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 |
12,469.16 |
12,479.91 |
10.75 |
0.1% |
12,278.78 |
High |
12,538.92 |
12,531.21 |
-7.71 |
-0.1% |
12,538.92 |
Low |
12,445.36 |
12,450.51 |
5.15 |
0.0% |
12,090.93 |
Close |
12,467.13 |
12,528.48 |
61.35 |
0.5% |
12,528.48 |
Range |
93.56 |
80.70 |
-12.86 |
-13.7% |
447.99 |
ATR |
203.13 |
194.39 |
-8.75 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,745.50 |
12,717.69 |
12,572.87 |
|
R3 |
12,664.80 |
12,636.99 |
12,550.67 |
|
R2 |
12,584.10 |
12,584.10 |
12,543.28 |
|
R1 |
12,556.29 |
12,556.29 |
12,535.88 |
12,570.20 |
PP |
12,503.40 |
12,503.40 |
12,503.40 |
12,510.35 |
S1 |
12,475.59 |
12,475.59 |
12,521.08 |
12,489.50 |
S2 |
12,422.70 |
12,422.70 |
12,513.69 |
|
S3 |
12,342.00 |
12,394.89 |
12,506.29 |
|
S4 |
12,261.30 |
12,314.19 |
12,484.10 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,730.08 |
13,577.27 |
12,774.87 |
|
R3 |
13,282.09 |
13,129.28 |
12,651.68 |
|
R2 |
12,834.10 |
12,834.10 |
12,610.61 |
|
R1 |
12,681.29 |
12,681.29 |
12,569.55 |
12,757.70 |
PP |
12,386.11 |
12,386.11 |
12,386.11 |
12,424.31 |
S1 |
12,233.30 |
12,233.30 |
12,487.41 |
12,309.71 |
S2 |
11,938.12 |
11,938.12 |
12,446.35 |
|
S3 |
11,490.13 |
11,785.31 |
12,405.28 |
|
S4 |
11,042.14 |
11,337.32 |
12,282.09 |
|
|
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% |
141.72 |
1.1% |
98% |
False |
False |
|
10 |
12,538.92 |
11,817.53 |
721.39 |
5.8% |
140.83 |
1.1% |
99% |
False |
False |
|
20 |
12,538.92 |
11,512.46 |
1,026.46 |
8.2% |
168.66 |
1.3% |
99% |
False |
False |
|
40 |
12,538.92 |
10,957.11 |
1,581.81 |
12.6% |
197.88 |
1.6% |
99% |
False |
False |
|
60 |
12,538.92 |
10,677.85 |
1,861.07 |
14.9% |
207.15 |
1.7% |
99% |
False |
False |
|
80 |
12,538.92 |
10,677.85 |
1,861.07 |
14.9% |
214.73 |
1.7% |
99% |
False |
False |
|
100 |
12,538.92 |
10,313.94 |
2,224.98 |
17.8% |
209.02 |
1.7% |
100% |
False |
False |
|
120 |
12,538.92 |
9,742.89 |
2,796.03 |
22.3% |
207.91 |
1.7% |
100% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,874.19 |
2.618 |
12,742.48 |
1.618 |
12,661.78 |
1.000 |
12,611.91 |
0.618 |
12,581.08 |
HIGH |
12,531.21 |
0.618 |
12,500.38 |
0.500 |
12,490.86 |
0.382 |
12,481.34 |
LOW |
12,450.51 |
0.618 |
12,400.64 |
1.000 |
12,369.81 |
1.618 |
12,319.94 |
2.618 |
12,239.24 |
4.250 |
12,107.54 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,515.94 |
12,495.19 |
PP |
12,503.40 |
12,461.89 |
S1 |
12,490.86 |
12,428.60 |
|