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 |
1,806.1 |
1,785.0 |
-21.1 |
-1.2% |
1,869.8 |
High |
1,817.0 |
1,787.2 |
-29.8 |
-1.6% |
1,875.0 |
Low |
1,770.7 |
1,762.3 |
-8.4 |
-0.5% |
1,770.7 |
Close |
1,781.9 |
1,775.7 |
-6.2 |
-0.3% |
1,781.9 |
Range |
46.3 |
24.9 |
-21.4 |
-46.2% |
104.3 |
ATR |
32.7 |
32.2 |
-0.6 |
-1.7% |
0.0 |
Volume |
71,804 |
3,145 |
-68,659 |
-95.6% |
965,094 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,849.8 |
1,837.6 |
1,789.4 |
|
R3 |
1,824.9 |
1,812.7 |
1,782.5 |
|
R2 |
1,800.0 |
1,800.0 |
1,780.3 |
|
R1 |
1,787.8 |
1,787.8 |
1,778.0 |
1,781.5 |
PP |
1,775.1 |
1,775.1 |
1,775.1 |
1,771.9 |
S1 |
1,762.9 |
1,762.9 |
1,773.4 |
1,756.6 |
S2 |
1,750.2 |
1,750.2 |
1,771.1 |
|
S3 |
1,725.3 |
1,738.0 |
1,768.9 |
|
S4 |
1,700.4 |
1,713.1 |
1,762.0 |
|
|
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 |
1,875.0 |
1,762.3 |
112.7 |
6.3% |
35.1 |
2.0% |
12% |
False |
True |
193,647 |
10 |
1,898.0 |
1,762.3 |
135.7 |
7.6% |
29.5 |
1.7% |
10% |
False |
True |
196,957 |
20 |
1,966.1 |
1,762.3 |
203.8 |
11.5% |
34.0 |
1.9% |
7% |
False |
True |
224,636 |
40 |
1,966.1 |
1,762.3 |
203.8 |
11.5% |
30.7 |
1.7% |
7% |
False |
True |
210,894 |
60 |
1,983.8 |
1,762.3 |
221.5 |
12.5% |
31.0 |
1.7% |
6% |
False |
True |
231,547 |
80 |
2,089.2 |
1,762.3 |
326.9 |
18.4% |
36.2 |
2.0% |
4% |
False |
True |
261,011 |
100 |
2,089.2 |
1,762.3 |
326.9 |
18.4% |
35.5 |
2.0% |
4% |
False |
True |
234,654 |
120 |
2,089.2 |
1,724.6 |
364.6 |
20.5% |
33.8 |
1.9% |
14% |
False |
False |
197,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.0 |
2.618 |
1,852.4 |
1.618 |
1,827.5 |
1.000 |
1,812.1 |
0.618 |
1,802.6 |
HIGH |
1,787.2 |
0.618 |
1,777.7 |
0.500 |
1,774.8 |
0.382 |
1,771.8 |
LOW |
1,762.3 |
0.618 |
1,746.9 |
1.000 |
1,737.4 |
1.618 |
1,722.0 |
2.618 |
1,697.1 |
4.250 |
1,656.5 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,775.4 |
1,789.7 |
PP |
1,775.1 |
1,785.0 |
S1 |
1,774.8 |
1,780.4 |
|