| 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 |
1,830.31 |
1,840.56 |
10.25 |
0.6% |
1,788.62 |
| High |
1,843.14 |
1,845.54 |
2.40 |
0.1% |
1,845.54 |
| Low |
1,825.18 |
1,831.00 |
5.82 |
0.3% |
1,766.53 |
| Close |
1,840.52 |
1,838.46 |
-2.06 |
-0.1% |
1,838.46 |
| Range |
17.96 |
14.54 |
-3.42 |
-19.0% |
79.01 |
| ATR |
27.44 |
26.52 |
-0.92 |
-3.4% |
0.00 |
| Volume |
7,380 |
7,630 |
250 |
3.4% |
36,265 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,881.95 |
1,874.75 |
1,846.46 |
|
| R3 |
1,867.41 |
1,860.21 |
1,842.46 |
|
| R2 |
1,852.87 |
1,852.87 |
1,841.13 |
|
| R1 |
1,845.67 |
1,845.67 |
1,839.79 |
1,842.00 |
| PP |
1,838.33 |
1,838.33 |
1,838.33 |
1,836.50 |
| S1 |
1,831.13 |
1,831.13 |
1,837.13 |
1,827.46 |
| S2 |
1,823.79 |
1,823.79 |
1,835.79 |
|
| S3 |
1,809.25 |
1,816.59 |
1,834.46 |
|
| S4 |
1,794.71 |
1,802.05 |
1,830.46 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,053.87 |
2,025.18 |
1,881.92 |
|
| R3 |
1,974.86 |
1,946.17 |
1,860.19 |
|
| R2 |
1,895.85 |
1,895.85 |
1,852.95 |
|
| R1 |
1,867.16 |
1,867.16 |
1,845.70 |
1,881.51 |
| PP |
1,816.84 |
1,816.84 |
1,816.84 |
1,824.02 |
| S1 |
1,788.15 |
1,788.15 |
1,831.22 |
1,802.50 |
| S2 |
1,737.83 |
1,737.83 |
1,823.97 |
|
| S3 |
1,658.82 |
1,709.14 |
1,816.73 |
|
| S4 |
1,579.81 |
1,630.13 |
1,795.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,845.54 |
1,766.53 |
79.01 |
4.3% |
24.05 |
1.3% |
91% |
True |
False |
7,253 |
| 10 |
1,878.82 |
1,766.53 |
112.29 |
6.1% |
27.06 |
1.5% |
64% |
False |
False |
6,929 |
| 20 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
28.73 |
1.6% |
36% |
False |
False |
6,461 |
| 40 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
26.50 |
1.4% |
36% |
False |
False |
6,730 |
| 60 |
1,971.34 |
1,766.53 |
204.81 |
11.1% |
26.56 |
1.4% |
35% |
False |
False |
6,743 |
| 80 |
2,014.05 |
1,766.53 |
247.52 |
13.5% |
28.65 |
1.6% |
29% |
False |
False |
6,736 |
| 100 |
2,070.48 |
1,766.53 |
303.95 |
16.5% |
31.02 |
1.7% |
24% |
False |
False |
6,692 |
| 120 |
2,070.48 |
1,721.33 |
349.15 |
19.0% |
28.72 |
1.6% |
34% |
False |
False |
6,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,907.34 |
|
2.618 |
1,883.61 |
|
1.618 |
1,869.07 |
|
1.000 |
1,860.08 |
|
0.618 |
1,854.53 |
|
HIGH |
1,845.54 |
|
0.618 |
1,839.99 |
|
0.500 |
1,838.27 |
|
0.382 |
1,836.55 |
|
LOW |
1,831.00 |
|
0.618 |
1,822.01 |
|
1.000 |
1,816.46 |
|
1.618 |
1,807.47 |
|
2.618 |
1,792.93 |
|
4.250 |
1,769.21 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,838.40 |
1,834.48 |
| PP |
1,838.33 |
1,830.49 |
| S1 |
1,838.27 |
1,826.51 |
|