Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,653.00 |
3,663.25 |
10.25 |
0.3% |
3,542.50 |
High |
3,664.75 |
3,674.00 |
9.25 |
0.3% |
3,645.75 |
Low |
3,634.25 |
3,647.50 |
13.25 |
0.4% |
3,537.75 |
Close |
3,659.50 |
3,656.75 |
-2.75 |
-0.1% |
3,628.00 |
Range |
30.50 |
26.50 |
-4.00 |
-13.1% |
108.00 |
ATR |
58.12 |
55.86 |
-2.26 |
-3.9% |
0.00 |
Volume |
54,889 |
33,344 |
-21,545 |
-39.3% |
33,965 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,739.00 |
3,724.25 |
3,671.25 |
|
R3 |
3,712.50 |
3,697.75 |
3,664.00 |
|
R2 |
3,686.00 |
3,686.00 |
3,661.50 |
|
R1 |
3,671.25 |
3,671.25 |
3,659.25 |
3,665.50 |
PP |
3,659.50 |
3,659.50 |
3,659.50 |
3,656.50 |
S1 |
3,644.75 |
3,644.75 |
3,654.25 |
3,639.00 |
S2 |
3,633.00 |
3,633.00 |
3,652.00 |
|
S3 |
3,606.50 |
3,618.25 |
3,649.50 |
|
S4 |
3,580.00 |
3,591.75 |
3,642.25 |
|
|
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 |
3,674.00 |
3,583.75 |
90.25 |
2.5% |
39.25 |
1.1% |
81% |
True |
False |
30,492 |
10 |
3,674.00 |
3,534.00 |
140.00 |
3.8% |
41.75 |
1.1% |
88% |
True |
False |
20,043 |
20 |
3,674.00 |
3,418.75 |
255.25 |
7.0% |
55.25 |
1.5% |
93% |
True |
False |
12,671 |
40 |
3,674.00 |
3,215.75 |
458.25 |
12.5% |
60.25 |
1.6% |
96% |
True |
False |
7,321 |
60 |
3,674.00 |
3,190.25 |
483.75 |
13.2% |
63.75 |
1.7% |
96% |
True |
False |
5,585 |
80 |
3,674.00 |
3,190.25 |
483.75 |
13.2% |
61.25 |
1.7% |
96% |
True |
False |
4,225 |
100 |
3,674.00 |
3,172.00 |
502.00 |
13.7% |
57.25 |
1.6% |
97% |
True |
False |
3,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,786.50 |
2.618 |
3,743.50 |
1.618 |
3,717.00 |
1.000 |
3,700.50 |
0.618 |
3,690.50 |
HIGH |
3,674.00 |
0.618 |
3,664.00 |
0.500 |
3,660.75 |
0.382 |
3,657.50 |
LOW |
3,647.50 |
0.618 |
3,631.00 |
1.000 |
3,621.00 |
1.618 |
3,604.50 |
2.618 |
3,578.00 |
4.250 |
3,535.00 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,660.75 |
3,653.00 |
PP |
3,659.50 |
3,649.50 |
S1 |
3,658.00 |
3,646.00 |
|