| 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 |
3,661.25 |
3,671.00 |
9.75 |
0.3% |
3,546.50 |
| High |
3,672.75 |
3,682.00 |
9.25 |
0.3% |
3,655.00 |
| Low |
3,642.25 |
3,655.25 |
13.00 |
0.4% |
3,545.50 |
| Close |
3,667.25 |
3,664.50 |
-2.75 |
-0.1% |
3,636.50 |
| Range |
30.50 |
26.75 |
-3.75 |
-12.3% |
109.50 |
| ATR |
58.87 |
56.58 |
-2.29 |
-3.9% |
0.00 |
| Volume |
1,106,696 |
1,124,033 |
17,337 |
1.6% |
4,149,452 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,747.50 |
3,732.75 |
3,679.25 |
|
| R3 |
3,720.75 |
3,706.00 |
3,671.75 |
|
| R2 |
3,694.00 |
3,694.00 |
3,669.50 |
|
| R1 |
3,679.25 |
3,679.25 |
3,667.00 |
3,673.25 |
| PP |
3,667.25 |
3,667.25 |
3,667.25 |
3,664.25 |
| S1 |
3,652.50 |
3,652.50 |
3,662.00 |
3,646.50 |
| S2 |
3,640.50 |
3,640.50 |
3,659.50 |
|
| S3 |
3,613.75 |
3,625.75 |
3,657.25 |
|
| S4 |
3,587.00 |
3,599.00 |
3,649.75 |
|
|
| 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 |
3,682.00 |
3,592.25 |
89.75 |
2.4% |
39.75 |
1.1% |
81% |
True |
False |
1,189,519 |
| 10 |
3,682.00 |
3,542.25 |
139.75 |
3.8% |
42.50 |
1.2% |
87% |
True |
False |
1,193,852 |
| 20 |
3,682.00 |
3,428.25 |
253.75 |
6.9% |
56.75 |
1.5% |
93% |
True |
False |
1,412,921 |
| 40 |
3,682.00 |
3,225.00 |
457.00 |
12.5% |
61.50 |
1.7% |
96% |
True |
False |
1,571,029 |
| 60 |
3,682.00 |
3,198.00 |
484.00 |
13.2% |
65.00 |
1.8% |
96% |
True |
False |
1,652,146 |
| 80 |
3,682.00 |
3,198.00 |
484.00 |
13.2% |
62.75 |
1.7% |
96% |
True |
False |
1,243,586 |
| 100 |
3,682.00 |
3,178.00 |
504.00 |
13.8% |
59.00 |
1.6% |
97% |
True |
False |
995,363 |
| 120 |
3,682.00 |
2,972.00 |
710.00 |
19.4% |
61.25 |
1.7% |
98% |
True |
False |
829,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,795.75 |
|
2.618 |
3,752.00 |
|
1.618 |
3,725.25 |
|
1.000 |
3,708.75 |
|
0.618 |
3,698.50 |
|
HIGH |
3,682.00 |
|
0.618 |
3,671.75 |
|
0.500 |
3,668.50 |
|
0.382 |
3,665.50 |
|
LOW |
3,655.25 |
|
0.618 |
3,638.75 |
|
1.000 |
3,628.50 |
|
1.618 |
3,612.00 |
|
2.618 |
3,585.25 |
|
4.250 |
3,541.50 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,668.50 |
3,661.00 |
| PP |
3,667.25 |
3,657.50 |
| S1 |
3,666.00 |
3,654.00 |
|