| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,472.00 |
12,487.00 |
15.00 |
0.1% |
12,286.50 |
| High |
12,540.25 |
12,535.75 |
-4.50 |
0.0% |
12,540.25 |
| Low |
12,444.00 |
12,448.50 |
4.50 |
0.0% |
12,086.00 |
| Close |
12,462.25 |
12,526.00 |
63.75 |
0.5% |
12,526.00 |
| Range |
96.25 |
87.25 |
-9.00 |
-9.4% |
454.25 |
| ATR |
229.27 |
219.12 |
-10.14 |
-4.4% |
0.00 |
| Volume |
376,884 |
321,796 |
-55,088 |
-14.6% |
2,056,172 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,765.25 |
12,732.75 |
12,574.00 |
|
| R3 |
12,678.00 |
12,645.50 |
12,550.00 |
|
| R2 |
12,590.75 |
12,590.75 |
12,542.00 |
|
| R1 |
12,558.25 |
12,558.25 |
12,534.00 |
12,574.50 |
| PP |
12,503.50 |
12,503.50 |
12,503.50 |
12,511.50 |
| S1 |
12,471.00 |
12,471.00 |
12,518.00 |
12,487.25 |
| S2 |
12,416.25 |
12,416.25 |
12,510.00 |
|
| S3 |
12,329.00 |
12,383.75 |
12,502.00 |
|
| S4 |
12,241.75 |
12,296.50 |
12,478.00 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,746.75 |
13,590.75 |
12,775.75 |
|
| R3 |
13,292.50 |
13,136.50 |
12,651.00 |
|
| R2 |
12,838.25 |
12,838.25 |
12,609.25 |
|
| R1 |
12,682.25 |
12,682.25 |
12,567.75 |
12,760.25 |
| PP |
12,384.00 |
12,384.00 |
12,384.00 |
12,423.00 |
| S1 |
12,228.00 |
12,228.00 |
12,484.25 |
12,306.00 |
| S2 |
11,929.75 |
11,929.75 |
12,442.75 |
|
| S3 |
11,475.50 |
11,773.75 |
12,401.00 |
|
| S4 |
11,021.25 |
11,319.50 |
12,276.25 |
|
|
| 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% |
159.25 |
1.3% |
97% |
False |
False |
411,234 |
| 10 |
12,540.25 |
11,808.25 |
732.00 |
5.8% |
165.00 |
1.3% |
98% |
False |
False |
392,482 |
| 20 |
12,540.25 |
11,503.25 |
1,037.00 |
8.3% |
215.00 |
1.7% |
99% |
False |
False |
468,025 |
| 40 |
12,540.25 |
10,942.25 |
1,598.00 |
12.8% |
254.50 |
2.0% |
99% |
False |
False |
546,191 |
| 60 |
12,540.25 |
10,656.50 |
1,883.75 |
15.0% |
273.00 |
2.2% |
99% |
False |
False |
562,987 |
| 80 |
12,540.25 |
10,656.50 |
1,883.75 |
15.0% |
278.00 |
2.2% |
99% |
False |
False |
424,238 |
| 100 |
12,540.25 |
10,288.00 |
2,252.25 |
18.0% |
271.50 |
2.2% |
99% |
False |
False |
339,506 |
| 120 |
12,540.25 |
9,720.25 |
2,820.00 |
22.5% |
266.75 |
2.1% |
99% |
False |
False |
283,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,906.50 |
|
2.618 |
12,764.25 |
|
1.618 |
12,677.00 |
|
1.000 |
12,623.00 |
|
0.618 |
12,589.75 |
|
HIGH |
12,535.75 |
|
0.618 |
12,502.50 |
|
0.500 |
12,492.00 |
|
0.382 |
12,481.75 |
|
LOW |
12,448.50 |
|
0.618 |
12,394.50 |
|
1.000 |
12,361.25 |
|
1.618 |
12,307.25 |
|
2.618 |
12,220.00 |
|
4.250 |
12,077.75 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,514.75 |
12,492.75 |
| PP |
12,503.50 |
12,459.50 |
| S1 |
12,492.00 |
12,426.50 |
|