Trading Metrics calculated at close of trading on 03-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2019 |
03-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,463.66 |
1,462.31 |
-1.35 |
-0.1% |
1,462.53 |
High |
1,464.64 |
1,480.64 |
16.00 |
1.1% |
1,465.78 |
Low |
1,454.20 |
1,459.87 |
5.67 |
0.4% |
1,452.18 |
Close |
1,462.29 |
1,477.09 |
14.80 |
1.0% |
1,463.01 |
Range |
10.44 |
20.77 |
10.33 |
98.9% |
13.60 |
ATR |
12.31 |
12.91 |
0.60 |
4.9% |
0.00 |
Volume |
6,686 |
6,921 |
235 |
3.5% |
33,686 |
|
Daily Pivots for day following 03-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.84 |
1,526.74 |
1,488.51 |
|
R3 |
1,514.07 |
1,505.97 |
1,482.80 |
|
R2 |
1,493.30 |
1,493.30 |
1,480.90 |
|
R1 |
1,485.20 |
1,485.20 |
1,478.99 |
1,489.25 |
PP |
1,472.53 |
1,472.53 |
1,472.53 |
1,474.56 |
S1 |
1,464.43 |
1,464.43 |
1,475.19 |
1,468.48 |
S2 |
1,451.76 |
1,451.76 |
1,473.28 |
|
S3 |
1,430.99 |
1,443.66 |
1,471.38 |
|
S4 |
1,410.22 |
1,422.89 |
1,465.67 |
|
|
Weekly Pivots for week ending 29-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.12 |
1,495.67 |
1,470.49 |
|
R3 |
1,487.52 |
1,482.07 |
1,466.75 |
|
R2 |
1,473.92 |
1,473.92 |
1,465.50 |
|
R1 |
1,468.47 |
1,468.47 |
1,464.26 |
1,471.20 |
PP |
1,460.32 |
1,460.32 |
1,460.32 |
1,461.69 |
S1 |
1,454.87 |
1,454.87 |
1,461.76 |
1,457.60 |
S2 |
1,446.72 |
1,446.72 |
1,460.52 |
|
S3 |
1,433.12 |
1,441.27 |
1,459.27 |
|
S4 |
1,419.52 |
1,427.67 |
1,455.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,480.64 |
1,452.80 |
27.84 |
1.9% |
11.20 |
0.8% |
87% |
True |
False |
6,677 |
10 |
1,480.64 |
1,452.18 |
28.46 |
1.9% |
10.94 |
0.7% |
88% |
True |
False |
6,817 |
20 |
1,492.77 |
1,446.68 |
46.09 |
3.1% |
12.53 |
0.8% |
66% |
False |
False |
6,897 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.7% |
13.51 |
0.9% |
43% |
False |
False |
6,681 |
60 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
15.84 |
1.1% |
35% |
False |
False |
6,675 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.4% |
17.08 |
1.2% |
28% |
False |
False |
6,730 |
100 |
1,556.11 |
1,400.34 |
155.77 |
10.5% |
17.92 |
1.2% |
49% |
False |
False |
6,748 |
120 |
1,556.11 |
1,333.40 |
222.71 |
15.1% |
18.79 |
1.3% |
65% |
False |
False |
6,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.91 |
2.618 |
1,535.02 |
1.618 |
1,514.25 |
1.000 |
1,501.41 |
0.618 |
1,493.48 |
HIGH |
1,480.64 |
0.618 |
1,472.71 |
0.500 |
1,470.26 |
0.382 |
1,467.80 |
LOW |
1,459.87 |
0.618 |
1,447.03 |
1.000 |
1,439.10 |
1.618 |
1,426.26 |
2.618 |
1,405.49 |
4.250 |
1,371.60 |
|
|
Fisher Pivots for day following 03-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,474.81 |
1,473.72 |
PP |
1,472.53 |
1,470.35 |
S1 |
1,470.26 |
1,466.98 |
|