| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,780.3 |
1,819.1 |
38.8 |
2.2% |
1,875.9 |
| High |
1,821.1 |
1,835.7 |
14.6 |
0.8% |
1,880.7 |
| Low |
1,778.4 |
1,810.5 |
32.1 |
1.8% |
1,776.5 |
| Close |
1,818.9 |
1,830.2 |
11.3 |
0.6% |
1,788.1 |
| Range |
42.7 |
25.2 |
-17.5 |
-41.0% |
104.2 |
| ATR |
32.7 |
32.2 |
-0.5 |
-1.6% |
0.0 |
| Volume |
203,653 |
185,323 |
-18,330 |
-9.0% |
651,135 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,901.1 |
1,890.8 |
1,844.1 |
|
| R3 |
1,875.9 |
1,865.6 |
1,837.1 |
|
| R2 |
1,850.7 |
1,850.7 |
1,834.8 |
|
| R1 |
1,840.4 |
1,840.4 |
1,832.5 |
1,845.6 |
| PP |
1,825.5 |
1,825.5 |
1,825.5 |
1,828.0 |
| S1 |
1,815.2 |
1,815.2 |
1,827.9 |
1,820.4 |
| S2 |
1,800.3 |
1,800.3 |
1,825.6 |
|
| S3 |
1,775.1 |
1,790.0 |
1,823.3 |
|
| S4 |
1,749.9 |
1,764.8 |
1,816.3 |
|
|
| 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 |
1,835.7 |
1,767.2 |
68.5 |
3.7% |
31.4 |
1.7% |
92% |
True |
False |
209,529 |
| 10 |
1,889.7 |
1,767.2 |
122.5 |
6.7% |
30.8 |
1.7% |
51% |
False |
False |
141,853 |
| 20 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
34.7 |
1.9% |
31% |
False |
False |
90,795 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
30.0 |
1.6% |
31% |
False |
False |
48,564 |
| 60 |
1,991.6 |
1,767.2 |
224.4 |
12.3% |
30.4 |
1.7% |
28% |
False |
False |
33,281 |
| 80 |
2,050.4 |
1,767.2 |
283.2 |
15.5% |
35.2 |
1.9% |
22% |
False |
False |
25,845 |
| 100 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
34.9 |
1.9% |
19% |
False |
False |
21,438 |
| 120 |
2,099.2 |
1,732.9 |
366.3 |
20.0% |
33.0 |
1.8% |
27% |
False |
False |
18,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,942.8 |
|
2.618 |
1,901.7 |
|
1.618 |
1,876.5 |
|
1.000 |
1,860.9 |
|
0.618 |
1,851.3 |
|
HIGH |
1,835.7 |
|
0.618 |
1,826.1 |
|
0.500 |
1,823.1 |
|
0.382 |
1,820.1 |
|
LOW |
1,810.5 |
|
0.618 |
1,794.9 |
|
1.000 |
1,785.3 |
|
1.618 |
1,769.7 |
|
2.618 |
1,744.5 |
|
4.250 |
1,703.4 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,827.8 |
1,820.6 |
| PP |
1,825.5 |
1,811.0 |
| S1 |
1,823.1 |
1,801.5 |
|