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 |
12,387.62 |
12,396.89 |
9.27 |
0.1% |
11,959.89 |
High |
12,510.02 |
12,472.25 |
-37.77 |
-0.3% |
12,306.71 |
Low |
12,338.36 |
12,318.27 |
-20.09 |
-0.2% |
11,817.53 |
Close |
12,455.33 |
12,456.41 |
1.08 |
0.0% |
12,258.21 |
Range |
171.66 |
153.98 |
-17.68 |
-10.3% |
489.18 |
ATR |
215.99 |
211.56 |
-4.43 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,877.58 |
12,820.98 |
12,541.10 |
|
R3 |
12,723.60 |
12,667.00 |
12,498.75 |
|
R2 |
12,569.62 |
12,569.62 |
12,484.64 |
|
R1 |
12,513.02 |
12,513.02 |
12,470.52 |
12,541.32 |
PP |
12,415.64 |
12,415.64 |
12,415.64 |
12,429.80 |
S1 |
12,359.04 |
12,359.04 |
12,442.30 |
12,387.34 |
S2 |
12,261.66 |
12,261.66 |
12,428.18 |
|
S3 |
12,107.68 |
12,205.06 |
12,414.07 |
|
S4 |
11,953.70 |
12,051.08 |
12,371.72 |
|
|
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 |
12,081.51 |
428.51 |
3.4% |
144.01 |
1.2% |
87% |
False |
False |
|
10 |
12,510.02 |
11,817.53 |
692.49 |
5.6% |
152.63 |
1.2% |
92% |
False |
False |
|
20 |
12,510.02 |
11,512.46 |
997.56 |
8.0% |
180.65 |
1.5% |
95% |
False |
False |
|
40 |
12,510.02 |
10,957.11 |
1,552.91 |
12.5% |
198.76 |
1.6% |
97% |
False |
False |
|
60 |
12,510.02 |
10,677.85 |
1,832.17 |
14.7% |
216.81 |
1.7% |
97% |
False |
False |
|
80 |
12,510.02 |
10,677.85 |
1,832.17 |
14.7% |
218.24 |
1.8% |
97% |
False |
False |
|
100 |
12,510.02 |
10,313.94 |
2,196.08 |
17.6% |
212.68 |
1.7% |
98% |
False |
False |
|
120 |
12,510.02 |
9,489.58 |
3,020.44 |
24.2% |
210.82 |
1.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,126.67 |
2.618 |
12,875.37 |
1.618 |
12,721.39 |
1.000 |
12,626.23 |
0.618 |
12,567.41 |
HIGH |
12,472.25 |
0.618 |
12,413.43 |
0.500 |
12,395.26 |
0.382 |
12,377.09 |
LOW |
12,318.27 |
0.618 |
12,223.11 |
1.000 |
12,164.29 |
1.618 |
12,069.13 |
2.618 |
11,915.15 |
4.250 |
11,663.86 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,436.03 |
12,404.43 |
PP |
12,415.64 |
12,352.45 |
S1 |
12,395.26 |
12,300.48 |
|