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 |
3,623.00 |
3,653.00 |
30.00 |
0.8% |
3,542.50 |
High |
3,669.00 |
3,664.75 |
-4.25 |
-0.1% |
3,645.75 |
Low |
3,617.75 |
3,634.25 |
16.50 |
0.5% |
3,537.75 |
Close |
3,652.00 |
3,659.50 |
7.50 |
0.2% |
3,628.00 |
Range |
51.25 |
30.50 |
-20.75 |
-40.5% |
108.00 |
ATR |
60.25 |
58.12 |
-2.12 |
-3.5% |
0.00 |
Volume |
35,040 |
54,889 |
19,849 |
56.6% |
33,965 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,744.25 |
3,732.50 |
3,676.25 |
|
R3 |
3,713.75 |
3,702.00 |
3,668.00 |
|
R2 |
3,683.25 |
3,683.25 |
3,665.00 |
|
R1 |
3,671.50 |
3,671.50 |
3,662.25 |
3,677.50 |
PP |
3,652.75 |
3,652.75 |
3,652.75 |
3,655.75 |
S1 |
3,641.00 |
3,641.00 |
3,656.75 |
3,647.00 |
S2 |
3,622.25 |
3,622.25 |
3,654.00 |
|
S3 |
3,591.75 |
3,610.50 |
3,651.00 |
|
S4 |
3,561.25 |
3,580.00 |
3,642.75 |
|
|
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 |
3,583.75 |
85.25 |
2.3% |
41.75 |
1.1% |
89% |
False |
False |
24,744 |
10 |
3,669.00 |
3,534.00 |
135.00 |
3.7% |
45.75 |
1.3% |
93% |
False |
False |
17,802 |
20 |
3,669.00 |
3,311.00 |
358.00 |
9.8% |
62.00 |
1.7% |
97% |
False |
False |
11,339 |
40 |
3,669.00 |
3,215.75 |
453.25 |
12.4% |
61.75 |
1.7% |
98% |
False |
False |
6,580 |
60 |
3,669.00 |
3,190.25 |
478.75 |
13.1% |
65.25 |
1.8% |
98% |
False |
False |
5,034 |
80 |
3,669.00 |
3,190.25 |
478.75 |
13.1% |
61.50 |
1.7% |
98% |
False |
False |
3,810 |
100 |
3,669.00 |
3,102.00 |
567.00 |
15.5% |
57.50 |
1.6% |
98% |
False |
False |
3,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,794.50 |
2.618 |
3,744.50 |
1.618 |
3,714.00 |
1.000 |
3,695.25 |
0.618 |
3,683.50 |
HIGH |
3,664.75 |
0.618 |
3,653.00 |
0.500 |
3,649.50 |
0.382 |
3,646.00 |
LOW |
3,634.25 |
0.618 |
3,615.50 |
1.000 |
3,603.75 |
1.618 |
3,585.00 |
2.618 |
3,554.50 |
4.250 |
3,504.50 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,656.25 |
3,648.50 |
PP |
3,652.75 |
3,637.50 |
S1 |
3,649.50 |
3,626.50 |
|