| 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 |
3,634.25 |
3,623.00 |
-11.25 |
-0.3% |
3,542.50 |
| High |
3,642.25 |
3,669.00 |
26.75 |
0.7% |
3,645.75 |
| Low |
3,583.75 |
3,617.75 |
34.00 |
0.9% |
3,537.75 |
| Close |
3,614.75 |
3,652.00 |
37.25 |
1.0% |
3,628.00 |
| Range |
58.50 |
51.25 |
-7.25 |
-12.4% |
108.00 |
| ATR |
60.71 |
60.25 |
-0.46 |
-0.8% |
0.00 |
| Volume |
22,069 |
35,040 |
12,971 |
58.8% |
33,965 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,800.00 |
3,777.25 |
3,680.25 |
|
| R3 |
3,748.75 |
3,726.00 |
3,666.00 |
|
| R2 |
3,697.50 |
3,697.50 |
3,661.50 |
|
| R1 |
3,674.75 |
3,674.75 |
3,656.75 |
3,686.00 |
| PP |
3,646.25 |
3,646.25 |
3,646.25 |
3,652.00 |
| S1 |
3,623.50 |
3,623.50 |
3,647.25 |
3,635.00 |
| S2 |
3,595.00 |
3,595.00 |
3,642.50 |
|
| S3 |
3,543.75 |
3,572.25 |
3,638.00 |
|
| S4 |
3,492.50 |
3,521.00 |
3,623.75 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,927.75 |
3,886.00 |
3,687.50 |
|
| R3 |
3,819.75 |
3,778.00 |
3,657.75 |
|
| R2 |
3,711.75 |
3,711.75 |
3,647.75 |
|
| R1 |
3,670.00 |
3,670.00 |
3,638.00 |
3,691.00 |
| PP |
3,603.75 |
3,603.75 |
3,603.75 |
3,614.25 |
| S1 |
3,562.00 |
3,562.00 |
3,618.00 |
3,583.00 |
| S2 |
3,495.75 |
3,495.75 |
3,608.25 |
|
| S3 |
3,387.75 |
3,454.00 |
3,598.25 |
|
| S4 |
3,279.75 |
3,346.00 |
3,568.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,669.00 |
3,569.00 |
100.00 |
2.7% |
48.00 |
1.3% |
83% |
True |
False |
15,795 |
| 10 |
3,669.00 |
3,534.00 |
135.00 |
3.7% |
47.25 |
1.3% |
87% |
True |
False |
12,822 |
| 20 |
3,669.00 |
3,295.50 |
373.50 |
10.2% |
64.25 |
1.8% |
95% |
True |
False |
8,720 |
| 40 |
3,669.00 |
3,215.75 |
453.25 |
12.4% |
63.25 |
1.7% |
96% |
True |
False |
5,235 |
| 60 |
3,669.00 |
3,190.25 |
478.75 |
13.1% |
66.75 |
1.8% |
96% |
True |
False |
4,121 |
| 80 |
3,669.00 |
3,190.25 |
478.75 |
13.1% |
61.50 |
1.7% |
96% |
True |
False |
3,124 |
| 100 |
3,669.00 |
3,102.00 |
567.00 |
15.5% |
58.25 |
1.6% |
97% |
True |
False |
2,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,886.75 |
|
2.618 |
3,803.25 |
|
1.618 |
3,752.00 |
|
1.000 |
3,720.25 |
|
0.618 |
3,700.75 |
|
HIGH |
3,669.00 |
|
0.618 |
3,649.50 |
|
0.500 |
3,643.50 |
|
0.382 |
3,637.25 |
|
LOW |
3,617.75 |
|
0.618 |
3,586.00 |
|
1.000 |
3,566.50 |
|
1.618 |
3,534.75 |
|
2.618 |
3,483.50 |
|
4.250 |
3,400.00 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,649.00 |
3,643.50 |
| PP |
3,646.25 |
3,635.00 |
| S1 |
3,643.50 |
3,626.50 |
|