| 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 |
3,663.25 |
3,660.00 |
-3.25 |
-0.1% |
3,634.25 |
| High |
3,674.00 |
3,692.00 |
18.00 |
0.5% |
3,692.00 |
| Low |
3,647.50 |
3,658.25 |
10.75 |
0.3% |
3,583.75 |
| Close |
3,656.75 |
3,690.00 |
33.25 |
0.9% |
3,690.00 |
| Range |
26.50 |
33.75 |
7.25 |
27.4% |
108.25 |
| ATR |
55.86 |
54.39 |
-1.47 |
-2.6% |
0.00 |
| Volume |
33,344 |
33,933 |
589 |
1.8% |
179,275 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,781.25 |
3,769.50 |
3,708.50 |
|
| R3 |
3,747.50 |
3,735.75 |
3,699.25 |
|
| R2 |
3,713.75 |
3,713.75 |
3,696.25 |
|
| R1 |
3,702.00 |
3,702.00 |
3,693.00 |
3,708.00 |
| PP |
3,680.00 |
3,680.00 |
3,680.00 |
3,683.00 |
| S1 |
3,668.25 |
3,668.25 |
3,687.00 |
3,674.00 |
| S2 |
3,646.25 |
3,646.25 |
3,683.75 |
|
| S3 |
3,612.50 |
3,634.50 |
3,680.75 |
|
| S4 |
3,578.75 |
3,600.75 |
3,671.50 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,980.00 |
3,943.25 |
3,749.50 |
|
| R3 |
3,871.75 |
3,835.00 |
3,719.75 |
|
| R2 |
3,763.50 |
3,763.50 |
3,709.75 |
|
| R1 |
3,726.75 |
3,726.75 |
3,700.00 |
3,745.00 |
| PP |
3,655.25 |
3,655.25 |
3,655.25 |
3,664.50 |
| S1 |
3,618.50 |
3,618.50 |
3,680.00 |
3,637.00 |
| S2 |
3,547.00 |
3,547.00 |
3,670.25 |
|
| S3 |
3,438.75 |
3,510.25 |
3,660.25 |
|
| S4 |
3,330.50 |
3,402.00 |
3,630.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,692.00 |
3,583.75 |
108.25 |
2.9% |
40.00 |
1.1% |
98% |
True |
False |
35,855 |
| 10 |
3,692.00 |
3,534.00 |
158.00 |
4.3% |
41.25 |
1.1% |
99% |
True |
False |
22,680 |
| 20 |
3,692.00 |
3,447.75 |
244.25 |
6.6% |
52.25 |
1.4% |
99% |
True |
False |
14,240 |
| 40 |
3,692.00 |
3,215.75 |
476.25 |
12.9% |
60.25 |
1.6% |
100% |
True |
False |
8,132 |
| 60 |
3,692.00 |
3,190.25 |
501.75 |
13.6% |
62.75 |
1.7% |
100% |
True |
False |
6,146 |
| 80 |
3,692.00 |
3,190.25 |
501.75 |
13.6% |
61.00 |
1.7% |
100% |
True |
False |
4,649 |
| 100 |
3,692.00 |
3,172.00 |
520.00 |
14.1% |
57.25 |
1.5% |
100% |
True |
False |
3,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,835.50 |
|
2.618 |
3,780.25 |
|
1.618 |
3,746.50 |
|
1.000 |
3,725.75 |
|
0.618 |
3,712.75 |
|
HIGH |
3,692.00 |
|
0.618 |
3,679.00 |
|
0.500 |
3,675.00 |
|
0.382 |
3,671.25 |
|
LOW |
3,658.25 |
|
0.618 |
3,637.50 |
|
1.000 |
3,624.50 |
|
1.618 |
3,603.75 |
|
2.618 |
3,570.00 |
|
4.250 |
3,514.75 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,685.00 |
3,681.00 |
| PP |
3,680.00 |
3,672.00 |
| S1 |
3,675.00 |
3,663.00 |
|