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 |
362.83 |
365.57 |
2.74 |
0.8% |
357.28 |
High |
363.12 |
367.68 |
4.56 |
1.3% |
364.18 |
Low |
359.17 |
364.93 |
5.76 |
1.6% |
354.87 |
Close |
362.06 |
366.02 |
3.96 |
1.1% |
363.67 |
Range |
3.95 |
2.75 |
-1.20 |
-30.4% |
9.32 |
ATR |
5.12 |
5.15 |
0.04 |
0.7% |
0.00 |
Volume |
83,872,704 |
74,504,896 |
-9,367,808 |
-11.2% |
199,491,200 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
374.46 |
372.99 |
367.53 |
|
R3 |
371.71 |
370.24 |
366.78 |
|
R2 |
368.96 |
368.96 |
366.52 |
|
R1 |
367.49 |
367.49 |
366.27 |
368.23 |
PP |
366.21 |
366.21 |
366.21 |
366.58 |
S1 |
364.74 |
364.74 |
365.77 |
365.48 |
S2 |
363.46 |
363.46 |
365.52 |
|
S3 |
360.71 |
361.99 |
365.26 |
|
S4 |
357.96 |
359.24 |
364.51 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
388.85 |
385.58 |
368.79 |
|
R3 |
379.54 |
376.26 |
366.23 |
|
R2 |
370.22 |
370.22 |
365.38 |
|
R1 |
366.95 |
366.95 |
364.52 |
368.58 |
PP |
360.91 |
360.91 |
360.91 |
361.72 |
S1 |
357.63 |
357.63 |
362.82 |
359.27 |
S2 |
351.59 |
351.59 |
361.96 |
|
S3 |
342.28 |
348.32 |
361.11 |
|
S4 |
332.96 |
339.00 |
358.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367.68 |
359.17 |
8.51 |
2.3% |
2.90 |
0.8% |
80% |
True |
False |
58,927,640 |
10 |
367.68 |
354.15 |
13.53 |
3.7% |
3.38 |
0.9% |
88% |
True |
False |
62,492,379 |
20 |
367.68 |
330.29 |
37.39 |
10.2% |
4.38 |
1.2% |
96% |
True |
False |
76,215,718 |
40 |
367.68 |
322.60 |
45.08 |
12.3% |
4.84 |
1.3% |
96% |
True |
False |
75,398,677 |
60 |
367.68 |
319.80 |
47.88 |
13.1% |
5.18 |
1.4% |
97% |
True |
False |
77,387,148 |
80 |
367.68 |
319.80 |
47.88 |
13.1% |
4.93 |
1.3% |
97% |
True |
False |
73,273,357 |
100 |
367.68 |
312.00 |
55.68 |
15.2% |
4.68 |
1.3% |
97% |
True |
False |
71,243,856 |
120 |
367.68 |
296.74 |
70.94 |
19.4% |
4.85 |
1.3% |
98% |
True |
False |
75,505,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379.37 |
2.618 |
374.88 |
1.618 |
372.13 |
1.000 |
370.43 |
0.618 |
369.38 |
HIGH |
367.68 |
0.618 |
366.63 |
0.500 |
366.31 |
0.382 |
365.98 |
LOW |
364.93 |
0.618 |
363.23 |
1.000 |
362.18 |
1.618 |
360.48 |
2.618 |
357.73 |
4.250 |
353.24 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
366.31 |
365.16 |
PP |
366.21 |
364.29 |
S1 |
366.12 |
363.43 |
|