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 |
3,519.0 |
3,504.0 |
-15.0 |
-0.4% |
3,466.0 |
High |
3,529.0 |
3,536.0 |
7.0 |
0.2% |
3,536.0 |
Low |
3,490.0 |
3,494.0 |
4.0 |
0.1% |
3,458.0 |
Close |
3,512.0 |
3,532.0 |
20.0 |
0.6% |
3,532.0 |
Range |
39.0 |
42.0 |
3.0 |
7.7% |
78.0 |
ATR |
67.6 |
65.8 |
-1.8 |
-2.7% |
0.0 |
Volume |
766,139 |
706,944 |
-59,195 |
-7.7% |
3,023,949 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.7 |
3,631.3 |
3,555.1 |
|
R3 |
3,604.7 |
3,589.3 |
3,543.6 |
|
R2 |
3,562.7 |
3,562.7 |
3,539.7 |
|
R1 |
3,547.3 |
3,547.3 |
3,535.9 |
3,555.0 |
PP |
3,520.7 |
3,520.7 |
3,520.7 |
3,524.5 |
S1 |
3,505.3 |
3,505.3 |
3,528.2 |
3,513.0 |
S2 |
3,478.7 |
3,478.7 |
3,524.3 |
|
S3 |
3,436.7 |
3,463.3 |
3,520.5 |
|
S4 |
3,394.7 |
3,421.3 |
3,508.9 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,742.7 |
3,715.3 |
3,574.9 |
|
R3 |
3,664.7 |
3,637.3 |
3,553.5 |
|
R2 |
3,586.7 |
3,586.7 |
3,546.3 |
|
R1 |
3,559.3 |
3,559.3 |
3,539.2 |
3,573.0 |
PP |
3,508.7 |
3,508.7 |
3,508.7 |
3,515.5 |
S1 |
3,481.3 |
3,481.3 |
3,524.9 |
3,495.0 |
S2 |
3,430.7 |
3,430.7 |
3,517.7 |
|
S3 |
3,352.7 |
3,403.3 |
3,510.6 |
|
S4 |
3,274.7 |
3,325.3 |
3,489.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,536.0 |
3,438.0 |
98.0 |
2.8% |
41.0 |
1.2% |
96% |
True |
False |
786,332 |
10 |
3,536.0 |
3,392.0 |
144.0 |
4.1% |
43.3 |
1.2% |
97% |
True |
False |
805,652 |
20 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
72.8 |
2.1% |
99% |
True |
False |
1,102,294 |
40 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
66.6 |
1.9% |
99% |
True |
False |
1,011,307 |
60 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
67.2 |
1.9% |
99% |
True |
False |
936,915 |
80 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
63.8 |
1.8% |
99% |
True |
False |
704,098 |
100 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
61.7 |
1.7% |
99% |
True |
False |
563,528 |
120 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
61.7 |
1.7% |
99% |
True |
False |
470,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,714.5 |
2.618 |
3,646.0 |
1.618 |
3,604.0 |
1.000 |
3,578.0 |
0.618 |
3,562.0 |
HIGH |
3,536.0 |
0.618 |
3,520.0 |
0.500 |
3,515.0 |
0.382 |
3,510.0 |
LOW |
3,494.0 |
0.618 |
3,468.0 |
1.000 |
3,452.0 |
1.618 |
3,426.0 |
2.618 |
3,384.0 |
4.250 |
3,315.5 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,526.3 |
3,524.0 |
PP |
3,520.7 |
3,516.0 |
S1 |
3,515.0 |
3,508.0 |
|