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 |
13,286.0 |
13,201.5 |
-84.5 |
-0.6% |
13,360.5 |
High |
13,330.0 |
13,314.5 |
-15.5 |
-0.1% |
13,443.0 |
Low |
13,177.0 |
13,199.0 |
22.0 |
0.2% |
13,177.0 |
Close |
13,257.5 |
13,282.0 |
24.5 |
0.2% |
13,282.0 |
Range |
153.0 |
115.5 |
-37.5 |
-24.5% |
266.0 |
ATR |
219.7 |
212.2 |
-7.4 |
-3.4% |
0.0 |
Volume |
58,233 |
60,675 |
2,442 |
4.2% |
358,041 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,611.7 |
13,562.3 |
13,345.5 |
|
R3 |
13,496.2 |
13,446.8 |
13,313.8 |
|
R2 |
13,380.7 |
13,380.7 |
13,303.2 |
|
R1 |
13,331.3 |
13,331.3 |
13,292.6 |
13,356.0 |
PP |
13,265.2 |
13,265.2 |
13,265.2 |
13,277.5 |
S1 |
13,215.8 |
13,215.8 |
13,271.4 |
13,240.5 |
S2 |
13,149.7 |
13,149.7 |
13,260.8 |
|
S3 |
13,034.2 |
13,100.3 |
13,250.2 |
|
S4 |
12,918.7 |
12,984.8 |
13,218.5 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,098.7 |
13,956.3 |
13,428.3 |
|
R3 |
13,832.7 |
13,690.3 |
13,355.2 |
|
R2 |
13,566.7 |
13,566.7 |
13,330.8 |
|
R1 |
13,424.3 |
13,424.3 |
13,306.4 |
13,362.5 |
PP |
13,300.7 |
13,300.7 |
13,300.7 |
13,269.8 |
S1 |
13,158.3 |
13,158.3 |
13,257.6 |
13,096.5 |
S2 |
13,034.7 |
13,034.7 |
13,233.2 |
|
S3 |
12,768.7 |
12,892.3 |
13,208.9 |
|
S4 |
12,502.7 |
12,626.3 |
13,135.7 |
|
|
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% |
140.5 |
1.1% |
39% |
False |
False |
71,608 |
10 |
13,443.0 |
13,032.0 |
411.0 |
3.1% |
145.6 |
1.1% |
61% |
False |
False |
66,218 |
20 |
13,443.0 |
12,358.5 |
1,084.5 |
8.2% |
199.3 |
1.5% |
85% |
False |
False |
71,497 |
40 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
249.8 |
1.9% |
92% |
False |
False |
81,725 |
60 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
242.3 |
1.8% |
92% |
False |
False |
76,448 |
80 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
240.0 |
1.8% |
92% |
False |
False |
57,414 |
100 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
229.6 |
1.7% |
92% |
False |
False |
45,949 |
120 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
227.2 |
1.7% |
92% |
False |
False |
38,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,805.4 |
2.618 |
13,616.9 |
1.618 |
13,501.4 |
1.000 |
13,430.0 |
0.618 |
13,385.9 |
HIGH |
13,314.5 |
0.618 |
13,270.4 |
0.500 |
13,256.8 |
0.382 |
13,243.1 |
LOW |
13,199.0 |
0.618 |
13,127.6 |
1.000 |
13,083.5 |
1.618 |
13,012.1 |
2.618 |
12,896.6 |
4.250 |
12,708.1 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,273.6 |
13,279.5 |
PP |
13,265.2 |
13,277.0 |
S1 |
13,256.8 |
13,274.5 |
|