| 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 |
12,098.50 |
12,168.25 |
69.75 |
0.6% |
11,894.00 |
| High |
12,177.75 |
12,307.50 |
129.75 |
1.1% |
12,307.50 |
| Low |
12,077.50 |
12,127.00 |
49.50 |
0.4% |
11,808.25 |
| Close |
12,152.25 |
12,257.50 |
105.25 |
0.9% |
12,257.50 |
| Range |
100.25 |
180.50 |
80.25 |
80.0% |
499.25 |
| ATR |
250.98 |
245.95 |
-5.03 |
-2.0% |
0.00 |
| Volume |
386,232 |
296,828 |
-89,404 |
-23.1% |
1,510,472 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,772.25 |
12,695.25 |
12,356.75 |
|
| R3 |
12,591.75 |
12,514.75 |
12,307.25 |
|
| R2 |
12,411.25 |
12,411.25 |
12,290.50 |
|
| R1 |
12,334.25 |
12,334.25 |
12,274.00 |
12,372.75 |
| PP |
12,230.75 |
12,230.75 |
12,230.75 |
12,250.00 |
| S1 |
12,153.75 |
12,153.75 |
12,241.00 |
12,192.25 |
| S2 |
12,050.25 |
12,050.25 |
12,224.50 |
|
| S3 |
11,869.75 |
11,973.25 |
12,207.75 |
|
| S4 |
11,689.25 |
11,792.75 |
12,158.25 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,622.25 |
13,439.00 |
12,532.00 |
|
| R3 |
13,123.00 |
12,939.75 |
12,394.75 |
|
| R2 |
12,623.75 |
12,623.75 |
12,349.00 |
|
| R1 |
12,440.50 |
12,440.50 |
12,303.25 |
12,532.00 |
| PP |
12,124.50 |
12,124.50 |
12,124.50 |
12,170.25 |
| S1 |
11,941.25 |
11,941.25 |
12,211.75 |
12,033.00 |
| S2 |
11,625.25 |
11,625.25 |
12,166.00 |
|
| S3 |
11,126.00 |
11,442.00 |
12,120.25 |
|
| S4 |
10,626.75 |
10,942.75 |
11,983.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,307.50 |
11,808.25 |
499.25 |
4.1% |
170.75 |
1.4% |
90% |
True |
False |
373,730 |
| 10 |
12,307.50 |
11,801.75 |
505.75 |
4.1% |
172.50 |
1.4% |
90% |
True |
False |
408,428 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.0% |
267.75 |
2.2% |
90% |
False |
False |
531,975 |
| 40 |
12,408.75 |
10,942.25 |
1,466.50 |
12.0% |
268.75 |
2.2% |
90% |
False |
False |
561,381 |
| 60 |
12,423.50 |
10,656.50 |
1,767.00 |
14.4% |
310.50 |
2.5% |
91% |
False |
False |
531,041 |
| 80 |
12,448.75 |
10,656.50 |
1,792.25 |
14.6% |
284.00 |
2.3% |
89% |
False |
False |
398,566 |
| 100 |
12,448.75 |
10,288.00 |
2,160.75 |
17.6% |
278.00 |
2.3% |
91% |
False |
False |
318,988 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
25.0% |
273.50 |
2.2% |
94% |
False |
False |
265,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,074.50 |
|
2.618 |
12,780.00 |
|
1.618 |
12,599.50 |
|
1.000 |
12,488.00 |
|
0.618 |
12,419.00 |
|
HIGH |
12,307.50 |
|
0.618 |
12,238.50 |
|
0.500 |
12,217.25 |
|
0.382 |
12,196.00 |
|
LOW |
12,127.00 |
|
0.618 |
12,015.50 |
|
1.000 |
11,946.50 |
|
1.618 |
11,835.00 |
|
2.618 |
11,654.50 |
|
4.250 |
11,360.00 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,244.00 |
12,201.75 |
| PP |
12,230.75 |
12,146.00 |
| S1 |
12,217.25 |
12,090.00 |
|