| 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 |
1,839.5 |
1,851.1 |
11.6 |
0.6% |
1,800.0 |
| High |
1,852.9 |
1,858.4 |
5.5 |
0.3% |
1,858.4 |
| Low |
1,832.9 |
1,840.0 |
7.1 |
0.4% |
1,774.2 |
| Close |
1,847.1 |
1,846.7 |
-0.4 |
0.0% |
1,846.7 |
| Range |
20.0 |
18.4 |
-1.6 |
-8.0% |
84.2 |
| ATR |
30.1 |
29.2 |
-0.8 |
-2.8% |
0.0 |
| Volume |
1,814 |
3,734 |
1,920 |
105.8% |
10,839 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,903.6 |
1,893.5 |
1,856.8 |
|
| R3 |
1,885.2 |
1,875.1 |
1,851.8 |
|
| R2 |
1,866.8 |
1,866.8 |
1,850.1 |
|
| R1 |
1,856.7 |
1,856.7 |
1,848.4 |
1,852.6 |
| PP |
1,848.4 |
1,848.4 |
1,848.4 |
1,846.3 |
| S1 |
1,838.3 |
1,838.3 |
1,845.0 |
1,834.2 |
| S2 |
1,830.0 |
1,830.0 |
1,843.3 |
|
| S3 |
1,811.6 |
1,819.9 |
1,841.6 |
|
| S4 |
1,793.2 |
1,801.5 |
1,836.6 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.0 |
2,047.1 |
1,893.0 |
|
| R3 |
1,994.8 |
1,962.9 |
1,869.9 |
|
| R2 |
1,910.6 |
1,910.6 |
1,862.1 |
|
| R1 |
1,878.7 |
1,878.7 |
1,854.4 |
1,894.7 |
| PP |
1,826.4 |
1,826.4 |
1,826.4 |
1,834.4 |
| S1 |
1,794.5 |
1,794.5 |
1,839.0 |
1,810.5 |
| S2 |
1,742.2 |
1,742.2 |
1,831.3 |
|
| S3 |
1,658.0 |
1,710.3 |
1,823.5 |
|
| S4 |
1,573.8 |
1,626.1 |
1,800.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,858.4 |
1,774.2 |
84.2 |
4.6% |
25.7 |
1.4% |
86% |
True |
False |
2,167 |
| 10 |
1,891.6 |
1,774.2 |
117.4 |
6.4% |
28.8 |
1.6% |
62% |
False |
False |
2,681 |
| 20 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
31.0 |
1.7% |
35% |
False |
False |
2,609 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.2 |
1.5% |
35% |
False |
False |
2,185 |
| 60 |
1,997.0 |
1,774.2 |
222.8 |
12.1% |
27.9 |
1.5% |
33% |
False |
False |
1,719 |
| 80 |
2,041.2 |
1,774.2 |
267.0 |
14.5% |
29.1 |
1.6% |
27% |
False |
False |
1,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,936.6 |
|
2.618 |
1,906.6 |
|
1.618 |
1,888.2 |
|
1.000 |
1,876.8 |
|
0.618 |
1,869.8 |
|
HIGH |
1,858.4 |
|
0.618 |
1,851.4 |
|
0.500 |
1,849.2 |
|
0.382 |
1,847.0 |
|
LOW |
1,840.0 |
|
0.618 |
1,828.6 |
|
1.000 |
1,821.6 |
|
1.618 |
1,810.2 |
|
2.618 |
1,791.8 |
|
4.250 |
1,761.8 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,849.2 |
1,843.9 |
| PP |
1,848.4 |
1,841.1 |
| S1 |
1,847.5 |
1,838.3 |
|