| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
6,379.5 |
6,286.0 |
-93.5 |
-1.5% |
6,352.5 |
| High |
6,396.0 |
6,387.5 |
-8.5 |
-0.1% |
6,472.5 |
| Low |
6,237.0 |
6,277.0 |
40.0 |
0.6% |
6,291.5 |
| Close |
6,292.5 |
6,379.5 |
87.0 |
1.4% |
6,361.5 |
| Range |
159.0 |
110.5 |
-48.5 |
-30.5% |
181.0 |
| ATR |
118.7 |
118.1 |
-0.6 |
-0.5% |
0.0 |
| Volume |
177,892 |
127,645 |
-50,247 |
-28.2% |
559,395 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,679.5 |
6,640.0 |
6,440.5 |
|
| R3 |
6,569.0 |
6,529.5 |
6,410.0 |
|
| R2 |
6,458.5 |
6,458.5 |
6,400.0 |
|
| R1 |
6,419.0 |
6,419.0 |
6,389.5 |
6,439.0 |
| PP |
6,348.0 |
6,348.0 |
6,348.0 |
6,358.0 |
| S1 |
6,308.5 |
6,308.5 |
6,369.5 |
6,328.0 |
| S2 |
6,237.5 |
6,237.5 |
6,359.0 |
|
| S3 |
6,127.0 |
6,198.0 |
6,349.0 |
|
| S4 |
6,016.5 |
6,087.5 |
6,318.5 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.0 |
6,821.0 |
6,461.0 |
|
| R3 |
6,737.0 |
6,640.0 |
6,411.5 |
|
| R2 |
6,556.0 |
6,556.0 |
6,394.5 |
|
| R1 |
6,459.0 |
6,459.0 |
6,378.0 |
6,507.5 |
| PP |
6,375.0 |
6,375.0 |
6,375.0 |
6,399.5 |
| S1 |
6,278.0 |
6,278.0 |
6,345.0 |
6,326.5 |
| S2 |
6,194.0 |
6,194.0 |
6,328.5 |
|
| S3 |
6,013.0 |
6,097.0 |
6,311.5 |
|
| S4 |
5,832.0 |
5,916.0 |
6,262.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,472.5 |
6,237.0 |
235.5 |
3.7% |
114.5 |
1.8% |
61% |
False |
False |
133,400 |
| 10 |
6,472.5 |
6,237.0 |
235.5 |
3.7% |
95.0 |
1.5% |
61% |
False |
False |
118,157 |
| 20 |
6,472.5 |
5,632.0 |
840.5 |
13.2% |
123.0 |
1.9% |
89% |
False |
False |
125,940 |
| 40 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
114.0 |
1.8% |
91% |
False |
False |
111,277 |
| 60 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
110.0 |
1.7% |
91% |
False |
False |
114,649 |
| 80 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
100.5 |
1.6% |
91% |
False |
False |
86,151 |
| 100 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
83.5 |
1.3% |
91% |
False |
False |
68,922 |
| 120 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
72.5 |
1.1% |
91% |
False |
False |
57,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,857.0 |
|
2.618 |
6,677.0 |
|
1.618 |
6,566.5 |
|
1.000 |
6,498.0 |
|
0.618 |
6,456.0 |
|
HIGH |
6,387.5 |
|
0.618 |
6,345.5 |
|
0.500 |
6,332.0 |
|
0.382 |
6,319.0 |
|
LOW |
6,277.0 |
|
0.618 |
6,208.5 |
|
1.000 |
6,166.5 |
|
1.618 |
6,098.0 |
|
2.618 |
5,987.5 |
|
4.250 |
5,807.5 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,364.0 |
6,360.5 |
| PP |
6,348.0 |
6,342.0 |
| S1 |
6,332.0 |
6,323.0 |
|