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 |
16.8470 |
18.3977 |
1.5507 |
9.2% |
16.4512 |
High |
18.7478 |
19.3238 |
0.5760 |
3.1% |
21.8015 |
Low |
16.5808 |
17.1280 |
0.5472 |
3.3% |
16.1673 |
Close |
18.3977 |
17.8415 |
-0.5562 |
-3.0% |
16.8470 |
Range |
2.1670 |
2.1958 |
0.0288 |
1.3% |
5.6342 |
ATR |
1.6626 |
1.7007 |
0.0381 |
2.3% |
0.0000 |
Volume |
363,694 |
413,572 |
49,878 |
13.7% |
3,046,289 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.6852 |
23.4591 |
19.0492 |
|
R3 |
22.4894 |
21.2633 |
18.4453 |
|
R2 |
20.2936 |
20.2936 |
18.2441 |
|
R1 |
19.0675 |
19.0675 |
18.0428 |
18.5827 |
PP |
18.0978 |
18.0978 |
18.0978 |
17.8553 |
S1 |
16.8717 |
16.8717 |
17.6402 |
16.3869 |
S2 |
15.9020 |
15.9020 |
17.4389 |
|
S3 |
13.7062 |
14.6759 |
17.2377 |
|
S4 |
11.5104 |
12.4801 |
16.6338 |
|
|
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 |
16.2940 |
5.5075 |
30.9% |
2.2051 |
12.4% |
28% |
False |
False |
662,237 |
10 |
21.8015 |
15.2613 |
6.5402 |
36.7% |
1.7625 |
9.9% |
39% |
False |
False |
518,439 |
20 |
21.8015 |
13.4779 |
8.3236 |
46.7% |
1.4405 |
8.1% |
52% |
False |
False |
409,268 |
40 |
21.8015 |
13.4779 |
8.3236 |
46.7% |
1.2481 |
7.0% |
52% |
False |
False |
365,404 |
60 |
25.8023 |
13.4779 |
12.3244 |
69.1% |
1.6028 |
9.0% |
35% |
False |
False |
431,861 |
80 |
25.8023 |
12.7034 |
13.0989 |
73.4% |
1.7409 |
9.8% |
39% |
False |
False |
531,989 |
100 |
25.8023 |
10.3117 |
15.4906 |
86.8% |
1.5306 |
8.6% |
49% |
False |
False |
528,968 |
120 |
25.8023 |
9.3309 |
16.4714 |
92.3% |
1.3750 |
7.7% |
52% |
False |
False |
512,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28.6560 |
2.618 |
25.0724 |
1.618 |
22.8766 |
1.000 |
21.5196 |
0.618 |
20.6808 |
HIGH |
19.3238 |
0.618 |
18.4850 |
0.500 |
18.2259 |
0.382 |
17.9668 |
LOW |
17.1280 |
0.618 |
15.7710 |
1.000 |
14.9322 |
1.618 |
13.5752 |
2.618 |
11.3794 |
4.250 |
7.7959 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
18.2259 |
17.8306 |
PP |
18.0978 |
17.8198 |
S1 |
17.9696 |
17.8089 |
|