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 |
1,812.1 |
1,790.8 |
-21.3 |
-1.2% |
1,875.9 |
High |
1,822.6 |
1,793.3 |
-29.3 |
-1.6% |
1,880.7 |
Low |
1,776.5 |
1,767.2 |
-9.3 |
-0.5% |
1,776.5 |
Close |
1,788.1 |
1,780.9 |
-7.2 |
-0.4% |
1,788.1 |
Range |
46.1 |
26.1 |
-20.0 |
-43.4% |
104.2 |
ATR |
32.4 |
31.9 |
-0.4 |
-1.4% |
0.0 |
Volume |
282,346 |
242,726 |
-39,620 |
-14.0% |
651,135 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.8 |
1,845.9 |
1,795.3 |
|
R3 |
1,832.7 |
1,819.8 |
1,788.1 |
|
R2 |
1,806.6 |
1,806.6 |
1,785.7 |
|
R1 |
1,793.7 |
1,793.7 |
1,783.3 |
1,787.1 |
PP |
1,780.5 |
1,780.5 |
1,780.5 |
1,777.2 |
S1 |
1,767.6 |
1,767.6 |
1,778.5 |
1,761.0 |
S2 |
1,754.4 |
1,754.4 |
1,776.1 |
|
S3 |
1,728.3 |
1,741.5 |
1,773.7 |
|
S4 |
1,702.2 |
1,715.4 |
1,766.5 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,127.7 |
2,062.1 |
1,845.4 |
|
R3 |
2,023.5 |
1,957.9 |
1,816.8 |
|
R2 |
1,919.3 |
1,919.3 |
1,807.2 |
|
R1 |
1,853.7 |
1,853.7 |
1,797.7 |
1,834.4 |
PP |
1,815.1 |
1,815.1 |
1,815.1 |
1,805.5 |
S1 |
1,749.5 |
1,749.5 |
1,778.5 |
1,730.2 |
S2 |
1,710.9 |
1,710.9 |
1,769.0 |
|
S3 |
1,606.7 |
1,645.3 |
1,759.4 |
|
S4 |
1,502.5 |
1,541.1 |
1,730.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,880.7 |
1,767.2 |
113.5 |
6.4% |
35.0 |
2.0% |
12% |
False |
True |
178,772 |
10 |
1,904.3 |
1,767.2 |
137.1 |
7.7% |
29.2 |
1.6% |
10% |
False |
True |
108,237 |
20 |
1,973.3 |
1,767.2 |
206.1 |
11.6% |
33.7 |
1.9% |
7% |
False |
True |
72,680 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.6% |
30.3 |
1.7% |
7% |
False |
True |
38,985 |
60 |
1,991.6 |
1,767.2 |
224.4 |
12.6% |
30.4 |
1.7% |
6% |
False |
True |
26,897 |
80 |
2,099.2 |
1,767.2 |
332.0 |
18.6% |
35.5 |
2.0% |
4% |
False |
True |
21,109 |
100 |
2,099.2 |
1,767.2 |
332.0 |
18.6% |
34.6 |
1.9% |
4% |
False |
True |
17,593 |
120 |
2,099.2 |
1,732.9 |
366.3 |
20.6% |
32.9 |
1.8% |
13% |
False |
False |
14,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,904.2 |
2.618 |
1,861.6 |
1.618 |
1,835.5 |
1.000 |
1,819.4 |
0.618 |
1,809.4 |
HIGH |
1,793.3 |
0.618 |
1,783.3 |
0.500 |
1,780.3 |
0.382 |
1,777.2 |
LOW |
1,767.2 |
0.618 |
1,751.1 |
1.000 |
1,741.1 |
1.618 |
1,725.0 |
2.618 |
1,698.9 |
4.250 |
1,656.3 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,780.7 |
1,794.9 |
PP |
1,780.5 |
1,790.2 |
S1 |
1,780.3 |
1,785.6 |
|