| 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 |
1,795.0 |
1,784.1 |
-10.9 |
-0.6% |
1,878.9 |
| High |
1,797.0 |
1,824.7 |
27.7 |
1.5% |
1,884.0 |
| Low |
1,771.3 |
1,783.1 |
11.8 |
0.7% |
1,781.2 |
| Close |
1,784.8 |
1,822.8 |
38.0 |
2.1% |
1,792.1 |
| Range |
25.7 |
41.6 |
15.9 |
61.9% |
102.8 |
| ATR |
31.1 |
31.8 |
0.8 |
2.4% |
0.0 |
| Volume |
3,737 |
4,194 |
457 |
12.2% |
36,561 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,935.0 |
1,920.5 |
1,845.7 |
|
| R3 |
1,893.4 |
1,878.9 |
1,834.2 |
|
| R2 |
1,851.8 |
1,851.8 |
1,830.4 |
|
| R1 |
1,837.3 |
1,837.3 |
1,826.6 |
1,844.6 |
| PP |
1,810.2 |
1,810.2 |
1,810.2 |
1,813.8 |
| S1 |
1,795.7 |
1,795.7 |
1,819.0 |
1,803.0 |
| S2 |
1,768.6 |
1,768.6 |
1,815.2 |
|
| S3 |
1,727.0 |
1,754.1 |
1,811.4 |
|
| S4 |
1,685.4 |
1,712.5 |
1,799.9 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.5 |
2,062.6 |
1,848.6 |
|
| R3 |
2,024.7 |
1,959.8 |
1,820.4 |
|
| R2 |
1,921.9 |
1,921.9 |
1,810.9 |
|
| R1 |
1,857.0 |
1,857.0 |
1,801.5 |
1,838.1 |
| PP |
1,819.1 |
1,819.1 |
1,819.1 |
1,809.6 |
| S1 |
1,754.2 |
1,754.2 |
1,782.7 |
1,735.3 |
| S2 |
1,716.3 |
1,716.3 |
1,773.3 |
|
| S3 |
1,613.5 |
1,651.4 |
1,763.8 |
|
| S4 |
1,510.7 |
1,548.6 |
1,735.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,846.6 |
1,771.3 |
75.3 |
4.1% |
33.4 |
1.8% |
68% |
False |
False |
7,281 |
| 10 |
1,903.3 |
1,771.3 |
132.0 |
7.2% |
29.1 |
1.6% |
39% |
False |
False |
6,449 |
| 20 |
1,978.2 |
1,771.3 |
206.9 |
11.4% |
33.5 |
1.8% |
25% |
False |
False |
6,606 |
| 40 |
1,978.2 |
1,771.3 |
206.9 |
11.4% |
29.3 |
1.6% |
25% |
False |
False |
4,516 |
| 60 |
1,996.8 |
1,771.3 |
225.5 |
12.4% |
29.2 |
1.6% |
23% |
False |
False |
3,347 |
| 80 |
2,078.8 |
1,771.3 |
307.5 |
16.9% |
34.0 |
1.9% |
17% |
False |
False |
2,939 |
| 100 |
2,107.6 |
1,771.3 |
336.3 |
18.4% |
33.2 |
1.8% |
15% |
False |
False |
2,627 |
| 120 |
2,107.6 |
1,755.5 |
352.1 |
19.3% |
29.7 |
1.6% |
19% |
False |
False |
2,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,001.5 |
|
2.618 |
1,933.6 |
|
1.618 |
1,892.0 |
|
1.000 |
1,866.3 |
|
0.618 |
1,850.4 |
|
HIGH |
1,824.7 |
|
0.618 |
1,808.8 |
|
0.500 |
1,803.9 |
|
0.382 |
1,799.0 |
|
LOW |
1,783.1 |
|
0.618 |
1,757.4 |
|
1.000 |
1,741.5 |
|
1.618 |
1,715.8 |
|
2.618 |
1,674.2 |
|
4.250 |
1,606.3 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,816.5 |
1,814.8 |
| PP |
1,810.2 |
1,806.7 |
| S1 |
1,803.9 |
1,798.7 |
|