Trading Metrics calculated at close of trading on 04-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,833.9 |
1,844.7 |
10.8 |
0.6% |
1,790.8 |
High |
1,847.4 |
1,852.7 |
5.3 |
0.3% |
1,852.7 |
Low |
1,826.7 |
1,832.0 |
5.3 |
0.3% |
1,767.2 |
Close |
1,841.1 |
1,840.0 |
-1.1 |
-0.1% |
1,840.0 |
Range |
20.7 |
20.7 |
0.0 |
0.0% |
85.5 |
ATR |
31.3 |
30.6 |
-0.8 |
-2.4% |
0.0 |
Volume |
180,357 |
171,259 |
-9,098 |
-5.0% |
983,318 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,903.7 |
1,892.5 |
1,851.4 |
|
R3 |
1,883.0 |
1,871.8 |
1,845.7 |
|
R2 |
1,862.3 |
1,862.3 |
1,843.8 |
|
R1 |
1,851.1 |
1,851.1 |
1,841.9 |
1,846.4 |
PP |
1,841.6 |
1,841.6 |
1,841.6 |
1,839.2 |
S1 |
1,830.4 |
1,830.4 |
1,838.1 |
1,825.7 |
S2 |
1,820.9 |
1,820.9 |
1,836.2 |
|
S3 |
1,800.2 |
1,809.7 |
1,834.3 |
|
S4 |
1,779.5 |
1,789.0 |
1,828.6 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.5 |
2,043.7 |
1,887.0 |
|
R3 |
1,991.0 |
1,958.2 |
1,863.5 |
|
R2 |
1,905.5 |
1,905.5 |
1,855.7 |
|
R1 |
1,872.7 |
1,872.7 |
1,847.8 |
1,889.1 |
PP |
1,820.0 |
1,820.0 |
1,820.0 |
1,828.2 |
S1 |
1,787.2 |
1,787.2 |
1,832.2 |
1,803.6 |
S2 |
1,734.5 |
1,734.5 |
1,824.3 |
|
S3 |
1,649.0 |
1,701.7 |
1,816.5 |
|
S4 |
1,563.5 |
1,616.2 |
1,793.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,852.7 |
1,767.2 |
85.5 |
4.6% |
27.1 |
1.5% |
85% |
True |
False |
196,663 |
10 |
1,884.7 |
1,767.2 |
117.5 |
6.4% |
30.4 |
1.7% |
62% |
False |
False |
168,106 |
20 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
32.5 |
1.8% |
35% |
False |
False |
106,041 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
29.9 |
1.6% |
35% |
False |
False |
57,016 |
60 |
1,991.6 |
1,767.2 |
224.4 |
12.2% |
30.1 |
1.6% |
32% |
False |
False |
39,053 |
80 |
2,032.5 |
1,767.2 |
265.3 |
14.4% |
33.0 |
1.8% |
27% |
False |
False |
30,039 |
100 |
2,099.2 |
1,767.2 |
332.0 |
18.0% |
35.0 |
1.9% |
22% |
False |
False |
24,904 |
120 |
2,099.2 |
1,743.2 |
356.0 |
19.3% |
32.9 |
1.8% |
27% |
False |
False |
21,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,940.7 |
2.618 |
1,906.9 |
1.618 |
1,886.2 |
1.000 |
1,873.4 |
0.618 |
1,865.5 |
HIGH |
1,852.7 |
0.618 |
1,844.8 |
0.500 |
1,842.4 |
0.382 |
1,839.9 |
LOW |
1,832.0 |
0.618 |
1,819.2 |
1.000 |
1,811.3 |
1.618 |
1,798.5 |
2.618 |
1,777.8 |
4.250 |
1,744.0 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,842.4 |
1,837.2 |
PP |
1,841.6 |
1,834.4 |
S1 |
1,840.8 |
1,831.6 |
|