| 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 |
1,790.8 |
1,780.3 |
-10.5 |
-0.6% |
1,875.9 |
| High |
1,793.3 |
1,821.1 |
27.8 |
1.6% |
1,880.7 |
| Low |
1,767.2 |
1,778.4 |
11.2 |
0.6% |
1,776.5 |
| Close |
1,780.9 |
1,818.9 |
38.0 |
2.1% |
1,788.1 |
| Range |
26.1 |
42.7 |
16.6 |
63.6% |
104.2 |
| ATR |
31.9 |
32.7 |
0.8 |
2.4% |
0.0 |
| Volume |
242,726 |
203,653 |
-39,073 |
-16.1% |
651,135 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.2 |
1,919.3 |
1,842.4 |
|
| R3 |
1,891.5 |
1,876.6 |
1,830.6 |
|
| R2 |
1,848.8 |
1,848.8 |
1,826.7 |
|
| R1 |
1,833.9 |
1,833.9 |
1,822.8 |
1,841.4 |
| PP |
1,806.1 |
1,806.1 |
1,806.1 |
1,809.9 |
| S1 |
1,791.2 |
1,791.2 |
1,815.0 |
1,798.7 |
| S2 |
1,763.4 |
1,763.4 |
1,811.1 |
|
| S3 |
1,720.7 |
1,748.5 |
1,807.2 |
|
| S4 |
1,678.0 |
1,705.8 |
1,795.4 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.7 |
2,062.1 |
1,845.4 |
|
| R3 |
2,023.5 |
1,957.9 |
1,816.8 |
|
| R2 |
1,919.3 |
1,919.3 |
1,807.2 |
|
| R1 |
1,853.7 |
1,853.7 |
1,797.7 |
1,834.4 |
| PP |
1,815.1 |
1,815.1 |
1,815.1 |
1,805.5 |
| S1 |
1,749.5 |
1,749.5 |
1,778.5 |
1,730.2 |
| S2 |
1,710.9 |
1,710.9 |
1,769.0 |
|
| S3 |
1,606.7 |
1,645.3 |
1,759.4 |
|
| S4 |
1,502.5 |
1,541.1 |
1,730.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,843.0 |
1,767.2 |
75.8 |
4.2% |
34.2 |
1.9% |
68% |
False |
False |
197,817 |
| 10 |
1,898.9 |
1,767.2 |
131.7 |
7.2% |
29.9 |
1.6% |
39% |
False |
False |
125,485 |
| 20 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
34.7 |
1.9% |
25% |
False |
False |
82,278 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
30.5 |
1.7% |
25% |
False |
False |
44,004 |
| 60 |
1,991.6 |
1,767.2 |
224.4 |
12.3% |
30.6 |
1.7% |
23% |
False |
False |
30,258 |
| 80 |
2,069.6 |
1,767.2 |
302.4 |
16.6% |
35.2 |
1.9% |
17% |
False |
False |
23,574 |
| 100 |
2,099.2 |
1,767.2 |
332.0 |
18.3% |
34.8 |
1.9% |
16% |
False |
False |
19,603 |
| 120 |
2,099.2 |
1,732.9 |
366.3 |
20.1% |
33.0 |
1.8% |
23% |
False |
False |
16,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,002.6 |
|
2.618 |
1,932.9 |
|
1.618 |
1,890.2 |
|
1.000 |
1,863.8 |
|
0.618 |
1,847.5 |
|
HIGH |
1,821.1 |
|
0.618 |
1,804.8 |
|
0.500 |
1,799.8 |
|
0.382 |
1,794.7 |
|
LOW |
1,778.4 |
|
0.618 |
1,752.0 |
|
1.000 |
1,735.7 |
|
1.618 |
1,709.3 |
|
2.618 |
1,666.6 |
|
4.250 |
1,596.9 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,812.5 |
1,810.9 |
| PP |
1,806.1 |
1,802.9 |
| S1 |
1,799.8 |
1,794.9 |
|