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 |
3,504.0 |
3,534.0 |
30.0 |
0.9% |
3,466.0 |
High |
3,536.0 |
3,536.0 |
0.0 |
0.0% |
3,536.0 |
Low |
3,494.0 |
3,474.0 |
-20.0 |
-0.6% |
3,458.0 |
Close |
3,532.0 |
3,505.0 |
-27.0 |
-0.8% |
3,532.0 |
Range |
42.0 |
62.0 |
20.0 |
47.6% |
78.0 |
ATR |
65.8 |
65.5 |
-0.3 |
-0.4% |
0.0 |
Volume |
706,944 |
1,341,461 |
634,517 |
89.8% |
3,023,949 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,691.0 |
3,660.0 |
3,539.1 |
|
R3 |
3,629.0 |
3,598.0 |
3,522.1 |
|
R2 |
3,567.0 |
3,567.0 |
3,516.4 |
|
R1 |
3,536.0 |
3,536.0 |
3,510.7 |
3,520.5 |
PP |
3,505.0 |
3,505.0 |
3,505.0 |
3,497.3 |
S1 |
3,474.0 |
3,474.0 |
3,499.3 |
3,458.5 |
S2 |
3,443.0 |
3,443.0 |
3,493.6 |
|
S3 |
3,381.0 |
3,412.0 |
3,488.0 |
|
S4 |
3,319.0 |
3,350.0 |
3,470.9 |
|
|
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 |
3,458.0 |
78.0 |
2.2% |
45.2 |
1.3% |
60% |
True |
False |
873,082 |
10 |
3,536.0 |
3,436.0 |
100.0 |
2.9% |
43.4 |
1.2% |
69% |
True |
False |
852,236 |
20 |
3,536.0 |
2,938.0 |
598.0 |
17.1% |
71.5 |
2.0% |
95% |
True |
False |
1,100,693 |
40 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
66.6 |
1.9% |
95% |
True |
False |
1,021,081 |
60 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
66.1 |
1.9% |
95% |
True |
False |
959,124 |
80 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
63.9 |
1.8% |
95% |
True |
False |
720,732 |
100 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
61.7 |
1.8% |
95% |
True |
False |
576,921 |
120 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
60.9 |
1.7% |
95% |
True |
False |
481,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,799.5 |
2.618 |
3,698.3 |
1.618 |
3,636.3 |
1.000 |
3,598.0 |
0.618 |
3,574.3 |
HIGH |
3,536.0 |
0.618 |
3,512.3 |
0.500 |
3,505.0 |
0.382 |
3,497.7 |
LOW |
3,474.0 |
0.618 |
3,435.7 |
1.000 |
3,412.0 |
1.618 |
3,373.7 |
2.618 |
3,311.7 |
4.250 |
3,210.5 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,505.0 |
3,505.0 |
PP |
3,505.0 |
3,505.0 |
S1 |
3,505.0 |
3,505.0 |
|