| 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 |
104.404 |
103.835 |
-0.569 |
-0.5% |
104.041 |
| High |
104.534 |
104.240 |
-0.294 |
-0.3% |
104.749 |
| Low |
103.672 |
103.738 |
0.066 |
0.1% |
103.672 |
| Close |
103.835 |
104.127 |
0.292 |
0.3% |
104.127 |
| Range |
0.862 |
0.502 |
-0.360 |
-41.8% |
1.077 |
| ATR |
0.583 |
0.577 |
-0.006 |
-1.0% |
0.000 |
| Volume |
148,306 |
140,059 |
-8,247 |
-5.6% |
714,582 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.541 |
105.336 |
104.403 |
|
| R3 |
105.039 |
104.834 |
104.265 |
|
| R2 |
104.537 |
104.537 |
104.219 |
|
| R1 |
104.332 |
104.332 |
104.173 |
104.435 |
| PP |
104.035 |
104.035 |
104.035 |
104.086 |
| S1 |
103.830 |
103.830 |
104.081 |
103.933 |
| S2 |
103.533 |
103.533 |
104.035 |
|
| S3 |
103.031 |
103.328 |
103.989 |
|
| S4 |
102.529 |
102.826 |
103.851 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.414 |
106.847 |
104.719 |
|
| R3 |
106.337 |
105.770 |
104.423 |
|
| R2 |
105.260 |
105.260 |
104.324 |
|
| R1 |
104.693 |
104.693 |
104.226 |
104.977 |
| PP |
104.183 |
104.183 |
104.183 |
104.324 |
| S1 |
103.616 |
103.616 |
104.028 |
103.900 |
| S2 |
103.106 |
103.106 |
103.930 |
|
| S3 |
102.029 |
102.539 |
103.831 |
|
| S4 |
100.952 |
101.462 |
103.535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.749 |
103.672 |
1.077 |
1.0% |
0.571 |
0.5% |
42% |
False |
False |
142,916 |
| 10 |
104.758 |
103.672 |
1.086 |
1.0% |
0.538 |
0.5% |
42% |
False |
False |
135,073 |
| 20 |
105.674 |
103.188 |
2.486 |
2.4% |
0.635 |
0.6% |
38% |
False |
False |
142,281 |
| 40 |
105.813 |
103.178 |
2.635 |
2.5% |
0.594 |
0.6% |
36% |
False |
False |
151,987 |
| 60 |
106.164 |
103.178 |
2.986 |
2.9% |
0.566 |
0.5% |
32% |
False |
False |
154,853 |
| 80 |
106.944 |
103.178 |
3.766 |
3.6% |
0.582 |
0.6% |
25% |
False |
False |
158,370 |
| 100 |
107.520 |
103.178 |
4.342 |
4.2% |
0.606 |
0.6% |
22% |
False |
False |
159,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.374 |
|
2.618 |
105.554 |
|
1.618 |
105.052 |
|
1.000 |
104.742 |
|
0.618 |
104.550 |
|
HIGH |
104.240 |
|
0.618 |
104.048 |
|
0.500 |
103.989 |
|
0.382 |
103.930 |
|
LOW |
103.738 |
|
0.618 |
103.428 |
|
1.000 |
103.236 |
|
1.618 |
102.926 |
|
2.618 |
102.424 |
|
4.250 |
101.605 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
104.081 |
104.211 |
| PP |
104.035 |
104.183 |
| S1 |
103.989 |
104.155 |
|