| 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 |
1,784.1 |
1,823.0 |
38.9 |
2.2% |
1,878.9 |
| High |
1,824.7 |
1,839.2 |
14.5 |
0.8% |
1,884.0 |
| Low |
1,783.1 |
1,814.8 |
31.7 |
1.8% |
1,781.2 |
| Close |
1,822.8 |
1,833.9 |
11.1 |
0.6% |
1,792.1 |
| Range |
41.6 |
24.4 |
-17.2 |
-41.3% |
102.8 |
| ATR |
31.8 |
31.3 |
-0.5 |
-1.7% |
0.0 |
| Volume |
4,194 |
7,066 |
2,872 |
68.5% |
36,561 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,902.5 |
1,892.6 |
1,847.3 |
|
| R3 |
1,878.1 |
1,868.2 |
1,840.6 |
|
| R2 |
1,853.7 |
1,853.7 |
1,838.4 |
|
| R1 |
1,843.8 |
1,843.8 |
1,836.1 |
1,848.8 |
| PP |
1,829.3 |
1,829.3 |
1,829.3 |
1,831.8 |
| S1 |
1,819.4 |
1,819.4 |
1,831.7 |
1,824.4 |
| S2 |
1,804.9 |
1,804.9 |
1,829.4 |
|
| S3 |
1,780.5 |
1,795.0 |
1,827.2 |
|
| S4 |
1,756.1 |
1,770.6 |
1,820.5 |
|
|
| 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 |
1,839.2 |
1,771.3 |
67.9 |
3.7% |
30.5 |
1.7% |
92% |
True |
False |
5,301 |
| 10 |
1,894.0 |
1,771.3 |
122.7 |
6.7% |
30.0 |
1.6% |
51% |
False |
False |
6,498 |
| 20 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
33.6 |
1.8% |
30% |
False |
False |
6,817 |
| 40 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
28.8 |
1.6% |
30% |
False |
False |
4,649 |
| 60 |
1,996.8 |
1,771.3 |
225.5 |
12.3% |
29.0 |
1.6% |
28% |
False |
False |
3,440 |
| 80 |
2,059.8 |
1,771.3 |
288.5 |
15.7% |
33.9 |
1.8% |
22% |
False |
False |
2,993 |
| 100 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
33.3 |
1.8% |
19% |
False |
False |
2,691 |
| 120 |
2,107.6 |
1,755.5 |
352.1 |
19.2% |
29.9 |
1.6% |
22% |
False |
False |
2,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,942.9 |
|
2.618 |
1,903.1 |
|
1.618 |
1,878.7 |
|
1.000 |
1,863.6 |
|
0.618 |
1,854.3 |
|
HIGH |
1,839.2 |
|
0.618 |
1,829.9 |
|
0.500 |
1,827.0 |
|
0.382 |
1,824.1 |
|
LOW |
1,814.8 |
|
0.618 |
1,799.7 |
|
1.000 |
1,790.4 |
|
1.618 |
1,775.3 |
|
2.618 |
1,750.9 |
|
4.250 |
1,711.1 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,831.6 |
1,824.4 |
| PP |
1,829.3 |
1,814.8 |
| S1 |
1,827.0 |
1,805.3 |
|