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 |
3,504.0 |
3,487.0 |
-17.0 |
-0.5% |
3,462.0 |
High |
3,518.0 |
3,516.0 |
-2.0 |
-0.1% |
3,522.0 |
Low |
3,465.0 |
3,485.0 |
20.0 |
0.6% |
3,445.0 |
Close |
3,492.0 |
3,516.0 |
24.0 |
0.7% |
3,519.0 |
Range |
53.0 |
31.0 |
-22.0 |
-41.5% |
77.0 |
ATR |
54.0 |
52.4 |
-1.6 |
-3.0% |
0.0 |
Volume |
2,168 |
15,321 |
13,153 |
606.7% |
22,908 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,598.7 |
3,588.3 |
3,533.1 |
|
R3 |
3,567.7 |
3,557.3 |
3,524.5 |
|
R2 |
3,536.7 |
3,536.7 |
3,521.7 |
|
R1 |
3,526.3 |
3,526.3 |
3,518.8 |
3,531.5 |
PP |
3,505.7 |
3,505.7 |
3,505.7 |
3,508.3 |
S1 |
3,495.3 |
3,495.3 |
3,513.2 |
3,500.5 |
S2 |
3,474.7 |
3,474.7 |
3,510.3 |
|
S3 |
3,443.7 |
3,464.3 |
3,507.5 |
|
S4 |
3,412.7 |
3,433.3 |
3,499.0 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,726.3 |
3,699.7 |
3,561.4 |
|
R3 |
3,649.3 |
3,622.7 |
3,540.2 |
|
R2 |
3,572.3 |
3,572.3 |
3,533.1 |
|
R1 |
3,545.7 |
3,545.7 |
3,526.1 |
3,559.0 |
PP |
3,495.3 |
3,495.3 |
3,495.3 |
3,502.0 |
S1 |
3,468.7 |
3,468.7 |
3,511.9 |
3,482.0 |
S2 |
3,418.3 |
3,418.3 |
3,504.9 |
|
S3 |
3,341.3 |
3,391.7 |
3,497.8 |
|
S4 |
3,264.3 |
3,314.7 |
3,476.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,522.0 |
3,465.0 |
57.0 |
1.6% |
33.6 |
1.0% |
89% |
False |
False |
6,660 |
10 |
3,522.0 |
3,427.0 |
95.0 |
2.7% |
32.4 |
0.9% |
94% |
False |
False |
7,323 |
20 |
3,522.0 |
3,033.0 |
489.0 |
13.9% |
54.6 |
1.6% |
99% |
False |
False |
7,136 |
40 |
3,522.0 |
2,874.0 |
648.0 |
18.4% |
52.7 |
1.5% |
99% |
False |
False |
5,031 |
60 |
3,522.0 |
2,874.0 |
648.0 |
18.4% |
45.7 |
1.3% |
99% |
False |
False |
4,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,647.8 |
2.618 |
3,597.2 |
1.618 |
3,566.2 |
1.000 |
3,547.0 |
0.618 |
3,535.2 |
HIGH |
3,516.0 |
0.618 |
3,504.2 |
0.500 |
3,500.5 |
0.382 |
3,496.8 |
LOW |
3,485.0 |
0.618 |
3,465.8 |
1.000 |
3,454.0 |
1.618 |
3,434.8 |
2.618 |
3,403.8 |
4.250 |
3,353.3 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,510.8 |
3,508.5 |
PP |
3,505.7 |
3,501.0 |
S1 |
3,500.5 |
3,493.5 |
|