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 |
3,643.75 |
3,631.00 |
-12.75 |
-0.3% |
3,546.50 |
High |
3,652.00 |
3,677.50 |
25.50 |
0.7% |
3,655.00 |
Low |
3,592.25 |
3,626.00 |
33.75 |
0.9% |
3,545.50 |
Close |
3,623.25 |
3,660.50 |
37.25 |
1.0% |
3,636.50 |
Range |
59.75 |
51.50 |
-8.25 |
-13.8% |
109.50 |
ATR |
61.58 |
61.06 |
-0.52 |
-0.9% |
0.00 |
Volume |
1,712,274 |
1,365,328 |
-346,946 |
-20.3% |
4,149,452 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,809.25 |
3,786.25 |
3,688.75 |
|
R3 |
3,757.75 |
3,734.75 |
3,674.75 |
|
R2 |
3,706.25 |
3,706.25 |
3,670.00 |
|
R1 |
3,683.25 |
3,683.25 |
3,665.25 |
3,694.75 |
PP |
3,654.75 |
3,654.75 |
3,654.75 |
3,660.50 |
S1 |
3,631.75 |
3,631.75 |
3,655.75 |
3,643.25 |
S2 |
3,603.25 |
3,603.25 |
3,651.00 |
|
S3 |
3,551.75 |
3,580.25 |
3,646.25 |
|
S4 |
3,500.25 |
3,528.75 |
3,632.25 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,940.75 |
3,898.25 |
3,696.75 |
|
R3 |
3,831.25 |
3,788.75 |
3,666.50 |
|
R2 |
3,721.75 |
3,721.75 |
3,656.50 |
|
R1 |
3,679.25 |
3,679.25 |
3,646.50 |
3,700.50 |
PP |
3,612.25 |
3,612.25 |
3,612.25 |
3,623.00 |
S1 |
3,569.75 |
3,569.75 |
3,626.50 |
3,591.00 |
S2 |
3,502.75 |
3,502.75 |
3,616.50 |
|
S3 |
3,393.25 |
3,460.25 |
3,606.50 |
|
S4 |
3,283.75 |
3,350.75 |
3,576.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,677.50 |
3,575.25 |
102.25 |
2.8% |
49.25 |
1.3% |
83% |
True |
False |
1,204,441 |
10 |
3,677.50 |
3,542.25 |
135.25 |
3.7% |
48.00 |
1.3% |
87% |
True |
False |
1,230,130 |
20 |
3,677.50 |
3,301.25 |
376.25 |
10.3% |
66.00 |
1.8% |
95% |
True |
False |
1,525,274 |
40 |
3,677.50 |
3,225.00 |
452.50 |
12.4% |
64.50 |
1.8% |
96% |
True |
False |
1,592,803 |
60 |
3,677.50 |
3,198.00 |
479.50 |
13.1% |
68.25 |
1.9% |
96% |
True |
False |
1,618,032 |
80 |
3,677.50 |
3,198.00 |
479.50 |
13.1% |
63.00 |
1.7% |
96% |
True |
False |
1,215,815 |
100 |
3,677.50 |
3,108.50 |
569.00 |
15.5% |
60.00 |
1.6% |
97% |
True |
False |
973,098 |
120 |
3,677.50 |
2,916.50 |
761.00 |
20.8% |
62.75 |
1.7% |
98% |
True |
False |
811,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,896.50 |
2.618 |
3,812.25 |
1.618 |
3,760.75 |
1.000 |
3,729.00 |
0.618 |
3,709.25 |
HIGH |
3,677.50 |
0.618 |
3,657.75 |
0.500 |
3,651.75 |
0.382 |
3,645.75 |
LOW |
3,626.00 |
0.618 |
3,594.25 |
1.000 |
3,574.50 |
1.618 |
3,542.75 |
2.618 |
3,491.25 |
4.250 |
3,407.00 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,657.50 |
3,652.00 |
PP |
3,654.75 |
3,643.50 |
S1 |
3,651.75 |
3,635.00 |
|