| 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 |
1,823.0 |
1,837.0 |
14.0 |
0.8% |
1,878.9 |
| High |
1,839.2 |
1,850.7 |
11.5 |
0.6% |
1,884.0 |
| Low |
1,814.8 |
1,830.5 |
15.7 |
0.9% |
1,781.2 |
| Close |
1,833.9 |
1,844.7 |
10.8 |
0.6% |
1,792.1 |
| Range |
24.4 |
20.2 |
-4.2 |
-17.2% |
102.8 |
| ATR |
31.3 |
30.5 |
-0.8 |
-2.5% |
0.0 |
| Volume |
7,066 |
4,063 |
-3,003 |
-42.5% |
36,561 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,902.6 |
1,893.8 |
1,855.8 |
|
| R3 |
1,882.4 |
1,873.6 |
1,850.3 |
|
| R2 |
1,862.2 |
1,862.2 |
1,848.4 |
|
| R1 |
1,853.4 |
1,853.4 |
1,846.6 |
1,857.8 |
| PP |
1,842.0 |
1,842.0 |
1,842.0 |
1,844.2 |
| S1 |
1,833.2 |
1,833.2 |
1,842.8 |
1,837.6 |
| S2 |
1,821.8 |
1,821.8 |
1,841.0 |
|
| S3 |
1,801.6 |
1,813.0 |
1,839.1 |
|
| S4 |
1,781.4 |
1,792.8 |
1,833.6 |
|
|
| 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 |
1,850.7 |
1,771.3 |
79.4 |
4.3% |
31.3 |
1.7% |
92% |
True |
False |
5,355 |
| 10 |
1,888.8 |
1,771.3 |
117.5 |
6.4% |
29.6 |
1.6% |
62% |
False |
False |
6,438 |
| 20 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
32.9 |
1.8% |
35% |
False |
False |
6,728 |
| 40 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
28.7 |
1.6% |
35% |
False |
False |
4,643 |
| 60 |
1,996.8 |
1,771.3 |
225.5 |
12.2% |
28.9 |
1.6% |
33% |
False |
False |
3,494 |
| 80 |
2,036.1 |
1,771.3 |
264.8 |
14.4% |
32.5 |
1.8% |
28% |
False |
False |
2,989 |
| 100 |
2,107.6 |
1,771.3 |
336.3 |
18.2% |
33.4 |
1.8% |
22% |
False |
False |
2,724 |
| 120 |
2,107.6 |
1,758.9 |
348.7 |
18.9% |
30.0 |
1.6% |
25% |
False |
False |
2,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,936.6 |
|
2.618 |
1,903.6 |
|
1.618 |
1,883.4 |
|
1.000 |
1,870.9 |
|
0.618 |
1,863.2 |
|
HIGH |
1,850.7 |
|
0.618 |
1,843.0 |
|
0.500 |
1,840.6 |
|
0.382 |
1,838.2 |
|
LOW |
1,830.5 |
|
0.618 |
1,818.0 |
|
1.000 |
1,810.3 |
|
1.618 |
1,797.8 |
|
2.618 |
1,777.6 |
|
4.250 |
1,744.7 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,843.3 |
1,835.4 |
| PP |
1,842.0 |
1,826.2 |
| S1 |
1,840.6 |
1,816.9 |
|