| 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 |
12,336.00 |
12,456.25 |
120.25 |
1.0% |
11,894.00 |
| High |
12,512.25 |
12,473.50 |
-38.75 |
-0.3% |
12,307.50 |
| Low |
12,312.00 |
12,312.50 |
0.50 |
0.0% |
11,808.25 |
| Close |
12,452.25 |
12,454.25 |
2.00 |
0.0% |
12,257.50 |
| Range |
200.25 |
161.00 |
-39.25 |
-19.6% |
499.25 |
| ATR |
245.54 |
239.50 |
-6.04 |
-2.5% |
0.00 |
| Volume |
464,023 |
400,405 |
-63,618 |
-13.7% |
1,510,472 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,896.50 |
12,836.25 |
12,542.75 |
|
| R3 |
12,735.50 |
12,675.25 |
12,498.50 |
|
| R2 |
12,574.50 |
12,574.50 |
12,483.75 |
|
| R1 |
12,514.25 |
12,514.25 |
12,469.00 |
12,464.00 |
| PP |
12,413.50 |
12,413.50 |
12,413.50 |
12,388.25 |
| S1 |
12,353.25 |
12,353.25 |
12,439.50 |
12,303.00 |
| S2 |
12,252.50 |
12,252.50 |
12,424.75 |
|
| S3 |
12,091.50 |
12,192.25 |
12,410.00 |
|
| S4 |
11,930.50 |
12,031.25 |
12,365.75 |
|
|
| 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 |
12,077.50 |
434.75 |
3.5% |
178.75 |
1.4% |
87% |
False |
False |
408,110 |
| 10 |
12,512.25 |
11,804.50 |
707.75 |
5.7% |
182.75 |
1.5% |
92% |
False |
False |
412,366 |
| 20 |
12,512.25 |
11,230.25 |
1,282.00 |
10.3% |
253.75 |
2.0% |
95% |
False |
False |
504,144 |
| 40 |
12,512.25 |
10,942.25 |
1,570.00 |
12.6% |
260.25 |
2.1% |
96% |
False |
False |
549,884 |
| 60 |
12,512.25 |
10,656.50 |
1,855.75 |
14.9% |
287.00 |
2.3% |
97% |
False |
False |
553,027 |
| 80 |
12,512.25 |
10,656.50 |
1,855.75 |
14.9% |
283.25 |
2.3% |
97% |
False |
False |
415,519 |
| 100 |
12,512.25 |
10,288.00 |
2,224.25 |
17.9% |
275.00 |
2.2% |
97% |
False |
False |
332,544 |
| 120 |
12,512.25 |
9,390.50 |
3,121.75 |
25.1% |
270.00 |
2.2% |
98% |
False |
False |
277,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,157.75 |
|
2.618 |
12,895.00 |
|
1.618 |
12,734.00 |
|
1.000 |
12,634.50 |
|
0.618 |
12,573.00 |
|
HIGH |
12,473.50 |
|
0.618 |
12,412.00 |
|
0.500 |
12,393.00 |
|
0.382 |
12,374.00 |
|
LOW |
12,312.50 |
|
0.618 |
12,213.00 |
|
1.000 |
12,151.50 |
|
1.618 |
12,052.00 |
|
2.618 |
11,891.00 |
|
4.250 |
11,628.25 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,433.75 |
12,402.50 |
| PP |
12,413.50 |
12,350.75 |
| S1 |
12,393.00 |
12,299.00 |
|