| 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 |
3,671.00 |
3,668.25 |
-2.75 |
-0.1% |
3,643.75 |
| High |
3,682.00 |
3,700.00 |
18.00 |
0.5% |
3,700.00 |
| Low |
3,655.25 |
3,665.50 |
10.25 |
0.3% |
3,592.25 |
| Close |
3,664.50 |
3,698.00 |
33.50 |
0.9% |
3,698.00 |
| Range |
26.75 |
34.50 |
7.75 |
29.0% |
107.75 |
| ATR |
56.58 |
55.07 |
-1.51 |
-2.7% |
0.00 |
| Volume |
1,124,033 |
991,860 |
-132,173 |
-11.8% |
6,300,191 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,791.25 |
3,779.25 |
3,717.00 |
|
| R3 |
3,756.75 |
3,744.75 |
3,707.50 |
|
| R2 |
3,722.25 |
3,722.25 |
3,704.25 |
|
| R1 |
3,710.25 |
3,710.25 |
3,701.25 |
3,716.25 |
| PP |
3,687.75 |
3,687.75 |
3,687.75 |
3,691.00 |
| S1 |
3,675.75 |
3,675.75 |
3,694.75 |
3,681.75 |
| S2 |
3,653.25 |
3,653.25 |
3,691.75 |
|
| S3 |
3,618.75 |
3,641.25 |
3,688.50 |
|
| S4 |
3,584.25 |
3,606.75 |
3,679.00 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,986.75 |
3,950.00 |
3,757.25 |
|
| R3 |
3,879.00 |
3,842.25 |
3,727.75 |
|
| R2 |
3,771.25 |
3,771.25 |
3,717.75 |
|
| R1 |
3,734.50 |
3,734.50 |
3,708.00 |
3,753.00 |
| PP |
3,663.50 |
3,663.50 |
3,663.50 |
3,672.50 |
| S1 |
3,626.75 |
3,626.75 |
3,688.00 |
3,645.00 |
| S2 |
3,555.75 |
3,555.75 |
3,678.25 |
|
| S3 |
3,448.00 |
3,519.00 |
3,668.25 |
|
| S4 |
3,340.25 |
3,411.25 |
3,638.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,700.00 |
3,592.25 |
107.75 |
2.9% |
40.50 |
1.1% |
98% |
True |
False |
1,260,038 |
| 10 |
3,700.00 |
3,542.75 |
157.25 |
4.3% |
42.00 |
1.1% |
99% |
True |
False |
1,163,926 |
| 20 |
3,700.00 |
3,456.75 |
243.25 |
6.6% |
53.75 |
1.5% |
99% |
True |
False |
1,378,944 |
| 40 |
3,700.00 |
3,225.00 |
475.00 |
12.8% |
61.25 |
1.7% |
100% |
True |
False |
1,568,201 |
| 60 |
3,700.00 |
3,198.00 |
502.00 |
13.6% |
64.00 |
1.7% |
100% |
True |
False |
1,659,609 |
| 80 |
3,700.00 |
3,198.00 |
502.00 |
13.6% |
62.50 |
1.7% |
100% |
True |
False |
1,255,942 |
| 100 |
3,700.00 |
3,178.00 |
522.00 |
14.1% |
59.00 |
1.6% |
100% |
True |
False |
1,005,263 |
| 120 |
3,700.00 |
2,972.00 |
728.00 |
19.7% |
60.75 |
1.6% |
100% |
True |
False |
838,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,846.50 |
|
2.618 |
3,790.25 |
|
1.618 |
3,755.75 |
|
1.000 |
3,734.50 |
|
0.618 |
3,721.25 |
|
HIGH |
3,700.00 |
|
0.618 |
3,686.75 |
|
0.500 |
3,682.75 |
|
0.382 |
3,678.75 |
|
LOW |
3,665.50 |
|
0.618 |
3,644.25 |
|
1.000 |
3,631.00 |
|
1.618 |
3,609.75 |
|
2.618 |
3,575.25 |
|
4.250 |
3,519.00 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,693.00 |
3,689.00 |
| PP |
3,687.75 |
3,680.00 |
| S1 |
3,682.75 |
3,671.00 |
|