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 |
13,344.5 |
13,263.0 |
-81.5 |
-0.6% |
13,132.0 |
High |
13,370.5 |
13,374.0 |
3.5 |
0.0% |
13,374.0 |
Low |
13,226.0 |
13,236.0 |
10.0 |
0.1% |
13,116.0 |
Close |
13,299.0 |
13,350.5 |
51.5 |
0.4% |
13,350.5 |
Range |
144.5 |
138.0 |
-6.5 |
-4.5% |
258.0 |
ATR |
251.7 |
243.5 |
-8.1 |
-3.2% |
0.0 |
Volume |
57,823 |
53,374 |
-4,449 |
-7.7% |
242,576 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,734.2 |
13,680.3 |
13,426.4 |
|
R3 |
13,596.2 |
13,542.3 |
13,388.5 |
|
R2 |
13,458.2 |
13,458.2 |
13,375.8 |
|
R1 |
13,404.3 |
13,404.3 |
13,363.2 |
13,431.3 |
PP |
13,320.2 |
13,320.2 |
13,320.2 |
13,333.6 |
S1 |
13,266.3 |
13,266.3 |
13,337.9 |
13,293.3 |
S2 |
13,182.2 |
13,182.2 |
13,325.2 |
|
S3 |
13,044.2 |
13,128.3 |
13,312.6 |
|
S4 |
12,906.2 |
12,990.3 |
13,274.6 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,054.2 |
13,960.3 |
13,492.4 |
|
R3 |
13,796.2 |
13,702.3 |
13,421.5 |
|
R2 |
13,538.2 |
13,538.2 |
13,397.8 |
|
R1 |
13,444.3 |
13,444.3 |
13,374.2 |
13,491.3 |
PP |
13,280.2 |
13,280.2 |
13,280.2 |
13,303.6 |
S1 |
13,186.3 |
13,186.3 |
13,326.9 |
13,233.3 |
S2 |
13,022.2 |
13,022.2 |
13,303.2 |
|
S3 |
12,764.2 |
12,928.3 |
13,279.6 |
|
S4 |
12,506.2 |
12,670.3 |
13,208.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,374.0 |
13,032.0 |
342.0 |
2.6% |
150.6 |
1.1% |
93% |
True |
False |
60,829 |
10 |
13,374.0 |
12,921.0 |
453.0 |
3.4% |
155.5 |
1.2% |
95% |
True |
False |
61,551 |
20 |
13,374.0 |
11,313.5 |
2,060.5 |
15.4% |
261.6 |
2.0% |
99% |
True |
False |
76,992 |
40 |
13,374.0 |
11,313.5 |
2,060.5 |
15.4% |
254.5 |
1.9% |
99% |
True |
False |
81,048 |
60 |
13,374.0 |
11,313.5 |
2,060.5 |
15.4% |
254.5 |
1.9% |
99% |
True |
False |
70,549 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
15.9% |
241.1 |
1.8% |
96% |
False |
False |
52,942 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
15.9% |
230.9 |
1.7% |
96% |
False |
False |
42,373 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
15.9% |
231.1 |
1.7% |
96% |
False |
False |
35,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,960.5 |
2.618 |
13,735.3 |
1.618 |
13,597.3 |
1.000 |
13,512.0 |
0.618 |
13,459.3 |
HIGH |
13,374.0 |
0.618 |
13,321.3 |
0.500 |
13,305.0 |
0.382 |
13,288.7 |
LOW |
13,236.0 |
0.618 |
13,150.7 |
1.000 |
13,098.0 |
1.618 |
13,012.7 |
2.618 |
12,874.7 |
4.250 |
12,649.5 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,335.3 |
13,326.5 |
PP |
13,320.2 |
13,302.5 |
S1 |
13,305.0 |
13,278.5 |
|