Trading Metrics calculated at close of trading on 30-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
17,078.91 |
17,008.25 |
-70.66 |
-0.4% |
18,591.62 |
High |
17,460.56 |
19,845.22 |
2,384.66 |
13.7% |
19,482.13 |
Low |
16,486.66 |
16,886.12 |
399.46 |
2.4% |
16,486.66 |
Close |
17,008.25 |
19,377.91 |
2,369.66 |
13.9% |
17,008.25 |
Range |
973.90 |
2,959.10 |
1,985.20 |
203.8% |
2,995.47 |
ATR |
955.27 |
1,098.40 |
143.13 |
15.0% |
0.00 |
Volume |
77,111 |
86,284 |
9,173 |
11.9% |
329,522 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,580.38 |
26,438.25 |
21,005.42 |
|
R3 |
24,621.28 |
23,479.15 |
20,191.66 |
|
R2 |
21,662.18 |
21,662.18 |
19,920.41 |
|
R1 |
20,520.05 |
20,520.05 |
19,649.16 |
21,091.12 |
PP |
18,703.08 |
18,703.08 |
18,703.08 |
18,988.62 |
S1 |
17,560.95 |
17,560.95 |
19,106.66 |
18,132.02 |
S2 |
15,743.98 |
15,743.98 |
18,835.41 |
|
S3 |
12,784.88 |
14,601.85 |
18,564.16 |
|
S4 |
9,825.78 |
11,642.75 |
17,750.41 |
|
|
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 |
19,845.22 |
16,486.66 |
3,358.56 |
17.3% |
1,473.34 |
7.6% |
86% |
True |
False |
83,161 |
10 |
19,845.22 |
15,725.25 |
4,119.97 |
21.3% |
1,282.52 |
6.6% |
89% |
True |
False |
80,348 |
20 |
19,845.22 |
13,223.32 |
6,621.90 |
34.2% |
1,026.87 |
5.3% |
93% |
True |
False |
75,965 |
40 |
19,845.22 |
10,472.63 |
9,372.59 |
48.4% |
752.45 |
3.9% |
95% |
True |
False |
57,892 |
60 |
19,845.22 |
9,858.94 |
9,986.28 |
51.5% |
631.05 |
3.3% |
95% |
True |
False |
49,235 |
80 |
19,845.22 |
9,858.94 |
9,986.28 |
51.5% |
598.63 |
3.1% |
95% |
True |
False |
46,876 |
100 |
19,845.22 |
9,037.31 |
10,807.91 |
55.8% |
560.25 |
2.9% |
96% |
True |
False |
46,002 |
120 |
19,845.22 |
8,848.18 |
10,997.04 |
56.8% |
514.51 |
2.7% |
96% |
True |
False |
43,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,421.40 |
2.618 |
27,592.14 |
1.618 |
24,633.04 |
1.000 |
22,804.32 |
0.618 |
21,673.94 |
HIGH |
19,845.22 |
0.618 |
18,714.84 |
0.500 |
18,365.67 |
0.382 |
18,016.50 |
LOW |
16,886.12 |
0.618 |
15,057.40 |
1.000 |
13,927.02 |
1.618 |
12,098.30 |
2.618 |
9,139.20 |
4.250 |
4,309.95 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
19,040.50 |
18,973.92 |
PP |
18,703.08 |
18,569.93 |
S1 |
18,365.67 |
18,165.94 |
|