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 |
12,278.78 |
12,387.62 |
108.84 |
0.9% |
11,959.89 |
High |
12,299.61 |
12,510.02 |
210.41 |
1.7% |
12,306.71 |
Low |
12,090.93 |
12,338.36 |
247.43 |
2.0% |
11,817.53 |
Close |
12,268.32 |
12,455.33 |
187.01 |
1.5% |
12,258.21 |
Range |
208.68 |
171.66 |
-37.02 |
-17.7% |
489.18 |
ATR |
214.01 |
215.99 |
1.98 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,949.55 |
12,874.10 |
12,549.74 |
|
R3 |
12,777.89 |
12,702.44 |
12,502.54 |
|
R2 |
12,606.23 |
12,606.23 |
12,486.80 |
|
R1 |
12,530.78 |
12,530.78 |
12,471.07 |
12,568.51 |
PP |
12,434.57 |
12,434.57 |
12,434.57 |
12,453.43 |
S1 |
12,359.12 |
12,359.12 |
12,439.59 |
12,396.85 |
S2 |
12,262.91 |
12,262.91 |
12,423.86 |
|
S3 |
12,091.25 |
12,187.46 |
12,408.12 |
|
S4 |
11,919.59 |
12,015.80 |
12,360.92 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,595.02 |
13,415.80 |
12,527.26 |
|
R3 |
13,105.84 |
12,926.62 |
12,392.73 |
|
R2 |
12,616.66 |
12,616.66 |
12,347.89 |
|
R1 |
12,437.44 |
12,437.44 |
12,303.05 |
12,527.05 |
PP |
12,127.48 |
12,127.48 |
12,127.48 |
12,172.29 |
S1 |
11,948.26 |
11,948.26 |
12,213.37 |
12,037.87 |
S2 |
11,638.30 |
11,638.30 |
12,168.53 |
|
S3 |
11,149.12 |
11,459.08 |
12,123.69 |
|
S4 |
10,659.94 |
10,969.90 |
11,989.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,510.02 |
11,878.31 |
631.71 |
5.1% |
156.39 |
1.3% |
91% |
True |
False |
|
10 |
12,510.02 |
11,817.53 |
692.49 |
5.6% |
145.53 |
1.2% |
92% |
True |
False |
|
20 |
12,510.02 |
11,115.55 |
1,394.47 |
11.2% |
184.97 |
1.5% |
96% |
True |
False |
|
40 |
12,510.02 |
10,957.11 |
1,552.91 |
12.5% |
201.91 |
1.6% |
96% |
True |
False |
|
60 |
12,510.02 |
10,677.85 |
1,832.17 |
14.7% |
219.99 |
1.8% |
97% |
True |
False |
|
80 |
12,510.02 |
10,677.85 |
1,832.17 |
14.7% |
219.03 |
1.8% |
97% |
True |
False |
|
100 |
12,510.02 |
10,313.94 |
2,196.08 |
17.6% |
216.09 |
1.7% |
98% |
True |
False |
|
120 |
12,510.02 |
9,489.58 |
3,020.44 |
24.3% |
212.45 |
1.7% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,239.58 |
2.618 |
12,959.43 |
1.618 |
12,787.77 |
1.000 |
12,681.68 |
0.618 |
12,616.11 |
HIGH |
12,510.02 |
0.618 |
12,444.45 |
0.500 |
12,424.19 |
0.382 |
12,403.93 |
LOW |
12,338.36 |
0.618 |
12,232.27 |
1.000 |
12,166.70 |
1.618 |
12,060.61 |
2.618 |
11,888.95 |
4.250 |
11,608.81 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,444.95 |
12,403.71 |
PP |
12,434.57 |
12,352.09 |
S1 |
12,424.19 |
12,300.48 |
|