| 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 |
1,800.0 |
1,785.9 |
-14.1 |
-0.8% |
1,886.6 |
| High |
1,800.0 |
1,826.4 |
26.4 |
1.5% |
1,886.8 |
| Low |
1,774.2 |
1,785.4 |
11.2 |
0.6% |
1,784.3 |
| Close |
1,787.6 |
1,825.5 |
37.9 |
2.1% |
1,795.0 |
| Range |
25.8 |
41.0 |
15.2 |
58.9% |
102.5 |
| ATR |
30.7 |
31.4 |
0.7 |
2.4% |
0.0 |
| Volume |
1,684 |
1,304 |
-380 |
-22.6% |
13,263 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,935.4 |
1,921.5 |
1,848.1 |
|
| R3 |
1,894.4 |
1,880.5 |
1,836.8 |
|
| R2 |
1,853.4 |
1,853.4 |
1,833.0 |
|
| R1 |
1,839.5 |
1,839.5 |
1,829.3 |
1,846.5 |
| PP |
1,812.4 |
1,812.4 |
1,812.4 |
1,815.9 |
| S1 |
1,798.5 |
1,798.5 |
1,821.7 |
1,805.5 |
| S2 |
1,771.4 |
1,771.4 |
1,818.0 |
|
| S3 |
1,730.4 |
1,757.5 |
1,814.2 |
|
| S4 |
1,689.4 |
1,716.5 |
1,803.0 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.5 |
2,064.8 |
1,851.4 |
|
| R3 |
2,027.0 |
1,962.3 |
1,823.2 |
|
| R2 |
1,924.5 |
1,924.5 |
1,813.8 |
|
| R1 |
1,859.8 |
1,859.8 |
1,804.4 |
1,840.9 |
| PP |
1,822.0 |
1,822.0 |
1,822.0 |
1,812.6 |
| S1 |
1,757.3 |
1,757.3 |
1,785.6 |
1,738.4 |
| S2 |
1,719.5 |
1,719.5 |
1,776.2 |
|
| S3 |
1,617.0 |
1,654.8 |
1,766.8 |
|
| S4 |
1,514.5 |
1,552.3 |
1,738.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,847.1 |
1,774.2 |
72.9 |
4.0% |
32.7 |
1.8% |
70% |
False |
False |
2,356 |
| 10 |
1,907.0 |
1,774.2 |
132.8 |
7.3% |
28.6 |
1.6% |
39% |
False |
False |
2,634 |
| 20 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
33.3 |
1.8% |
25% |
False |
False |
2,586 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
28.8 |
1.6% |
25% |
False |
False |
2,155 |
| 60 |
1,997.0 |
1,774.2 |
222.8 |
12.2% |
28.1 |
1.5% |
23% |
False |
False |
1,622 |
| 80 |
2,083.0 |
1,774.2 |
308.8 |
16.9% |
31.1 |
1.7% |
17% |
False |
False |
1,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,000.7 |
|
2.618 |
1,933.7 |
|
1.618 |
1,892.7 |
|
1.000 |
1,867.4 |
|
0.618 |
1,851.7 |
|
HIGH |
1,826.4 |
|
0.618 |
1,810.7 |
|
0.500 |
1,805.9 |
|
0.382 |
1,801.1 |
|
LOW |
1,785.4 |
|
0.618 |
1,760.1 |
|
1.000 |
1,744.4 |
|
1.618 |
1,719.1 |
|
2.618 |
1,678.1 |
|
4.250 |
1,611.2 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.0 |
1,817.4 |
| PP |
1,812.4 |
1,809.3 |
| S1 |
1,805.9 |
1,801.2 |
|