| 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 |
12,456.25 |
12,472.00 |
15.75 |
0.1% |
11,894.00 |
| High |
12,473.50 |
12,540.25 |
66.75 |
0.5% |
12,307.50 |
| Low |
12,312.50 |
12,444.00 |
131.50 |
1.1% |
11,808.25 |
| Close |
12,454.25 |
12,462.25 |
8.00 |
0.1% |
12,257.50 |
| Range |
161.00 |
96.25 |
-64.75 |
-40.2% |
499.25 |
| ATR |
239.50 |
229.27 |
-10.23 |
-4.3% |
0.00 |
| Volume |
400,405 |
376,884 |
-23,521 |
-5.9% |
1,510,472 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,771.00 |
12,712.75 |
12,515.25 |
|
| R3 |
12,674.75 |
12,616.50 |
12,488.75 |
|
| R2 |
12,578.50 |
12,578.50 |
12,480.00 |
|
| R1 |
12,520.25 |
12,520.25 |
12,471.00 |
12,501.25 |
| PP |
12,482.25 |
12,482.25 |
12,482.25 |
12,472.50 |
| S1 |
12,424.00 |
12,424.00 |
12,453.50 |
12,405.00 |
| S2 |
12,386.00 |
12,386.00 |
12,444.50 |
|
| S3 |
12,289.75 |
12,327.75 |
12,435.75 |
|
| S4 |
12,193.50 |
12,231.50 |
12,409.25 |
|
|
| 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 |
12,540.25 |
12,086.00 |
454.25 |
3.6% |
177.75 |
1.4% |
83% |
True |
False |
406,240 |
| 10 |
12,540.25 |
11,804.50 |
735.75 |
5.9% |
175.75 |
1.4% |
89% |
True |
False |
402,471 |
| 20 |
12,540.25 |
11,503.25 |
1,037.00 |
8.3% |
228.00 |
1.8% |
92% |
True |
False |
480,857 |
| 40 |
12,540.25 |
10,942.25 |
1,598.00 |
12.8% |
255.00 |
2.0% |
95% |
True |
False |
548,230 |
| 60 |
12,540.25 |
10,656.50 |
1,883.75 |
15.1% |
279.75 |
2.2% |
96% |
True |
False |
558,910 |
| 80 |
12,540.25 |
10,656.50 |
1,883.75 |
15.1% |
280.75 |
2.3% |
96% |
True |
False |
420,221 |
| 100 |
12,540.25 |
10,288.00 |
2,252.25 |
18.1% |
272.75 |
2.2% |
97% |
True |
False |
336,296 |
| 120 |
12,540.25 |
9,720.25 |
2,820.00 |
22.6% |
267.75 |
2.1% |
97% |
True |
False |
280,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,949.25 |
|
2.618 |
12,792.25 |
|
1.618 |
12,696.00 |
|
1.000 |
12,636.50 |
|
0.618 |
12,599.75 |
|
HIGH |
12,540.25 |
|
0.618 |
12,503.50 |
|
0.500 |
12,492.00 |
|
0.382 |
12,480.75 |
|
LOW |
12,444.00 |
|
0.618 |
12,384.50 |
|
1.000 |
12,347.75 |
|
1.618 |
12,288.25 |
|
2.618 |
12,192.00 |
|
4.250 |
12,035.00 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,492.00 |
12,450.25 |
| PP |
12,482.25 |
12,438.25 |
| S1 |
12,472.25 |
12,426.00 |
|