| 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 |
1,819.1 |
1,833.9 |
14.8 |
0.8% |
1,875.9 |
| High |
1,835.7 |
1,847.4 |
11.7 |
0.6% |
1,880.7 |
| Low |
1,810.5 |
1,826.7 |
16.2 |
0.9% |
1,776.5 |
| Close |
1,830.2 |
1,841.1 |
10.9 |
0.6% |
1,788.1 |
| Range |
25.2 |
20.7 |
-4.5 |
-17.9% |
104.2 |
| ATR |
32.2 |
31.3 |
-0.8 |
-2.5% |
0.0 |
| Volume |
185,323 |
180,357 |
-4,966 |
-2.7% |
651,135 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,900.5 |
1,891.5 |
1,852.5 |
|
| R3 |
1,879.8 |
1,870.8 |
1,846.8 |
|
| R2 |
1,859.1 |
1,859.1 |
1,844.9 |
|
| R1 |
1,850.1 |
1,850.1 |
1,843.0 |
1,854.6 |
| PP |
1,838.4 |
1,838.4 |
1,838.4 |
1,840.7 |
| S1 |
1,829.4 |
1,829.4 |
1,839.2 |
1,833.9 |
| S2 |
1,817.7 |
1,817.7 |
1,837.3 |
|
| S3 |
1,797.0 |
1,808.7 |
1,835.4 |
|
| S4 |
1,776.3 |
1,788.0 |
1,829.7 |
|
|
| 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 |
1,847.4 |
1,767.2 |
80.2 |
4.4% |
32.2 |
1.7% |
92% |
True |
False |
218,881 |
| 10 |
1,884.7 |
1,767.2 |
117.5 |
6.4% |
30.6 |
1.7% |
63% |
False |
False |
155,218 |
| 20 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
34.0 |
1.8% |
36% |
False |
False |
98,717 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
29.9 |
1.6% |
36% |
False |
False |
52,911 |
| 60 |
1,991.6 |
1,767.2 |
224.4 |
12.2% |
30.2 |
1.6% |
33% |
False |
False |
36,240 |
| 80 |
2,032.5 |
1,767.2 |
265.3 |
14.4% |
33.8 |
1.8% |
28% |
False |
False |
27,974 |
| 100 |
2,099.2 |
1,767.2 |
332.0 |
18.0% |
34.9 |
1.9% |
22% |
False |
False |
23,202 |
| 120 |
2,099.2 |
1,743.2 |
356.0 |
19.3% |
32.9 |
1.8% |
28% |
False |
False |
19,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,935.4 |
|
2.618 |
1,901.6 |
|
1.618 |
1,880.9 |
|
1.000 |
1,868.1 |
|
0.618 |
1,860.2 |
|
HIGH |
1,847.4 |
|
0.618 |
1,839.5 |
|
0.500 |
1,837.1 |
|
0.382 |
1,834.6 |
|
LOW |
1,826.7 |
|
0.618 |
1,813.9 |
|
1.000 |
1,806.0 |
|
1.618 |
1,793.2 |
|
2.618 |
1,772.5 |
|
4.250 |
1,738.7 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,839.8 |
1,831.7 |
| PP |
1,838.4 |
1,822.3 |
| S1 |
1,837.1 |
1,812.9 |
|