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 |
599.4700 |
514.5910 |
-84.8790 |
-14.2% |
509.1100 |
High |
606.0800 |
530.8680 |
-75.2120 |
-12.4% |
622.3140 |
Low |
575.0610 |
495.2350 |
-79.8260 |
-13.9% |
495.2350 |
Close |
577.8430 |
515.8160 |
-62.0270 |
-10.7% |
515.8160 |
Range |
31.0190 |
35.6330 |
4.6140 |
14.9% |
127.0790 |
ATR |
31.2347 |
34.9042 |
3.6695 |
11.7% |
0.0000 |
Volume |
731,518 |
844,613 |
113,095 |
15.5% |
4,361,959 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620.8720 |
603.9770 |
535.4142 |
|
R3 |
585.2390 |
568.3440 |
525.6151 |
|
R2 |
549.6060 |
549.6060 |
522.3487 |
|
R1 |
532.7110 |
532.7110 |
519.0824 |
541.1585 |
PP |
513.9730 |
513.9730 |
513.9730 |
518.1968 |
S1 |
497.0780 |
497.0780 |
512.5496 |
505.5255 |
S2 |
478.3400 |
478.3400 |
509.2833 |
|
S3 |
442.7070 |
461.4450 |
506.0169 |
|
S4 |
407.0740 |
425.8120 |
496.2179 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
925.6920 |
847.8330 |
585.7095 |
|
R3 |
798.6130 |
720.7540 |
550.7627 |
|
R2 |
671.5340 |
671.5340 |
539.1138 |
|
R1 |
593.6750 |
593.6750 |
527.4649 |
632.6045 |
PP |
544.4550 |
544.4550 |
544.4550 |
563.9198 |
S1 |
466.5960 |
466.5960 |
504.1671 |
505.5255 |
S2 |
417.3760 |
417.3760 |
492.5182 |
|
S3 |
290.2970 |
339.5170 |
480.8693 |
|
S4 |
163.2180 |
212.4380 |
445.9226 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
622.3140 |
469.2790 |
153.0350 |
29.7% |
49.4716 |
9.6% |
30% |
False |
False |
1,073,173 |
10 |
622.3140 |
440.4620 |
181.8520 |
35.3% |
37.6698 |
7.3% |
41% |
False |
False |
860,870 |
20 |
622.3140 |
370.8360 |
251.4780 |
48.8% |
31.1071 |
6.0% |
58% |
False |
False |
789,570 |
40 |
622.3140 |
333.2500 |
289.0640 |
56.0% |
25.3534 |
4.9% |
63% |
False |
False |
661,046 |
60 |
622.3140 |
315.3600 |
306.9540 |
59.5% |
25.9554 |
5.0% |
65% |
False |
False |
683,405 |
80 |
622.3140 |
315.3600 |
306.9540 |
59.5% |
27.2218 |
5.3% |
65% |
False |
False |
755,887 |
100 |
622.3140 |
230.2340 |
392.0800 |
76.0% |
25.5484 |
5.0% |
73% |
False |
False |
775,486 |
120 |
622.3140 |
216.4670 |
405.8470 |
78.7% |
23.1166 |
4.5% |
74% |
False |
False |
745,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
682.3083 |
2.618 |
624.1552 |
1.618 |
588.5222 |
1.000 |
566.5010 |
0.618 |
552.8892 |
HIGH |
530.8680 |
0.618 |
517.2562 |
0.500 |
513.0515 |
0.382 |
508.8468 |
LOW |
495.2350 |
0.618 |
473.2138 |
1.000 |
459.6020 |
1.618 |
437.5808 |
2.618 |
401.9478 |
4.250 |
343.7948 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
514.8945 |
558.7745 |
PP |
513.9730 |
544.4550 |
S1 |
513.0515 |
530.1355 |
|