| 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 |
1,785.9 |
1,823.2 |
37.3 |
2.1% |
1,886.6 |
| High |
1,826.4 |
1,841.2 |
14.8 |
0.8% |
1,886.8 |
| Low |
1,785.4 |
1,818.1 |
32.7 |
1.8% |
1,784.3 |
| Close |
1,825.5 |
1,836.3 |
10.8 |
0.6% |
1,795.0 |
| Range |
41.0 |
23.1 |
-17.9 |
-43.7% |
102.5 |
| ATR |
31.4 |
30.8 |
-0.6 |
-1.9% |
0.0 |
| Volume |
1,304 |
2,303 |
999 |
76.6% |
13,263 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,901.2 |
1,891.8 |
1,849.0 |
|
| R3 |
1,878.1 |
1,868.7 |
1,842.7 |
|
| R2 |
1,855.0 |
1,855.0 |
1,840.5 |
|
| R1 |
1,845.6 |
1,845.6 |
1,838.4 |
1,850.3 |
| PP |
1,831.9 |
1,831.9 |
1,831.9 |
1,834.2 |
| S1 |
1,822.5 |
1,822.5 |
1,834.2 |
1,827.2 |
| S2 |
1,808.8 |
1,808.8 |
1,832.1 |
|
| S3 |
1,785.7 |
1,799.4 |
1,829.9 |
|
| S4 |
1,762.6 |
1,776.3 |
1,823.6 |
|
|
| 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 |
1,841.2 |
1,774.2 |
67.0 |
3.6% |
29.9 |
1.6% |
93% |
True |
False |
2,049 |
| 10 |
1,897.2 |
1,774.2 |
123.0 |
6.7% |
29.4 |
1.6% |
50% |
False |
False |
2,587 |
| 20 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
33.3 |
1.8% |
30% |
False |
False |
2,622 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
28.3 |
1.5% |
30% |
False |
False |
2,178 |
| 60 |
1,997.0 |
1,774.2 |
222.8 |
12.1% |
27.9 |
1.5% |
28% |
False |
False |
1,647 |
| 80 |
2,053.6 |
1,774.2 |
279.4 |
15.2% |
31.1 |
1.7% |
22% |
False |
False |
1,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,939.4 |
|
2.618 |
1,901.7 |
|
1.618 |
1,878.6 |
|
1.000 |
1,864.3 |
|
0.618 |
1,855.5 |
|
HIGH |
1,841.2 |
|
0.618 |
1,832.4 |
|
0.500 |
1,829.7 |
|
0.382 |
1,826.9 |
|
LOW |
1,818.1 |
|
0.618 |
1,803.8 |
|
1.000 |
1,795.0 |
|
1.618 |
1,780.7 |
|
2.618 |
1,757.6 |
|
4.250 |
1,719.9 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,834.1 |
1,826.8 |
| PP |
1,831.9 |
1,817.2 |
| S1 |
1,829.7 |
1,807.7 |
|