13,289.2 |
S1 |
13,253.5 |
13,273.3 |
|