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 |
1,837.0 |
1,847.9 |
10.9 |
0.6% |
1,795.0 |
High |
1,850.7 |
1,856.2 |
5.5 |
0.3% |
1,856.2 |
Low |
1,830.5 |
1,836.1 |
5.6 |
0.3% |
1,771.3 |
Close |
1,844.7 |
1,844.0 |
-0.7 |
0.0% |
1,844.0 |
Range |
20.2 |
20.1 |
-0.1 |
-0.5% |
84.9 |
ATR |
30.5 |
29.8 |
-0.7 |
-2.4% |
0.0 |
Volume |
4,063 |
4,882 |
819 |
20.2% |
23,942 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.7 |
1,895.0 |
1,855.1 |
|
R3 |
1,885.6 |
1,874.9 |
1,849.5 |
|
R2 |
1,865.5 |
1,865.5 |
1,847.7 |
|
R1 |
1,854.8 |
1,854.8 |
1,845.8 |
1,850.1 |
PP |
1,845.4 |
1,845.4 |
1,845.4 |
1,843.1 |
S1 |
1,834.7 |
1,834.7 |
1,842.2 |
1,830.0 |
S2 |
1,825.3 |
1,825.3 |
1,840.3 |
|
S3 |
1,805.2 |
1,814.6 |
1,838.5 |
|
S4 |
1,785.1 |
1,794.5 |
1,832.9 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,078.5 |
2,046.2 |
1,890.7 |
|
R3 |
1,993.6 |
1,961.3 |
1,867.3 |
|
R2 |
1,908.7 |
1,908.7 |
1,859.6 |
|
R1 |
1,876.4 |
1,876.4 |
1,851.8 |
1,892.6 |
PP |
1,823.8 |
1,823.8 |
1,823.8 |
1,831.9 |
S1 |
1,791.5 |
1,791.5 |
1,836.2 |
1,807.7 |
S2 |
1,738.9 |
1,738.9 |
1,828.4 |
|
S3 |
1,654.0 |
1,706.6 |
1,820.7 |
|
S4 |
1,569.1 |
1,621.7 |
1,797.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,856.2 |
1,771.3 |
84.9 |
4.6% |
26.4 |
1.4% |
86% |
True |
False |
4,788 |
10 |
1,888.8 |
1,771.3 |
117.5 |
6.4% |
29.7 |
1.6% |
62% |
False |
False |
6,444 |
20 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
31.4 |
1.7% |
35% |
False |
False |
6,560 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
28.8 |
1.6% |
35% |
False |
False |
4,655 |
60 |
1,996.8 |
1,771.3 |
225.5 |
12.2% |
28.8 |
1.6% |
32% |
False |
False |
3,563 |
80 |
2,036.1 |
1,771.3 |
264.8 |
14.4% |
31.7 |
1.7% |
27% |
False |
False |
3,016 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.2% |
33.5 |
1.8% |
22% |
False |
False |
2,769 |
120 |
2,107.6 |
1,758.9 |
348.7 |
18.9% |
30.1 |
1.6% |
24% |
False |
False |
2,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,941.6 |
2.618 |
1,908.8 |
1.618 |
1,888.7 |
1.000 |
1,876.3 |
0.618 |
1,868.6 |
HIGH |
1,856.2 |
0.618 |
1,848.5 |
0.500 |
1,846.2 |
0.382 |
1,843.8 |
LOW |
1,836.1 |
0.618 |
1,823.7 |
1.000 |
1,816.0 |
1.618 |
1,803.6 |
2.618 |
1,783.5 |
4.250 |
1,750.7 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,846.2 |
1,841.2 |
PP |
1,845.4 |
1,838.3 |
S1 |
1,844.7 |
1,835.5 |
|