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 |
3,631.00 |
3,661.25 |
30.25 |
0.8% |
3,546.50 |
High |
3,677.50 |
3,672.75 |
-4.75 |
-0.1% |
3,655.00 |
Low |
3,626.00 |
3,642.25 |
16.25 |
0.4% |
3,545.50 |
Close |
3,660.50 |
3,667.25 |
6.75 |
0.2% |
3,636.50 |
Range |
51.50 |
30.50 |
-21.00 |
-40.8% |
109.50 |
ATR |
61.06 |
58.87 |
-2.18 |
-3.6% |
0.00 |
Volume |
1,365,328 |
1,106,696 |
-258,632 |
-18.9% |
4,149,452 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,752.25 |
3,740.25 |
3,684.00 |
|
R3 |
3,721.75 |
3,709.75 |
3,675.75 |
|
R2 |
3,691.25 |
3,691.25 |
3,672.75 |
|
R1 |
3,679.25 |
3,679.25 |
3,670.00 |
3,685.25 |
PP |
3,660.75 |
3,660.75 |
3,660.75 |
3,663.75 |
S1 |
3,648.75 |
3,648.75 |
3,664.50 |
3,654.75 |
S2 |
3,630.25 |
3,630.25 |
3,661.75 |
|
S3 |
3,599.75 |
3,618.25 |
3,658.75 |
|
S4 |
3,569.25 |
3,587.75 |
3,650.50 |
|
|
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 |
3,592.25 |
85.25 |
2.3% |
42.25 |
1.2% |
88% |
False |
False |
1,167,981 |
10 |
3,677.50 |
3,542.25 |
135.25 |
3.7% |
46.50 |
1.3% |
92% |
False |
False |
1,213,979 |
20 |
3,677.50 |
3,319.00 |
358.50 |
9.8% |
63.25 |
1.7% |
97% |
False |
False |
1,497,374 |
40 |
3,677.50 |
3,225.00 |
452.50 |
12.3% |
63.00 |
1.7% |
98% |
False |
False |
1,577,944 |
60 |
3,677.50 |
3,198.00 |
479.50 |
13.1% |
66.75 |
1.8% |
98% |
False |
False |
1,634,844 |
80 |
3,677.50 |
3,198.00 |
479.50 |
13.1% |
63.00 |
1.7% |
98% |
False |
False |
1,229,598 |
100 |
3,677.50 |
3,108.50 |
569.00 |
15.5% |
59.50 |
1.6% |
98% |
False |
False |
984,150 |
120 |
3,677.50 |
2,916.50 |
761.00 |
20.8% |
62.25 |
1.7% |
99% |
False |
False |
820,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,802.50 |
2.618 |
3,752.50 |
1.618 |
3,722.00 |
1.000 |
3,703.25 |
0.618 |
3,691.50 |
HIGH |
3,672.75 |
0.618 |
3,661.00 |
0.500 |
3,657.50 |
0.382 |
3,654.00 |
LOW |
3,642.25 |
0.618 |
3,623.50 |
1.000 |
3,611.75 |
1.618 |
3,593.00 |
2.618 |
3,562.50 |
4.250 |
3,512.50 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,664.00 |
3,656.50 |
PP |
3,660.75 |
3,645.75 |
S1 |
3,657.50 |
3,635.00 |
|