| 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 |
12,286.50 |
12,336.00 |
49.50 |
0.4% |
11,894.00 |
| High |
12,337.25 |
12,512.25 |
175.00 |
1.4% |
12,307.50 |
| Low |
12,086.00 |
12,312.00 |
226.00 |
1.9% |
11,808.25 |
| Close |
12,277.00 |
12,452.25 |
175.25 |
1.4% |
12,257.50 |
| Range |
251.25 |
200.25 |
-51.00 |
-20.3% |
499.25 |
| ATR |
246.33 |
245.54 |
-0.79 |
-0.3% |
0.00 |
| Volume |
493,064 |
464,023 |
-29,041 |
-5.9% |
1,510,472 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,026.25 |
12,939.50 |
12,562.50 |
|
| R3 |
12,826.00 |
12,739.25 |
12,507.25 |
|
| R2 |
12,625.75 |
12,625.75 |
12,489.00 |
|
| R1 |
12,539.00 |
12,539.00 |
12,470.50 |
12,582.50 |
| PP |
12,425.50 |
12,425.50 |
12,425.50 |
12,447.25 |
| S1 |
12,338.75 |
12,338.75 |
12,434.00 |
12,382.00 |
| S2 |
12,225.25 |
12,225.25 |
12,415.50 |
|
| S3 |
12,025.00 |
12,138.50 |
12,397.25 |
|
| S4 |
11,824.75 |
11,938.25 |
12,342.00 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,622.25 |
13,439.00 |
12,532.00 |
|
| R3 |
13,123.00 |
12,939.75 |
12,394.75 |
|
| R2 |
12,623.75 |
12,623.75 |
12,349.00 |
|
| R1 |
12,440.50 |
12,440.50 |
12,303.25 |
12,532.00 |
| PP |
12,124.50 |
12,124.50 |
12,124.50 |
12,170.25 |
| S1 |
11,941.25 |
11,941.25 |
12,211.75 |
12,033.00 |
| S2 |
11,625.25 |
11,625.25 |
12,166.00 |
|
| S3 |
11,126.00 |
11,442.00 |
12,120.25 |
|
| S4 |
10,626.75 |
10,942.75 |
11,983.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,512.25 |
11,872.75 |
639.50 |
5.1% |
192.75 |
1.5% |
91% |
True |
False |
408,356 |
| 10 |
12,512.25 |
11,804.50 |
707.75 |
5.7% |
181.25 |
1.5% |
92% |
True |
False |
412,476 |
| 20 |
12,512.25 |
11,064.50 |
1,447.75 |
11.6% |
260.00 |
2.1% |
96% |
True |
False |
509,598 |
| 40 |
12,512.25 |
10,942.25 |
1,570.00 |
12.6% |
264.25 |
2.1% |
96% |
True |
False |
555,181 |
| 60 |
12,512.25 |
10,656.50 |
1,855.75 |
14.9% |
293.50 |
2.4% |
97% |
True |
False |
546,708 |
| 80 |
12,512.25 |
10,656.50 |
1,855.75 |
14.9% |
284.00 |
2.3% |
97% |
True |
False |
410,519 |
| 100 |
12,512.25 |
10,288.00 |
2,224.25 |
17.9% |
278.25 |
2.2% |
97% |
True |
False |
328,548 |
| 120 |
12,512.25 |
9,390.50 |
3,121.75 |
25.1% |
271.50 |
2.2% |
98% |
True |
False |
273,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,363.25 |
|
2.618 |
13,036.50 |
|
1.618 |
12,836.25 |
|
1.000 |
12,712.50 |
|
0.618 |
12,636.00 |
|
HIGH |
12,512.25 |
|
0.618 |
12,435.75 |
|
0.500 |
12,412.00 |
|
0.382 |
12,388.50 |
|
LOW |
12,312.00 |
|
0.618 |
12,188.25 |
|
1.000 |
12,111.75 |
|
1.618 |
11,988.00 |
|
2.618 |
11,787.75 |
|
4.250 |
11,461.00 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,439.00 |
12,401.25 |
| PP |
12,425.50 |
12,350.25 |
| S1 |
12,412.00 |
12,299.00 |
|