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 |
1,788.62 |
1,782.66 |
-5.96 |
-0.3% |
1,870.51 |
High |
1,791.23 |
1,816.24 |
25.01 |
1.4% |
1,875.43 |
Low |
1,766.53 |
1,777.05 |
10.52 |
0.6% |
1,775.45 |
Close |
1,779.26 |
1,814.77 |
35.51 |
2.0% |
1,787.50 |
Range |
24.70 |
39.19 |
14.49 |
58.7% |
99.98 |
ATR |
27.68 |
28.50 |
0.82 |
3.0% |
0.00 |
Volume |
6,863 |
7,200 |
337 |
4.9% |
26,039 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.26 |
1,906.70 |
1,836.32 |
|
R3 |
1,881.07 |
1,867.51 |
1,825.55 |
|
R2 |
1,841.88 |
1,841.88 |
1,821.95 |
|
R1 |
1,828.32 |
1,828.32 |
1,818.36 |
1,835.10 |
PP |
1,802.69 |
1,802.69 |
1,802.69 |
1,806.08 |
S1 |
1,789.13 |
1,789.13 |
1,811.18 |
1,795.91 |
S2 |
1,763.50 |
1,763.50 |
1,807.59 |
|
S3 |
1,724.31 |
1,749.94 |
1,803.99 |
|
S4 |
1,685.12 |
1,710.75 |
1,793.22 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,112.73 |
2,050.10 |
1,842.49 |
|
R3 |
2,012.75 |
1,950.12 |
1,814.99 |
|
R2 |
1,912.77 |
1,912.77 |
1,805.83 |
|
R1 |
1,850.14 |
1,850.14 |
1,796.66 |
1,831.47 |
PP |
1,812.79 |
1,812.79 |
1,812.79 |
1,803.46 |
S1 |
1,750.16 |
1,750.16 |
1,778.34 |
1,731.49 |
S2 |
1,712.81 |
1,712.81 |
1,769.17 |
|
S3 |
1,612.83 |
1,650.18 |
1,760.01 |
|
S4 |
1,512.85 |
1,550.20 |
1,732.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,838.30 |
1,766.53 |
71.77 |
4.0% |
30.48 |
1.7% |
67% |
False |
False |
6,638 |
10 |
1,891.73 |
1,766.53 |
125.20 |
6.9% |
26.26 |
1.4% |
39% |
False |
False |
6,255 |
20 |
1,964.66 |
1,766.53 |
198.13 |
10.9% |
30.86 |
1.7% |
24% |
False |
False |
6,349 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.9% |
27.11 |
1.5% |
24% |
False |
False |
6,663 |
60 |
1,971.34 |
1,766.53 |
204.81 |
11.3% |
27.01 |
1.5% |
24% |
False |
False |
6,736 |
80 |
2,029.24 |
1,766.53 |
262.71 |
14.5% |
31.08 |
1.7% |
18% |
False |
False |
6,676 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.7% |
30.91 |
1.7% |
16% |
False |
False |
6,672 |
120 |
2,070.48 |
1,708.37 |
362.11 |
20.0% |
28.72 |
1.6% |
29% |
False |
False |
6,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,982.80 |
2.618 |
1,918.84 |
1.618 |
1,879.65 |
1.000 |
1,855.43 |
0.618 |
1,840.46 |
HIGH |
1,816.24 |
0.618 |
1,801.27 |
0.500 |
1,796.65 |
0.382 |
1,792.02 |
LOW |
1,777.05 |
0.618 |
1,752.83 |
1.000 |
1,737.86 |
1.618 |
1,713.64 |
2.618 |
1,674.45 |
4.250 |
1,610.49 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,808.73 |
1,806.98 |
PP |
1,802.69 |
1,799.18 |
S1 |
1,796.65 |
1,791.39 |
|