| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
18,932.84 |
17,078.91 |
-1,853.93 |
-9.8% |
18,591.62 |
| High |
19,482.13 |
17,460.56 |
-2,021.57 |
-10.4% |
19,482.13 |
| Low |
18,665.82 |
16,486.66 |
-2,179.16 |
-11.7% |
16,486.66 |
| Close |
18,863.82 |
17,008.25 |
-1,855.57 |
-9.8% |
17,008.25 |
| Range |
816.31 |
973.90 |
157.59 |
19.3% |
2,995.47 |
| ATR |
845.89 |
955.27 |
109.38 |
12.9% |
0.00 |
| Volume |
72,983 |
77,111 |
4,128 |
5.7% |
329,522 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,906.86 |
19,431.45 |
17,543.90 |
|
| R3 |
18,932.96 |
18,457.55 |
17,276.07 |
|
| R2 |
17,959.06 |
17,959.06 |
17,186.80 |
|
| R1 |
17,483.65 |
17,483.65 |
17,097.52 |
17,234.41 |
| PP |
16,985.16 |
16,985.16 |
16,985.16 |
16,860.53 |
| S1 |
16,509.75 |
16,509.75 |
16,918.98 |
16,260.51 |
| S2 |
16,011.26 |
16,011.26 |
16,829.70 |
|
| S3 |
15,037.36 |
15,535.85 |
16,740.43 |
|
| S4 |
14,063.46 |
14,561.95 |
16,472.61 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,645.42 |
24,822.31 |
18,655.76 |
|
| R3 |
23,649.95 |
21,826.84 |
17,832.00 |
|
| R2 |
20,654.48 |
20,654.48 |
17,557.42 |
|
| R1 |
18,831.37 |
18,831.37 |
17,282.83 |
18,245.19 |
| PP |
17,659.01 |
17,659.01 |
17,659.01 |
17,365.93 |
| S1 |
15,835.90 |
15,835.90 |
16,733.67 |
15,249.72 |
| S2 |
14,663.54 |
14,663.54 |
16,459.08 |
|
| S3 |
11,668.07 |
12,840.43 |
16,184.50 |
|
| S4 |
8,672.60 |
9,844.96 |
15,360.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,482.13 |
16,486.66 |
2,995.47 |
17.6% |
1,097.81 |
6.5% |
17% |
False |
True |
79,956 |
| 10 |
19,482.13 |
15,725.25 |
3,756.88 |
22.1% |
1,036.54 |
6.1% |
34% |
False |
False |
77,489 |
| 20 |
19,482.13 |
13,135.30 |
6,346.83 |
37.3% |
906.04 |
5.3% |
61% |
False |
False |
73,691 |
| 40 |
19,482.13 |
10,391.47 |
9,090.66 |
53.4% |
685.27 |
4.0% |
73% |
False |
False |
56,466 |
| 60 |
19,482.13 |
9,858.94 |
9,623.19 |
56.6% |
597.40 |
3.5% |
74% |
False |
False |
48,919 |
| 80 |
19,482.13 |
9,858.94 |
9,623.19 |
56.6% |
565.91 |
3.3% |
74% |
False |
False |
46,347 |
| 100 |
19,482.13 |
9,037.31 |
10,444.82 |
61.4% |
533.65 |
3.1% |
76% |
False |
False |
45,393 |
| 120 |
19,482.13 |
8,848.18 |
10,633.95 |
62.5% |
497.06 |
2.9% |
77% |
False |
False |
43,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,599.64 |
|
2.618 |
20,010.23 |
|
1.618 |
19,036.33 |
|
1.000 |
18,434.46 |
|
0.618 |
18,062.43 |
|
HIGH |
17,460.56 |
|
0.618 |
17,088.53 |
|
0.500 |
16,973.61 |
|
0.382 |
16,858.69 |
|
LOW |
16,486.66 |
|
0.618 |
15,884.79 |
|
1.000 |
15,512.76 |
|
1.618 |
14,910.89 |
|
2.618 |
13,936.99 |
|
4.250 |
12,347.59 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
16,996.70 |
17,984.40 |
| PP |
16,985.16 |
17,659.01 |
| S1 |
16,973.61 |
17,333.63 |
|