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 |
1,809.97 |
1,788.62 |
-21.35 |
-1.2% |
1,870.51 |
High |
1,812.77 |
1,791.23 |
-21.54 |
-1.2% |
1,875.43 |
Low |
1,775.45 |
1,766.53 |
-8.92 |
-0.5% |
1,775.45 |
Close |
1,787.50 |
1,779.26 |
-8.24 |
-0.5% |
1,787.50 |
Range |
37.32 |
24.70 |
-12.62 |
-33.8% |
99.98 |
ATR |
27.91 |
27.68 |
-0.23 |
-0.8% |
0.00 |
Volume |
6,075 |
6,863 |
788 |
13.0% |
26,039 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.11 |
1,840.88 |
1,792.85 |
|
R3 |
1,828.41 |
1,816.18 |
1,786.05 |
|
R2 |
1,803.71 |
1,803.71 |
1,783.79 |
|
R1 |
1,791.48 |
1,791.48 |
1,781.52 |
1,785.25 |
PP |
1,779.01 |
1,779.01 |
1,779.01 |
1,775.89 |
S1 |
1,766.78 |
1,766.78 |
1,777.00 |
1,760.55 |
S2 |
1,754.31 |
1,754.31 |
1,774.73 |
|
S3 |
1,729.61 |
1,742.08 |
1,772.47 |
|
S4 |
1,704.91 |
1,717.38 |
1,765.68 |
|
|
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 |
1,875.43 |
1,766.53 |
108.90 |
6.1% |
31.44 |
1.8% |
12% |
False |
True |
6,580 |
10 |
1,897.92 |
1,766.53 |
131.39 |
7.4% |
25.06 |
1.4% |
10% |
False |
True |
5,945 |
20 |
1,964.66 |
1,766.53 |
198.13 |
11.1% |
29.98 |
1.7% |
6% |
False |
True |
6,331 |
40 |
1,964.66 |
1,766.53 |
198.13 |
11.1% |
26.85 |
1.5% |
6% |
False |
True |
6,643 |
60 |
1,971.34 |
1,766.53 |
204.81 |
11.5% |
26.60 |
1.5% |
6% |
False |
True |
6,719 |
80 |
2,048.77 |
1,766.53 |
282.24 |
15.9% |
30.94 |
1.7% |
5% |
False |
True |
6,666 |
100 |
2,070.48 |
1,766.53 |
303.95 |
17.1% |
30.66 |
1.7% |
4% |
False |
True |
6,669 |
120 |
2,070.48 |
1,705.53 |
364.95 |
20.5% |
28.63 |
1.6% |
20% |
False |
False |
6,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.21 |
2.618 |
1,855.89 |
1.618 |
1,831.19 |
1.000 |
1,815.93 |
0.618 |
1,806.49 |
HIGH |
1,791.23 |
0.618 |
1,781.79 |
0.500 |
1,778.88 |
0.382 |
1,775.97 |
LOW |
1,766.53 |
0.618 |
1,751.27 |
1.000 |
1,741.83 |
1.618 |
1,726.57 |
2.618 |
1,701.87 |
4.250 |
1,661.56 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,779.13 |
1,791.30 |
PP |
1,779.01 |
1,787.28 |
S1 |
1,778.88 |
1,783.27 |
|