| 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 |
3,623.25 |
3,634.25 |
11.00 |
0.3% |
3,542.50 |
| High |
3,634.00 |
3,642.25 |
8.25 |
0.2% |
3,645.75 |
| Low |
3,604.50 |
3,583.75 |
-20.75 |
-0.6% |
3,537.75 |
| Close |
3,628.00 |
3,614.75 |
-13.25 |
-0.4% |
3,628.00 |
| Range |
29.50 |
58.50 |
29.00 |
98.3% |
108.00 |
| ATR |
60.88 |
60.71 |
-0.17 |
-0.3% |
0.00 |
| Volume |
7,121 |
22,069 |
14,948 |
209.9% |
33,965 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,789.00 |
3,760.50 |
3,647.00 |
|
| R3 |
3,730.50 |
3,702.00 |
3,630.75 |
|
| R2 |
3,672.00 |
3,672.00 |
3,625.50 |
|
| R1 |
3,643.50 |
3,643.50 |
3,620.00 |
3,628.50 |
| PP |
3,613.50 |
3,613.50 |
3,613.50 |
3,606.00 |
| S1 |
3,585.00 |
3,585.00 |
3,609.50 |
3,570.00 |
| S2 |
3,555.00 |
3,555.00 |
3,604.00 |
|
| S3 |
3,496.50 |
3,526.50 |
3,598.75 |
|
| S4 |
3,438.00 |
3,468.00 |
3,582.50 |
|
|
| 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 |
3,537.75 |
108.00 |
3.0% |
46.00 |
1.3% |
71% |
False |
False |
11,206 |
| 10 |
3,645.75 |
3,534.00 |
111.75 |
3.1% |
46.25 |
1.3% |
72% |
False |
False |
10,041 |
| 20 |
3,657.50 |
3,234.25 |
423.25 |
11.7% |
65.75 |
1.8% |
90% |
False |
False |
7,070 |
| 40 |
3,657.50 |
3,215.75 |
441.75 |
12.2% |
63.25 |
1.7% |
90% |
False |
False |
4,373 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
68.25 |
1.9% |
91% |
False |
False |
3,546 |
| 80 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
61.25 |
1.7% |
91% |
False |
False |
2,686 |
| 100 |
3,657.50 |
3,094.75 |
562.75 |
15.6% |
58.25 |
1.6% |
92% |
False |
False |
2,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,891.00 |
|
2.618 |
3,795.50 |
|
1.618 |
3,737.00 |
|
1.000 |
3,700.75 |
|
0.618 |
3,678.50 |
|
HIGH |
3,642.25 |
|
0.618 |
3,620.00 |
|
0.500 |
3,613.00 |
|
0.382 |
3,606.00 |
|
LOW |
3,583.75 |
|
0.618 |
3,547.50 |
|
1.000 |
3,525.25 |
|
1.618 |
3,489.00 |
|
2.618 |
3,430.50 |
|
4.250 |
3,335.00 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,614.25 |
3,614.75 |
| PP |
3,613.50 |
3,614.75 |
| S1 |
3,613.00 |
3,614.75 |
|