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 |
6,348.0 |
6,379.5 |
31.5 |
0.5% |
6,352.5 |
High |
6,409.0 |
6,396.0 |
-13.0 |
-0.2% |
6,472.5 |
Low |
6,291.5 |
6,237.0 |
-54.5 |
-0.9% |
6,291.5 |
Close |
6,361.5 |
6,292.5 |
-69.0 |
-1.1% |
6,361.5 |
Range |
117.5 |
159.0 |
41.5 |
35.3% |
181.0 |
ATR |
115.6 |
118.7 |
3.1 |
2.7% |
0.0 |
Volume |
199,242 |
177,892 |
-21,350 |
-10.7% |
559,395 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,785.5 |
6,698.0 |
6,380.0 |
|
R3 |
6,626.5 |
6,539.0 |
6,336.0 |
|
R2 |
6,467.5 |
6,467.5 |
6,321.5 |
|
R1 |
6,380.0 |
6,380.0 |
6,307.0 |
6,344.0 |
PP |
6,308.5 |
6,308.5 |
6,308.5 |
6,290.5 |
S1 |
6,221.0 |
6,221.0 |
6,278.0 |
6,185.0 |
S2 |
6,149.5 |
6,149.5 |
6,263.5 |
|
S3 |
5,990.5 |
6,062.0 |
6,249.0 |
|
S4 |
5,831.5 |
5,903.0 |
6,205.0 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,918.0 |
6,821.0 |
6,461.0 |
|
R3 |
6,737.0 |
6,640.0 |
6,411.5 |
|
R2 |
6,556.0 |
6,556.0 |
6,394.5 |
|
R1 |
6,459.0 |
6,459.0 |
6,378.0 |
6,507.5 |
PP |
6,375.0 |
6,375.0 |
6,375.0 |
6,399.5 |
S1 |
6,278.0 |
6,278.0 |
6,345.0 |
6,326.5 |
S2 |
6,194.0 |
6,194.0 |
6,328.5 |
|
S3 |
6,013.0 |
6,097.0 |
6,311.5 |
|
S4 |
5,832.0 |
5,916.0 |
6,262.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,472.5 |
6,237.0 |
235.5 |
3.7% |
110.0 |
1.8% |
24% |
False |
True |
130,152 |
10 |
6,472.5 |
6,237.0 |
235.5 |
3.7% |
95.5 |
1.5% |
24% |
False |
True |
119,530 |
20 |
6,472.5 |
5,632.0 |
840.5 |
13.4% |
124.0 |
2.0% |
79% |
False |
False |
124,459 |
40 |
6,472.5 |
5,463.0 |
1,009.5 |
16.0% |
113.0 |
1.8% |
82% |
False |
False |
110,023 |
60 |
6,472.5 |
5,463.0 |
1,009.5 |
16.0% |
109.5 |
1.7% |
82% |
False |
False |
112,614 |
80 |
6,472.5 |
5,463.0 |
1,009.5 |
16.0% |
99.5 |
1.6% |
82% |
False |
False |
84,556 |
100 |
6,472.5 |
5,463.0 |
1,009.5 |
16.0% |
82.5 |
1.3% |
82% |
False |
False |
67,646 |
120 |
6,472.5 |
5,463.0 |
1,009.5 |
16.0% |
72.0 |
1.1% |
82% |
False |
False |
56,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,072.0 |
2.618 |
6,812.5 |
1.618 |
6,653.5 |
1.000 |
6,555.0 |
0.618 |
6,494.5 |
HIGH |
6,396.0 |
0.618 |
6,335.5 |
0.500 |
6,316.5 |
0.382 |
6,297.5 |
LOW |
6,237.0 |
0.618 |
6,138.5 |
1.000 |
6,078.0 |
1.618 |
5,979.5 |
2.618 |
5,820.5 |
4.250 |
5,561.0 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,316.5 |
6,323.0 |
PP |
6,308.5 |
6,313.0 |
S1 |
6,300.5 |
6,302.5 |
|