| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
29,695.09 |
29,920.83 |
225.74 |
0.8% |
29,332.82 |
| High |
29,902.51 |
30,110.88 |
208.37 |
0.7% |
30,116.51 |
| Low |
29,599.29 |
29,877.27 |
277.98 |
0.9% |
29,332.82 |
| Close |
29,883.79 |
29,969.52 |
85.73 |
0.3% |
29,910.37 |
| Range |
303.22 |
233.61 |
-69.61 |
-23.0% |
783.69 |
| ATR |
442.56 |
427.63 |
-14.92 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,686.72 |
30,561.73 |
30,098.01 |
|
| R3 |
30,453.11 |
30,328.12 |
30,033.76 |
|
| R2 |
30,219.50 |
30,219.50 |
30,012.35 |
|
| R1 |
30,094.51 |
30,094.51 |
29,990.93 |
30,157.01 |
| PP |
29,985.89 |
29,985.89 |
29,985.89 |
30,017.14 |
| S1 |
29,860.90 |
29,860.90 |
29,948.11 |
29,923.40 |
| S2 |
29,752.28 |
29,752.28 |
29,926.69 |
|
| S3 |
29,518.67 |
29,627.29 |
29,905.28 |
|
| S4 |
29,285.06 |
29,393.68 |
29,841.03 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,137.64 |
31,807.69 |
30,341.40 |
|
| R3 |
31,353.95 |
31,024.00 |
30,125.88 |
|
| R2 |
30,570.26 |
30,570.26 |
30,054.05 |
|
| R1 |
30,240.31 |
30,240.31 |
29,982.21 |
30,405.29 |
| PP |
29,786.57 |
29,786.57 |
29,786.57 |
29,869.05 |
| S1 |
29,456.62 |
29,456.62 |
29,838.53 |
29,621.60 |
| S2 |
29,002.88 |
29,002.88 |
29,766.69 |
|
| S3 |
28,219.19 |
28,672.93 |
29,694.86 |
|
| S4 |
27,435.50 |
27,889.24 |
29,479.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,110.88 |
29,463.64 |
647.24 |
2.2% |
281.73 |
0.9% |
78% |
True |
False |
|
| 10 |
30,116.51 |
29,229.10 |
887.41 |
3.0% |
290.11 |
1.0% |
83% |
False |
False |
|
| 20 |
30,116.51 |
28,083.37 |
2,033.14 |
6.8% |
346.46 |
1.2% |
93% |
False |
False |
|
| 40 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
376.19 |
1.3% |
96% |
False |
False |
|
| 60 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
406.71 |
1.4% |
96% |
False |
False |
|
| 80 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
394.74 |
1.3% |
96% |
False |
False |
|
| 100 |
30,116.51 |
25,992.28 |
4,124.23 |
13.8% |
372.86 |
1.2% |
96% |
False |
False |
|
| 120 |
30,116.51 |
24,971.03 |
5,145.48 |
17.2% |
389.99 |
1.3% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,103.72 |
|
2.618 |
30,722.47 |
|
1.618 |
30,488.86 |
|
1.000 |
30,344.49 |
|
0.618 |
30,255.25 |
|
HIGH |
30,110.88 |
|
0.618 |
30,021.64 |
|
0.500 |
29,994.08 |
|
0.382 |
29,966.51 |
|
LOW |
29,877.27 |
|
0.618 |
29,732.90 |
|
1.000 |
29,643.66 |
|
1.618 |
29,499.29 |
|
2.618 |
29,265.68 |
|
4.250 |
28,884.43 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
29,994.08 |
29,931.38 |
| PP |
29,985.89 |
29,893.23 |
| S1 |
29,977.71 |
29,855.09 |
|