| 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 |
12,396.89 |
12,469.16 |
72.27 |
0.6% |
11,959.89 |
| High |
12,472.25 |
12,538.92 |
66.67 |
0.5% |
12,306.71 |
| Low |
12,318.27 |
12,445.36 |
127.09 |
1.0% |
11,817.53 |
| Close |
12,456.41 |
12,467.13 |
10.72 |
0.1% |
12,258.21 |
| Range |
153.98 |
93.56 |
-60.42 |
-39.2% |
489.18 |
| ATR |
211.56 |
203.13 |
-8.43 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,764.48 |
12,709.37 |
12,518.59 |
|
| R3 |
12,670.92 |
12,615.81 |
12,492.86 |
|
| R2 |
12,577.36 |
12,577.36 |
12,484.28 |
|
| R1 |
12,522.25 |
12,522.25 |
12,475.71 |
12,503.03 |
| PP |
12,483.80 |
12,483.80 |
12,483.80 |
12,474.19 |
| S1 |
12,428.69 |
12,428.69 |
12,458.55 |
12,409.47 |
| S2 |
12,390.24 |
12,390.24 |
12,449.98 |
|
| S3 |
12,296.68 |
12,335.13 |
12,441.40 |
|
| S4 |
12,203.12 |
12,241.57 |
12,415.67 |
|
|
| 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 |
12,538.92 |
12,090.93 |
447.99 |
3.6% |
144.03 |
1.2% |
84% |
True |
False |
|
| 10 |
12,538.92 |
11,817.53 |
721.39 |
5.8% |
148.53 |
1.2% |
90% |
True |
False |
|
| 20 |
12,538.92 |
11,512.46 |
1,026.46 |
8.2% |
171.25 |
1.4% |
93% |
True |
False |
|
| 40 |
12,538.92 |
10,957.11 |
1,581.81 |
12.7% |
197.67 |
1.6% |
95% |
True |
False |
|
| 60 |
12,538.92 |
10,677.85 |
1,861.07 |
14.9% |
213.64 |
1.7% |
96% |
True |
False |
|
| 80 |
12,538.92 |
10,677.85 |
1,861.07 |
14.9% |
216.46 |
1.7% |
96% |
True |
False |
|
| 100 |
12,538.92 |
10,313.94 |
2,224.98 |
17.8% |
210.30 |
1.7% |
97% |
True |
False |
|
| 120 |
12,538.92 |
9,742.89 |
2,796.03 |
22.4% |
208.94 |
1.7% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,936.55 |
|
2.618 |
12,783.86 |
|
1.618 |
12,690.30 |
|
1.000 |
12,632.48 |
|
0.618 |
12,596.74 |
|
HIGH |
12,538.92 |
|
0.618 |
12,503.18 |
|
0.500 |
12,492.14 |
|
0.382 |
12,481.10 |
|
LOW |
12,445.36 |
|
0.618 |
12,387.54 |
|
1.000 |
12,351.80 |
|
1.618 |
12,293.98 |
|
2.618 |
12,200.42 |
|
4.250 |
12,047.73 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,492.14 |
12,454.29 |
| PP |
12,483.80 |
12,441.44 |
| S1 |
12,475.47 |
12,428.60 |
|