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 |
29,854.51 |
29,797.50 |
-57.01 |
-0.2% |
29,332.82 |
High |
29,854.51 |
30,083.31 |
228.80 |
0.8% |
30,116.51 |
Low |
29,463.64 |
29,797.50 |
333.86 |
1.1% |
29,332.82 |
Close |
29,638.64 |
29,823.92 |
185.28 |
0.6% |
29,910.37 |
Range |
390.87 |
285.81 |
-105.06 |
-26.9% |
783.69 |
ATR |
453.94 |
453.27 |
-0.66 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,759.01 |
30,577.27 |
29,981.12 |
|
R3 |
30,473.20 |
30,291.46 |
29,902.52 |
|
R2 |
30,187.39 |
30,187.39 |
29,876.32 |
|
R1 |
30,005.65 |
30,005.65 |
29,850.12 |
30,096.52 |
PP |
29,901.58 |
29,901.58 |
29,901.58 |
29,947.01 |
S1 |
29,719.84 |
29,719.84 |
29,797.72 |
29,810.71 |
S2 |
29,615.77 |
29,615.77 |
29,771.52 |
|
S3 |
29,329.96 |
29,434.03 |
29,745.32 |
|
S4 |
29,044.15 |
29,148.22 |
29,666.72 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,137.64 |
31,807.69 |
30,341.40 |
|
R3 |
31,353.95 |
31,024.00 |
30,125.88 |
|
R2 |
30,570.26 |
30,570.26 |
30,054.05 |
|
R1 |
30,240.31 |
30,240.31 |
29,982.21 |
30,405.29 |
PP |
29,786.57 |
29,786.57 |
29,786.57 |
29,869.05 |
S1 |
29,456.62 |
29,456.62 |
29,838.53 |
29,621.60 |
S2 |
29,002.88 |
29,002.88 |
29,766.69 |
|
S3 |
28,219.19 |
28,672.93 |
29,694.86 |
|
S4 |
27,435.50 |
27,889.24 |
29,479.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,116.51 |
29,463.64 |
652.87 |
2.2% |
298.97 |
1.0% |
55% |
False |
False |
|
10 |
30,116.51 |
29,229.10 |
887.41 |
3.0% |
321.44 |
1.1% |
67% |
False |
False |
|
20 |
30,116.51 |
27,138.69 |
2,977.82 |
10.0% |
384.13 |
1.3% |
90% |
False |
False |
|
40 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
388.39 |
1.3% |
93% |
False |
False |
|
60 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
413.80 |
1.4% |
93% |
False |
False |
|
80 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
398.60 |
1.3% |
93% |
False |
False |
|
100 |
30,116.51 |
25,992.28 |
4,124.23 |
13.8% |
380.39 |
1.3% |
93% |
False |
False |
|
120 |
30,116.51 |
24,843.18 |
5,273.33 |
17.7% |
401.65 |
1.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,298.00 |
2.618 |
30,831.56 |
1.618 |
30,545.75 |
1.000 |
30,369.12 |
0.618 |
30,259.94 |
HIGH |
30,083.31 |
0.618 |
29,974.13 |
0.500 |
29,940.41 |
0.382 |
29,906.68 |
LOW |
29,797.50 |
0.618 |
29,620.87 |
1.000 |
29,511.69 |
1.618 |
29,335.06 |
2.618 |
29,049.25 |
4.250 |
28,582.81 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
29,940.41 |
29,807.11 |
PP |
29,901.58 |
29,790.29 |
S1 |
29,862.75 |
29,773.48 |
|