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 |
20.1114 |
16.9616 |
-3.1498 |
-15.7% |
16.4512 |
High |
21.8015 |
17.6090 |
-4.1925 |
-19.2% |
21.8015 |
Low |
19.3826 |
16.2940 |
-3.0886 |
-15.9% |
16.1673 |
Close |
20.1655 |
16.8470 |
-3.3185 |
-16.5% |
16.8470 |
Range |
2.4189 |
1.3150 |
-1.1039 |
-45.6% |
5.6342 |
ATR |
1.4509 |
1.6238 |
0.1729 |
11.9% |
0.0000 |
Volume |
884,616 |
664,175 |
-220,441 |
-24.9% |
3,046,289 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.8617 |
20.1693 |
17.5703 |
|
R3 |
19.5467 |
18.8543 |
17.2086 |
|
R2 |
18.2317 |
18.2317 |
17.0881 |
|
R1 |
17.5393 |
17.5393 |
16.9675 |
17.2280 |
PP |
16.9167 |
16.9167 |
16.9167 |
16.7610 |
S1 |
16.2243 |
16.2243 |
16.7265 |
15.9130 |
S2 |
15.6017 |
15.6017 |
16.6059 |
|
S3 |
14.2867 |
14.9093 |
16.4854 |
|
S4 |
12.9717 |
13.5943 |
16.1238 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35.1745 |
31.6450 |
19.9458 |
|
R3 |
29.5403 |
26.0108 |
18.3964 |
|
R2 |
23.9061 |
23.9061 |
17.8799 |
|
R1 |
20.3766 |
20.3766 |
17.3635 |
22.1414 |
PP |
18.2719 |
18.2719 |
18.2719 |
19.1543 |
S1 |
14.7424 |
14.7424 |
16.3305 |
16.5072 |
S2 |
12.6377 |
12.6377 |
15.8141 |
|
S3 |
7.0035 |
9.1082 |
15.2976 |
|
S4 |
1.3693 |
3.4740 |
13.7482 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21.8015 |
15.8543 |
5.9472 |
35.3% |
2.0707 |
12.3% |
17% |
False |
False |
680,545 |
10 |
21.8015 |
15.0034 |
6.7981 |
40.4% |
1.5293 |
9.1% |
27% |
False |
False |
487,941 |
20 |
21.8015 |
13.4779 |
8.3236 |
49.4% |
1.3612 |
8.1% |
40% |
False |
False |
399,313 |
40 |
21.8015 |
13.4779 |
8.3236 |
49.4% |
1.2041 |
7.1% |
40% |
False |
False |
379,937 |
60 |
25.8023 |
13.4779 |
12.3244 |
73.2% |
1.6083 |
9.5% |
27% |
False |
False |
449,459 |
80 |
25.8023 |
12.5029 |
13.2994 |
78.9% |
1.7063 |
10.1% |
33% |
False |
False |
533,338 |
100 |
25.8023 |
10.3079 |
15.4944 |
92.0% |
1.5005 |
8.9% |
42% |
False |
False |
534,131 |
120 |
25.8023 |
9.3309 |
16.4714 |
97.8% |
1.3577 |
8.1% |
46% |
False |
False |
515,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.1978 |
2.618 |
21.0517 |
1.618 |
19.7367 |
1.000 |
18.9240 |
0.618 |
18.4217 |
HIGH |
17.6090 |
0.618 |
17.1067 |
0.500 |
16.9515 |
0.382 |
16.7963 |
LOW |
16.2940 |
0.618 |
15.4813 |
1.000 |
14.9790 |
1.618 |
14.1663 |
2.618 |
12.8513 |
4.250 |
10.7053 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
16.9515 |
19.0478 |
PP |
16.9167 |
18.3142 |
S1 |
16.8818 |
17.5806 |
|