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 |
3,635.50 |
3,630.25 |
-5.25 |
-0.1% |
3,546.50 |
High |
3,655.00 |
3,642.75 |
-12.25 |
-0.3% |
3,655.00 |
Low |
3,615.25 |
3,612.75 |
-2.50 |
-0.1% |
3,545.50 |
Close |
3,627.25 |
3,636.50 |
9.25 |
0.3% |
3,636.50 |
Range |
39.75 |
30.00 |
-9.75 |
-24.5% |
109.50 |
ATR |
64.16 |
61.72 |
-2.44 |
-3.8% |
0.00 |
Volume |
1,016,343 |
639,268 |
-377,075 |
-37.1% |
4,149,452 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,720.75 |
3,708.50 |
3,653.00 |
|
R3 |
3,690.75 |
3,678.50 |
3,644.75 |
|
R2 |
3,660.75 |
3,660.75 |
3,642.00 |
|
R1 |
3,648.50 |
3,648.50 |
3,639.25 |
3,654.50 |
PP |
3,630.75 |
3,630.75 |
3,630.75 |
3,633.75 |
S1 |
3,618.50 |
3,618.50 |
3,633.75 |
3,624.50 |
S2 |
3,600.75 |
3,600.75 |
3,631.00 |
|
S3 |
3,570.75 |
3,588.50 |
3,628.25 |
|
S4 |
3,540.75 |
3,558.50 |
3,620.00 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,940.75 |
3,898.25 |
3,696.75 |
|
R3 |
3,831.25 |
3,788.75 |
3,666.50 |
|
R2 |
3,721.75 |
3,721.75 |
3,656.50 |
|
R1 |
3,679.25 |
3,679.25 |
3,646.50 |
3,700.50 |
PP |
3,612.25 |
3,612.25 |
3,612.25 |
3,623.00 |
S1 |
3,569.75 |
3,569.75 |
3,626.50 |
3,591.00 |
S2 |
3,502.75 |
3,502.75 |
3,616.50 |
|
S3 |
3,393.25 |
3,460.25 |
3,606.50 |
|
S4 |
3,283.75 |
3,350.75 |
3,576.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,655.00 |
3,542.75 |
112.25 |
3.1% |
43.25 |
1.2% |
84% |
False |
False |
1,067,814 |
10 |
3,655.00 |
3,518.00 |
137.00 |
3.8% |
49.25 |
1.4% |
86% |
False |
False |
1,186,217 |
20 |
3,668.00 |
3,225.00 |
443.00 |
12.2% |
68.00 |
1.9% |
93% |
False |
False |
1,588,606 |
40 |
3,668.00 |
3,225.00 |
443.00 |
12.2% |
65.00 |
1.8% |
93% |
False |
False |
1,593,523 |
60 |
3,668.00 |
3,198.00 |
470.00 |
12.9% |
71.25 |
2.0% |
93% |
False |
False |
1,568,097 |
80 |
3,668.00 |
3,198.00 |
470.00 |
12.9% |
62.50 |
1.7% |
93% |
False |
False |
1,177,430 |
100 |
3,668.00 |
3,095.00 |
573.00 |
15.8% |
60.25 |
1.7% |
95% |
False |
False |
942,347 |
120 |
3,668.00 |
2,916.50 |
751.50 |
20.7% |
63.75 |
1.8% |
96% |
False |
False |
785,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,770.25 |
2.618 |
3,721.25 |
1.618 |
3,691.25 |
1.000 |
3,672.75 |
0.618 |
3,661.25 |
HIGH |
3,642.75 |
0.618 |
3,631.25 |
0.500 |
3,627.75 |
0.382 |
3,624.25 |
LOW |
3,612.75 |
0.618 |
3,594.25 |
1.000 |
3,582.75 |
1.618 |
3,564.25 |
2.618 |
3,534.25 |
4.250 |
3,485.25 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,633.50 |
3,629.50 |
PP |
3,630.75 |
3,622.25 |
S1 |
3,627.75 |
3,615.00 |
|