| 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 |
29,886 |
29,945 |
59 |
0.2% |
29,914 |
| High |
30,092 |
30,216 |
124 |
0.4% |
30,216 |
| Low |
29,755 |
29,935 |
180 |
0.6% |
29,428 |
| Close |
29,932 |
30,198 |
266 |
0.9% |
30,198 |
| Range |
337 |
281 |
-56 |
-16.6% |
788 |
| ATR |
513 |
496 |
-16 |
-3.2% |
0 |
| Volume |
155,243 |
120,262 |
-34,981 |
-22.5% |
763,150 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,959 |
30,860 |
30,353 |
|
| R3 |
30,678 |
30,579 |
30,275 |
|
| R2 |
30,397 |
30,397 |
30,250 |
|
| R1 |
30,298 |
30,298 |
30,224 |
30,348 |
| PP |
30,116 |
30,116 |
30,116 |
30,141 |
| S1 |
30,017 |
30,017 |
30,172 |
30,067 |
| S2 |
29,835 |
29,835 |
30,147 |
|
| S3 |
29,554 |
29,736 |
30,121 |
|
| S4 |
29,273 |
29,455 |
30,044 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,311 |
32,043 |
30,632 |
|
| R3 |
31,523 |
31,255 |
30,415 |
|
| R2 |
30,735 |
30,735 |
30,343 |
|
| R1 |
30,467 |
30,467 |
30,270 |
30,601 |
| PP |
29,947 |
29,947 |
29,947 |
30,015 |
| S1 |
29,679 |
29,679 |
30,126 |
29,813 |
| S2 |
29,159 |
29,159 |
30,054 |
|
| S3 |
28,371 |
28,891 |
29,981 |
|
| S4 |
27,583 |
28,103 |
29,765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,216 |
29,428 |
788 |
2.6% |
385 |
1.3% |
98% |
True |
False |
152,630 |
| 10 |
30,216 |
29,116 |
1,100 |
3.6% |
395 |
1.3% |
98% |
True |
False |
145,720 |
| 20 |
30,216 |
27,966 |
2,250 |
7.5% |
508 |
1.7% |
99% |
True |
False |
168,098 |
| 40 |
30,216 |
25,953 |
4,263 |
14.1% |
537 |
1.8% |
100% |
True |
False |
188,349 |
| 60 |
30,216 |
25,953 |
4,263 |
14.1% |
543 |
1.8% |
100% |
True |
False |
197,198 |
| 80 |
30,216 |
25,953 |
4,263 |
14.1% |
529 |
1.8% |
100% |
True |
False |
148,292 |
| 100 |
30,216 |
25,769 |
4,447 |
14.7% |
498 |
1.6% |
100% |
True |
False |
118,657 |
| 120 |
30,216 |
24,644 |
5,572 |
18.5% |
519 |
1.7% |
100% |
True |
False |
98,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,410 |
|
2.618 |
30,952 |
|
1.618 |
30,671 |
|
1.000 |
30,497 |
|
0.618 |
30,390 |
|
HIGH |
30,216 |
|
0.618 |
30,109 |
|
0.500 |
30,076 |
|
0.382 |
30,042 |
|
LOW |
29,935 |
|
0.618 |
29,761 |
|
1.000 |
29,654 |
|
1.618 |
29,480 |
|
2.618 |
29,199 |
|
4.250 |
28,741 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
30,157 |
30,100 |
| PP |
30,116 |
30,001 |
| S1 |
30,076 |
29,903 |
|