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 |
3,630.25 |
3,643.75 |
13.50 |
0.4% |
3,546.50 |
High |
3,642.75 |
3,652.00 |
9.25 |
0.3% |
3,655.00 |
Low |
3,612.75 |
3,592.25 |
-20.50 |
-0.6% |
3,545.50 |
Close |
3,636.50 |
3,623.25 |
-13.25 |
-0.4% |
3,636.50 |
Range |
30.00 |
59.75 |
29.75 |
99.2% |
109.50 |
ATR |
61.72 |
61.58 |
-0.14 |
-0.2% |
0.00 |
Volume |
639,268 |
1,712,274 |
1,073,006 |
167.8% |
4,149,452 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,801.75 |
3,772.25 |
3,656.00 |
|
R3 |
3,742.00 |
3,712.50 |
3,639.75 |
|
R2 |
3,682.25 |
3,682.25 |
3,634.25 |
|
R1 |
3,652.75 |
3,652.75 |
3,628.75 |
3,637.50 |
PP |
3,622.50 |
3,622.50 |
3,622.50 |
3,615.00 |
S1 |
3,593.00 |
3,593.00 |
3,617.75 |
3,578.00 |
S2 |
3,562.75 |
3,562.75 |
3,612.25 |
|
S3 |
3,503.00 |
3,533.25 |
3,606.75 |
|
S4 |
3,443.25 |
3,473.50 |
3,590.50 |
|
|
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 |
3,545.50 |
109.50 |
3.0% |
47.25 |
1.3% |
71% |
False |
False |
1,172,345 |
10 |
3,655.00 |
3,542.25 |
112.75 |
3.1% |
48.00 |
1.3% |
72% |
False |
False |
1,223,992 |
20 |
3,668.00 |
3,243.25 |
424.75 |
11.7% |
67.25 |
1.9% |
89% |
False |
False |
1,549,473 |
40 |
3,668.00 |
3,225.00 |
443.00 |
12.2% |
64.50 |
1.8% |
90% |
False |
False |
1,585,606 |
60 |
3,668.00 |
3,198.00 |
470.00 |
13.0% |
69.50 |
1.9% |
90% |
False |
False |
1,596,072 |
80 |
3,668.00 |
3,198.00 |
470.00 |
13.0% |
62.75 |
1.7% |
90% |
False |
False |
1,198,778 |
100 |
3,668.00 |
3,101.25 |
566.75 |
15.6% |
60.25 |
1.7% |
92% |
False |
False |
959,460 |
120 |
3,668.00 |
2,916.50 |
751.50 |
20.7% |
64.00 |
1.8% |
94% |
False |
False |
799,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,906.00 |
2.618 |
3,808.50 |
1.618 |
3,748.75 |
1.000 |
3,711.75 |
0.618 |
3,689.00 |
HIGH |
3,652.00 |
0.618 |
3,629.25 |
0.500 |
3,622.00 |
0.382 |
3,615.00 |
LOW |
3,592.25 |
0.618 |
3,555.25 |
1.000 |
3,532.50 |
1.618 |
3,495.50 |
2.618 |
3,435.75 |
4.250 |
3,338.25 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,623.00 |
3,623.50 |
PP |
3,622.50 |
3,623.50 |
S1 |
3,622.00 |
3,623.50 |
|