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 |
1,806.97 |
1,809.97 |
3.00 |
0.2% |
1,870.51 |
High |
1,816.06 |
1,812.77 |
-3.29 |
-0.2% |
1,875.43 |
Low |
1,801.83 |
1,775.45 |
-26.38 |
-1.5% |
1,775.45 |
Close |
1,806.89 |
1,787.50 |
-19.39 |
-1.1% |
1,787.50 |
Range |
14.23 |
37.32 |
23.09 |
162.3% |
99.98 |
ATR |
27.18 |
27.91 |
0.72 |
2.7% |
0.00 |
Volume |
6,624 |
6,075 |
-549 |
-8.3% |
26,039 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,903.87 |
1,883.00 |
1,808.03 |
|
R3 |
1,866.55 |
1,845.68 |
1,797.76 |
|
R2 |
1,829.23 |
1,829.23 |
1,794.34 |
|
R1 |
1,808.36 |
1,808.36 |
1,790.92 |
1,800.14 |
PP |
1,791.91 |
1,791.91 |
1,791.91 |
1,787.79 |
S1 |
1,771.04 |
1,771.04 |
1,784.08 |
1,762.82 |
S2 |
1,754.59 |
1,754.59 |
1,780.66 |
|
S3 |
1,717.27 |
1,733.72 |
1,777.24 |
|
S4 |
1,679.95 |
1,696.40 |
1,766.97 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,112.73 |
2,050.10 |
1,842.49 |
|
R3 |
2,012.75 |
1,950.12 |
1,814.99 |
|
R2 |
1,912.77 |
1,912.77 |
1,805.83 |
|
R1 |
1,850.14 |
1,850.14 |
1,796.66 |
1,831.47 |
PP |
1,812.79 |
1,812.79 |
1,812.79 |
1,803.46 |
S1 |
1,750.16 |
1,750.16 |
1,778.34 |
1,731.49 |
S2 |
1,712.81 |
1,712.81 |
1,769.17 |
|
S3 |
1,612.83 |
1,650.18 |
1,760.01 |
|
S4 |
1,512.85 |
1,550.20 |
1,732.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.82 |
1,775.45 |
103.37 |
5.8% |
30.06 |
1.7% |
12% |
False |
True |
6,606 |
10 |
1,897.92 |
1,775.45 |
122.47 |
6.9% |
24.61 |
1.4% |
10% |
False |
True |
5,960 |
20 |
1,964.66 |
1,775.45 |
189.21 |
10.6% |
29.89 |
1.7% |
6% |
False |
True |
6,330 |
40 |
1,964.66 |
1,775.45 |
189.21 |
10.6% |
26.85 |
1.5% |
6% |
False |
True |
6,632 |
60 |
1,971.34 |
1,775.45 |
195.89 |
11.0% |
26.56 |
1.5% |
6% |
False |
True |
6,721 |
80 |
2,070.48 |
1,775.45 |
295.03 |
16.5% |
31.30 |
1.8% |
4% |
False |
True |
6,657 |
100 |
2,070.48 |
1,775.45 |
295.03 |
16.5% |
30.57 |
1.7% |
4% |
False |
True |
6,668 |
120 |
2,070.48 |
1,705.53 |
364.95 |
20.4% |
28.57 |
1.6% |
22% |
False |
False |
6,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,971.38 |
2.618 |
1,910.47 |
1.618 |
1,873.15 |
1.000 |
1,850.09 |
0.618 |
1,835.83 |
HIGH |
1,812.77 |
0.618 |
1,798.51 |
0.500 |
1,794.11 |
0.382 |
1,789.71 |
LOW |
1,775.45 |
0.618 |
1,752.39 |
1.000 |
1,738.13 |
1.618 |
1,715.07 |
2.618 |
1,677.75 |
4.250 |
1,616.84 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,794.11 |
1,806.88 |
PP |
1,791.91 |
1,800.42 |
S1 |
1,789.70 |
1,793.96 |
|