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 |
13,263.0 |
13,360.5 |
97.5 |
0.7% |
13,132.0 |
High |
13,374.0 |
13,443.0 |
69.0 |
0.5% |
13,374.0 |
Low |
13,236.0 |
13,220.0 |
-16.0 |
-0.1% |
13,116.0 |
Close |
13,350.5 |
13,332.0 |
-18.5 |
-0.1% |
13,350.5 |
Range |
138.0 |
223.0 |
85.0 |
61.6% |
258.0 |
ATR |
243.5 |
242.1 |
-1.5 |
-0.6% |
0.0 |
Volume |
53,374 |
100,288 |
46,914 |
87.9% |
242,576 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,000.7 |
13,889.3 |
13,454.7 |
|
R3 |
13,777.7 |
13,666.3 |
13,393.3 |
|
R2 |
13,554.7 |
13,554.7 |
13,372.9 |
|
R1 |
13,443.3 |
13,443.3 |
13,352.4 |
13,387.5 |
PP |
13,331.7 |
13,331.7 |
13,331.7 |
13,303.8 |
S1 |
13,220.3 |
13,220.3 |
13,311.6 |
13,164.5 |
S2 |
13,108.7 |
13,108.7 |
13,291.1 |
|
S3 |
12,885.7 |
12,997.3 |
13,270.7 |
|
S4 |
12,662.7 |
12,774.3 |
13,209.4 |
|
|
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 |
13,443.0 |
13,116.0 |
327.0 |
2.5% |
168.8 |
1.3% |
66% |
True |
False |
68,572 |
10 |
13,443.0 |
13,024.5 |
418.5 |
3.1% |
156.4 |
1.2% |
73% |
True |
False |
65,177 |
20 |
13,443.0 |
11,497.0 |
1,946.0 |
14.6% |
256.8 |
1.9% |
94% |
True |
False |
76,202 |
40 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
255.0 |
1.9% |
95% |
True |
False |
81,697 |
60 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
252.6 |
1.9% |
95% |
True |
False |
72,209 |
80 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
242.2 |
1.8% |
95% |
True |
False |
54,195 |
100 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
230.4 |
1.7% |
95% |
True |
False |
43,375 |
120 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
230.9 |
1.7% |
95% |
True |
False |
36,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,390.8 |
2.618 |
14,026.8 |
1.618 |
13,803.8 |
1.000 |
13,666.0 |
0.618 |
13,580.8 |
HIGH |
13,443.0 |
0.618 |
13,357.8 |
0.500 |
13,331.5 |
0.382 |
13,305.2 |
LOW |
13,220.0 |
0.618 |
13,082.2 |
1.000 |
12,997.0 |
1.618 |
12,859.2 |
2.618 |
12,636.2 |
4.250 |
12,272.3 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,331.8 |
13,331.8 |
PP |
13,331.7 |
13,331.7 |
S1 |
13,331.5 |
13,331.5 |
|