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 |
3,487.0 |
3,501.0 |
14.0 |
0.4% |
3,462.0 |
High |
3,516.0 |
3,509.0 |
-7.0 |
-0.2% |
3,522.0 |
Low |
3,485.0 |
3,488.0 |
3.0 |
0.1% |
3,445.0 |
Close |
3,516.0 |
3,504.0 |
-12.0 |
-0.3% |
3,519.0 |
Range |
31.0 |
21.0 |
-10.0 |
-32.3% |
77.0 |
ATR |
52.4 |
50.7 |
-1.7 |
-3.3% |
0.0 |
Volume |
15,321 |
24,870 |
9,549 |
62.3% |
22,908 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,563.3 |
3,554.7 |
3,515.6 |
|
R3 |
3,542.3 |
3,533.7 |
3,509.8 |
|
R2 |
3,521.3 |
3,521.3 |
3,507.9 |
|
R1 |
3,512.7 |
3,512.7 |
3,505.9 |
3,517.0 |
PP |
3,500.3 |
3,500.3 |
3,500.3 |
3,502.5 |
S1 |
3,491.7 |
3,491.7 |
3,502.1 |
3,496.0 |
S2 |
3,479.3 |
3,479.3 |
3,500.2 |
|
S3 |
3,458.3 |
3,470.7 |
3,498.2 |
|
S4 |
3,437.3 |
3,449.7 |
3,492.5 |
|
|
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% |
33.2 |
0.9% |
68% |
False |
False |
10,738 |
10 |
3,522.0 |
3,427.0 |
95.0 |
2.7% |
31.2 |
0.9% |
81% |
False |
False |
8,818 |
20 |
3,522.0 |
3,126.0 |
396.0 |
11.3% |
49.6 |
1.4% |
95% |
False |
False |
8,256 |
40 |
3,522.0 |
2,874.0 |
648.0 |
18.5% |
52.7 |
1.5% |
97% |
False |
False |
5,450 |
60 |
3,522.0 |
2,874.0 |
648.0 |
18.5% |
45.9 |
1.3% |
97% |
False |
False |
4,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,598.3 |
2.618 |
3,564.0 |
1.618 |
3,543.0 |
1.000 |
3,530.0 |
0.618 |
3,522.0 |
HIGH |
3,509.0 |
0.618 |
3,501.0 |
0.500 |
3,498.5 |
0.382 |
3,496.0 |
LOW |
3,488.0 |
0.618 |
3,475.0 |
1.000 |
3,467.0 |
1.618 |
3,454.0 |
2.618 |
3,433.0 |
4.250 |
3,398.8 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,502.2 |
3,499.8 |
PP |
3,500.3 |
3,495.7 |
S1 |
3,498.5 |
3,491.5 |
|