| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
104.311 |
104.289 |
-0.022 |
0.0% |
103.822 |
| High |
104.576 |
104.749 |
0.173 |
0.2% |
104.758 |
| Low |
104.182 |
104.227 |
0.045 |
0.0% |
103.684 |
| Close |
104.289 |
104.403 |
0.114 |
0.1% |
104.047 |
| Range |
0.394 |
0.522 |
0.128 |
32.5% |
1.074 |
| ATR |
0.565 |
0.562 |
-0.003 |
-0.5% |
0.000 |
| Volume |
138,684 |
151,031 |
12,347 |
8.9% |
636,151 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.026 |
105.736 |
104.690 |
|
| R3 |
105.504 |
105.214 |
104.547 |
|
| R2 |
104.982 |
104.982 |
104.499 |
|
| R1 |
104.692 |
104.692 |
104.451 |
104.837 |
| PP |
104.460 |
104.460 |
104.460 |
104.532 |
| S1 |
104.170 |
104.170 |
104.355 |
104.315 |
| S2 |
103.938 |
103.938 |
104.307 |
|
| S3 |
103.416 |
103.648 |
104.259 |
|
| S4 |
102.894 |
103.126 |
104.116 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.385 |
106.790 |
104.638 |
|
| R3 |
106.311 |
105.716 |
104.342 |
|
| R2 |
105.237 |
105.237 |
104.244 |
|
| R1 |
104.642 |
104.642 |
104.145 |
104.940 |
| PP |
104.163 |
104.163 |
104.163 |
104.312 |
| S1 |
103.568 |
103.568 |
103.949 |
103.866 |
| S2 |
103.089 |
103.089 |
103.850 |
|
| S3 |
102.015 |
102.494 |
103.752 |
|
| S4 |
100.941 |
101.420 |
103.456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.749 |
103.833 |
0.916 |
0.9% |
0.422 |
0.4% |
62% |
True |
False |
128,878 |
| 10 |
104.758 |
103.684 |
1.074 |
1.0% |
0.471 |
0.5% |
67% |
False |
False |
132,071 |
| 20 |
105.674 |
103.178 |
2.496 |
2.4% |
0.650 |
0.6% |
49% |
False |
False |
149,921 |
| 40 |
106.102 |
103.178 |
2.924 |
2.8% |
0.576 |
0.6% |
42% |
False |
False |
152,251 |
| 60 |
106.296 |
103.178 |
3.118 |
3.0% |
0.552 |
0.5% |
39% |
False |
False |
155,205 |
| 80 |
107.047 |
103.178 |
3.869 |
3.7% |
0.578 |
0.6% |
32% |
False |
False |
158,350 |
| 100 |
107.520 |
103.178 |
4.342 |
4.2% |
0.602 |
0.6% |
28% |
False |
False |
158,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.968 |
|
2.618 |
106.116 |
|
1.618 |
105.594 |
|
1.000 |
105.271 |
|
0.618 |
105.072 |
|
HIGH |
104.749 |
|
0.618 |
104.550 |
|
0.500 |
104.488 |
|
0.382 |
104.426 |
|
LOW |
104.227 |
|
0.618 |
103.904 |
|
1.000 |
103.705 |
|
1.618 |
103.382 |
|
2.618 |
102.860 |
|
4.250 |
102.009 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
104.488 |
104.366 |
| PP |
104.460 |
104.328 |
| S1 |
104.431 |
104.291 |
|