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 |
3,502.0 |
3,494.0 |
-8.0 |
-0.2% |
3,504.0 |
High |
3,510.0 |
3,525.0 |
15.0 |
0.4% |
3,525.0 |
Low |
3,485.0 |
3,493.0 |
8.0 |
0.2% |
3,465.0 |
Close |
3,503.0 |
3,520.0 |
17.0 |
0.5% |
3,520.0 |
Range |
25.0 |
32.0 |
7.0 |
28.0% |
60.0 |
ATR |
48.8 |
47.6 |
-1.2 |
-2.5% |
0.0 |
Volume |
30,744 |
19,977 |
-10,767 |
-35.0% |
93,080 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,608.7 |
3,596.3 |
3,537.6 |
|
R3 |
3,576.7 |
3,564.3 |
3,528.8 |
|
R2 |
3,544.7 |
3,544.7 |
3,525.9 |
|
R1 |
3,532.3 |
3,532.3 |
3,522.9 |
3,538.5 |
PP |
3,512.7 |
3,512.7 |
3,512.7 |
3,515.8 |
S1 |
3,500.3 |
3,500.3 |
3,517.1 |
3,506.5 |
S2 |
3,480.7 |
3,480.7 |
3,514.1 |
|
S3 |
3,448.7 |
3,468.3 |
3,511.2 |
|
S4 |
3,416.7 |
3,436.3 |
3,502.4 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,683.3 |
3,661.7 |
3,553.0 |
|
R3 |
3,623.3 |
3,601.7 |
3,536.5 |
|
R2 |
3,563.3 |
3,563.3 |
3,531.0 |
|
R1 |
3,541.7 |
3,541.7 |
3,525.5 |
3,552.5 |
PP |
3,503.3 |
3,503.3 |
3,503.3 |
3,508.8 |
S1 |
3,481.7 |
3,481.7 |
3,514.5 |
3,492.5 |
S2 |
3,443.3 |
3,443.3 |
3,509.0 |
|
S3 |
3,383.3 |
3,421.7 |
3,503.5 |
|
S4 |
3,323.3 |
3,361.7 |
3,487.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,525.0 |
3,465.0 |
60.0 |
1.7% |
32.4 |
0.9% |
92% |
True |
False |
18,616 |
10 |
3,525.0 |
3,445.0 |
80.0 |
2.3% |
31.8 |
0.9% |
94% |
True |
False |
11,598 |
20 |
3,525.0 |
3,229.0 |
296.0 |
8.4% |
46.3 |
1.3% |
98% |
True |
False |
10,510 |
40 |
3,525.0 |
2,874.0 |
651.0 |
18.5% |
52.8 |
1.5% |
99% |
True |
False |
6,715 |
60 |
3,525.0 |
2,874.0 |
651.0 |
18.5% |
46.8 |
1.3% |
99% |
True |
False |
5,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,661.0 |
2.618 |
3,608.8 |
1.618 |
3,576.8 |
1.000 |
3,557.0 |
0.618 |
3,544.8 |
HIGH |
3,525.0 |
0.618 |
3,512.8 |
0.500 |
3,509.0 |
0.382 |
3,505.2 |
LOW |
3,493.0 |
0.618 |
3,473.2 |
1.000 |
3,461.0 |
1.618 |
3,441.2 |
2.618 |
3,409.2 |
4.250 |
3,357.0 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,516.3 |
3,515.0 |
PP |
3,512.7 |
3,510.0 |
S1 |
3,509.0 |
3,505.0 |
|