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 |
1,805.2 |
1,806.1 |
0.9 |
0.0% |
1,869.8 |
High |
1,816.3 |
1,817.0 |
0.7 |
0.0% |
1,875.0 |
Low |
1,798.6 |
1,770.7 |
-27.9 |
-1.6% |
1,770.7 |
Close |
1,805.5 |
1,781.9 |
-23.6 |
-1.3% |
1,781.9 |
Range |
17.7 |
46.3 |
28.6 |
161.6% |
104.3 |
ATR |
31.7 |
32.7 |
1.0 |
3.3% |
0.0 |
Volume |
205,754 |
71,804 |
-133,950 |
-65.1% |
965,094 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.8 |
1,901.6 |
1,807.4 |
|
R3 |
1,882.5 |
1,855.3 |
1,794.6 |
|
R2 |
1,836.2 |
1,836.2 |
1,790.4 |
|
R1 |
1,809.0 |
1,809.0 |
1,786.1 |
1,799.5 |
PP |
1,789.9 |
1,789.9 |
1,789.9 |
1,785.1 |
S1 |
1,762.7 |
1,762.7 |
1,777.7 |
1,753.2 |
S2 |
1,743.6 |
1,743.6 |
1,773.4 |
|
S3 |
1,697.3 |
1,716.4 |
1,769.2 |
|
S4 |
1,651.0 |
1,670.1 |
1,756.4 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,122.1 |
2,056.3 |
1,839.3 |
|
R3 |
2,017.8 |
1,952.0 |
1,810.6 |
|
R2 |
1,913.5 |
1,913.5 |
1,801.0 |
|
R1 |
1,847.7 |
1,847.7 |
1,791.5 |
1,828.5 |
PP |
1,809.2 |
1,809.2 |
1,809.2 |
1,799.6 |
S1 |
1,743.4 |
1,743.4 |
1,772.3 |
1,724.2 |
S2 |
1,704.9 |
1,704.9 |
1,762.8 |
|
S3 |
1,600.6 |
1,639.1 |
1,753.2 |
|
S4 |
1,496.3 |
1,534.8 |
1,724.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,879.2 |
1,770.7 |
108.5 |
6.1% |
34.2 |
1.9% |
10% |
False |
True |
230,252 |
10 |
1,898.0 |
1,770.7 |
127.3 |
7.1% |
29.4 |
1.6% |
9% |
False |
True |
212,896 |
20 |
1,966.1 |
1,770.7 |
195.4 |
11.0% |
34.1 |
1.9% |
6% |
False |
True |
235,137 |
40 |
1,966.1 |
1,770.7 |
195.4 |
11.0% |
30.8 |
1.7% |
6% |
False |
True |
216,133 |
60 |
1,983.8 |
1,770.7 |
213.1 |
12.0% |
31.1 |
1.7% |
5% |
False |
True |
236,546 |
80 |
2,089.2 |
1,770.7 |
318.5 |
17.9% |
36.3 |
2.0% |
4% |
False |
True |
264,881 |
100 |
2,089.2 |
1,770.7 |
318.5 |
17.9% |
35.5 |
2.0% |
4% |
False |
True |
235,110 |
120 |
2,089.2 |
1,724.6 |
364.6 |
20.5% |
33.9 |
1.9% |
16% |
False |
False |
197,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.8 |
2.618 |
1,938.2 |
1.618 |
1,891.9 |
1.000 |
1,863.3 |
0.618 |
1,845.6 |
HIGH |
1,817.0 |
0.618 |
1,799.3 |
0.500 |
1,793.9 |
0.382 |
1,788.4 |
LOW |
1,770.7 |
0.618 |
1,742.1 |
1.000 |
1,724.4 |
1.618 |
1,695.8 |
2.618 |
1,649.5 |
4.250 |
1,573.9 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,793.9 |
1,803.8 |
PP |
1,789.9 |
1,796.5 |
S1 |
1,785.9 |
1,789.2 |
|