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 |
3,629.25 |
3,623.25 |
-6.00 |
-0.2% |
3,542.50 |
High |
3,645.75 |
3,634.00 |
-11.75 |
-0.3% |
3,645.75 |
Low |
3,606.75 |
3,604.50 |
-2.25 |
-0.1% |
3,537.75 |
Close |
3,618.50 |
3,628.00 |
9.50 |
0.3% |
3,628.00 |
Range |
39.00 |
29.50 |
-9.50 |
-24.4% |
108.00 |
ATR |
63.29 |
60.88 |
-2.41 |
-3.8% |
0.00 |
Volume |
4,602 |
7,121 |
2,519 |
54.7% |
33,965 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,710.75 |
3,698.75 |
3,644.25 |
|
R3 |
3,681.25 |
3,669.25 |
3,636.00 |
|
R2 |
3,651.75 |
3,651.75 |
3,633.50 |
|
R1 |
3,639.75 |
3,639.75 |
3,630.75 |
3,645.75 |
PP |
3,622.25 |
3,622.25 |
3,622.25 |
3,625.00 |
S1 |
3,610.25 |
3,610.25 |
3,625.25 |
3,616.25 |
S2 |
3,592.75 |
3,592.75 |
3,622.50 |
|
S3 |
3,563.25 |
3,580.75 |
3,620.00 |
|
S4 |
3,533.75 |
3,551.25 |
3,611.75 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,927.75 |
3,886.00 |
3,687.50 |
|
R3 |
3,819.75 |
3,778.00 |
3,657.75 |
|
R2 |
3,711.75 |
3,711.75 |
3,647.75 |
|
R1 |
3,670.00 |
3,670.00 |
3,638.00 |
3,691.00 |
PP |
3,603.75 |
3,603.75 |
3,603.75 |
3,614.25 |
S1 |
3,562.00 |
3,562.00 |
3,618.00 |
3,583.00 |
S2 |
3,495.75 |
3,495.75 |
3,608.25 |
|
S3 |
3,387.75 |
3,454.00 |
3,598.25 |
|
S4 |
3,279.75 |
3,346.00 |
3,568.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,645.75 |
3,534.00 |
111.75 |
3.1% |
42.25 |
1.2% |
84% |
False |
False |
9,506 |
10 |
3,645.75 |
3,509.50 |
136.25 |
3.8% |
47.50 |
1.3% |
87% |
False |
False |
8,316 |
20 |
3,657.50 |
3,215.75 |
441.75 |
12.2% |
66.25 |
1.8% |
93% |
False |
False |
6,178 |
40 |
3,657.50 |
3,215.75 |
441.75 |
12.2% |
63.75 |
1.8% |
93% |
False |
False |
3,901 |
60 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
70.00 |
1.9% |
94% |
False |
False |
3,183 |
80 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
61.00 |
1.7% |
94% |
False |
False |
2,410 |
100 |
3,657.50 |
3,087.50 |
570.00 |
15.7% |
58.25 |
1.6% |
95% |
False |
False |
1,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,759.50 |
2.618 |
3,711.25 |
1.618 |
3,681.75 |
1.000 |
3,663.50 |
0.618 |
3,652.25 |
HIGH |
3,634.00 |
0.618 |
3,622.75 |
0.500 |
3,619.25 |
0.382 |
3,615.75 |
LOW |
3,604.50 |
0.618 |
3,586.25 |
1.000 |
3,575.00 |
1.618 |
3,556.75 |
2.618 |
3,527.25 |
4.250 |
3,479.00 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,625.00 |
3,621.00 |
PP |
3,622.25 |
3,614.25 |
S1 |
3,619.25 |
3,607.50 |
|