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 |
1,814.61 |
1,830.31 |
15.70 |
0.9% |
1,870.51 |
High |
1,831.34 |
1,843.14 |
11.80 |
0.6% |
1,875.43 |
Low |
1,807.48 |
1,825.18 |
17.70 |
1.0% |
1,775.45 |
Close |
1,830.37 |
1,840.52 |
10.15 |
0.6% |
1,787.50 |
Range |
23.86 |
17.96 |
-5.90 |
-24.7% |
99.98 |
ATR |
28.17 |
27.44 |
-0.73 |
-2.6% |
0.00 |
Volume |
7,192 |
7,380 |
188 |
2.6% |
26,039 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.16 |
1,883.30 |
1,850.40 |
|
R3 |
1,872.20 |
1,865.34 |
1,845.46 |
|
R2 |
1,854.24 |
1,854.24 |
1,843.81 |
|
R1 |
1,847.38 |
1,847.38 |
1,842.17 |
1,850.81 |
PP |
1,836.28 |
1,836.28 |
1,836.28 |
1,838.00 |
S1 |
1,829.42 |
1,829.42 |
1,838.87 |
1,832.85 |
S2 |
1,818.32 |
1,818.32 |
1,837.23 |
|
S3 |
1,800.36 |
1,811.46 |
1,835.58 |
|
S4 |
1,782.40 |
1,793.50 |
1,830.64 |
|
|
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 |
1,843.14 |
1,766.53 |
76.61 |
4.2% |
28.61 |
1.6% |
97% |
True |
False |
6,942 |
10 |
1,878.82 |
1,766.53 |
112.29 |
6.1% |
27.56 |
1.5% |
66% |
False |
False |
6,854 |
20 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
30.44 |
1.7% |
37% |
False |
False |
6,417 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
26.55 |
1.4% |
37% |
False |
False |
6,710 |
60 |
1,971.34 |
1,766.53 |
204.81 |
11.1% |
26.69 |
1.5% |
36% |
False |
False |
6,738 |
80 |
2,014.05 |
1,766.53 |
247.52 |
13.4% |
29.11 |
1.6% |
30% |
False |
False |
6,711 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.5% |
31.06 |
1.7% |
24% |
False |
False |
6,685 |
120 |
2,070.48 |
1,717.60 |
352.88 |
19.2% |
28.75 |
1.6% |
35% |
False |
False |
6,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.47 |
2.618 |
1,890.16 |
1.618 |
1,872.20 |
1.000 |
1,861.10 |
0.618 |
1,854.24 |
HIGH |
1,843.14 |
0.618 |
1,836.28 |
0.500 |
1,834.16 |
0.382 |
1,832.04 |
LOW |
1,825.18 |
0.618 |
1,814.08 |
1.000 |
1,807.22 |
1.618 |
1,796.12 |
2.618 |
1,778.16 |
4.250 |
1,748.85 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,838.40 |
1,830.38 |
PP |
1,836.28 |
1,820.24 |
S1 |
1,834.16 |
1,810.10 |
|