| 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 |
1,823.2 |
1,839.5 |
16.3 |
0.9% |
1,886.6 |
| High |
1,841.2 |
1,852.9 |
11.7 |
0.6% |
1,886.8 |
| Low |
1,818.1 |
1,832.9 |
14.8 |
0.8% |
1,784.3 |
| Close |
1,836.3 |
1,847.1 |
10.8 |
0.6% |
1,795.0 |
| Range |
23.1 |
20.0 |
-3.1 |
-13.4% |
102.5 |
| ATR |
30.8 |
30.1 |
-0.8 |
-2.5% |
0.0 |
| Volume |
2,303 |
1,814 |
-489 |
-21.2% |
13,263 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,904.3 |
1,895.7 |
1,858.1 |
|
| R3 |
1,884.3 |
1,875.7 |
1,852.6 |
|
| R2 |
1,864.3 |
1,864.3 |
1,850.8 |
|
| R1 |
1,855.7 |
1,855.7 |
1,848.9 |
1,860.0 |
| PP |
1,844.3 |
1,844.3 |
1,844.3 |
1,846.5 |
| S1 |
1,835.7 |
1,835.7 |
1,845.3 |
1,840.0 |
| S2 |
1,824.3 |
1,824.3 |
1,843.4 |
|
| S3 |
1,804.3 |
1,815.7 |
1,841.6 |
|
| S4 |
1,784.3 |
1,795.7 |
1,836.1 |
|
|
| 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 |
1,852.9 |
1,774.2 |
78.7 |
4.3% |
30.7 |
1.7% |
93% |
True |
False |
1,960 |
| 10 |
1,891.6 |
1,774.2 |
117.4 |
6.4% |
29.2 |
1.6% |
62% |
False |
False |
2,469 |
| 20 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
32.6 |
1.8% |
35% |
False |
False |
2,548 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.2 |
1.5% |
35% |
False |
False |
2,158 |
| 60 |
1,997.0 |
1,774.2 |
222.8 |
12.1% |
27.9 |
1.5% |
33% |
False |
False |
1,666 |
| 80 |
2,041.2 |
1,774.2 |
267.0 |
14.5% |
29.9 |
1.6% |
27% |
False |
False |
1,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,937.9 |
|
2.618 |
1,905.3 |
|
1.618 |
1,885.3 |
|
1.000 |
1,872.9 |
|
0.618 |
1,865.3 |
|
HIGH |
1,852.9 |
|
0.618 |
1,845.3 |
|
0.500 |
1,842.9 |
|
0.382 |
1,840.5 |
|
LOW |
1,832.9 |
|
0.618 |
1,820.5 |
|
1.000 |
1,812.9 |
|
1.618 |
1,800.5 |
|
2.618 |
1,780.5 |
|
4.250 |
1,747.9 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,845.7 |
1,837.8 |
| PP |
1,844.3 |
1,828.5 |
| S1 |
1,842.9 |
1,819.2 |
|