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 |
1,816.0 |
1,816.7 |
0.7 |
0.0% |
1,878.9 |
High |
1,825.1 |
1,826.0 |
0.9 |
0.0% |
1,884.0 |
Low |
1,809.0 |
1,781.2 |
-27.8 |
-1.5% |
1,781.2 |
Close |
1,815.1 |
1,792.1 |
-23.0 |
-1.3% |
1,792.1 |
Range |
16.1 |
44.8 |
28.7 |
178.3% |
102.8 |
ATR |
30.5 |
31.5 |
1.0 |
3.4% |
0.0 |
Volume |
3,790 |
7,719 |
3,929 |
103.7% |
36,561 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.2 |
1,907.9 |
1,816.7 |
|
R3 |
1,889.4 |
1,863.1 |
1,804.4 |
|
R2 |
1,844.6 |
1,844.6 |
1,800.3 |
|
R1 |
1,818.3 |
1,818.3 |
1,796.2 |
1,809.1 |
PP |
1,799.8 |
1,799.8 |
1,799.8 |
1,795.1 |
S1 |
1,773.5 |
1,773.5 |
1,788.0 |
1,764.3 |
S2 |
1,755.0 |
1,755.0 |
1,783.9 |
|
S3 |
1,710.2 |
1,728.7 |
1,779.8 |
|
S4 |
1,665.4 |
1,683.9 |
1,767.5 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,127.5 |
2,062.6 |
1,848.6 |
|
R3 |
2,024.7 |
1,959.8 |
1,820.4 |
|
R2 |
1,921.9 |
1,921.9 |
1,810.9 |
|
R1 |
1,857.0 |
1,857.0 |
1,801.5 |
1,838.1 |
PP |
1,819.1 |
1,819.1 |
1,819.1 |
1,809.6 |
S1 |
1,754.2 |
1,754.2 |
1,782.7 |
1,735.3 |
S2 |
1,716.3 |
1,716.3 |
1,773.3 |
|
S3 |
1,613.5 |
1,651.4 |
1,763.8 |
|
S4 |
1,510.7 |
1,548.6 |
1,735.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,888.8 |
1,781.2 |
107.6 |
6.0% |
33.0 |
1.8% |
10% |
False |
True |
8,099 |
10 |
1,908.0 |
1,781.2 |
126.8 |
7.1% |
27.8 |
1.5% |
9% |
False |
True |
6,380 |
20 |
1,978.2 |
1,781.2 |
197.0 |
11.0% |
32.5 |
1.8% |
6% |
False |
True |
6,504 |
40 |
1,978.2 |
1,781.2 |
197.0 |
11.0% |
29.1 |
1.6% |
6% |
False |
True |
4,367 |
60 |
1,996.8 |
1,781.2 |
215.6 |
12.0% |
29.1 |
1.6% |
5% |
False |
True |
3,241 |
80 |
2,107.6 |
1,781.2 |
326.4 |
18.2% |
34.3 |
1.9% |
3% |
False |
True |
2,931 |
100 |
2,107.6 |
1,781.2 |
326.4 |
18.2% |
32.9 |
1.8% |
3% |
False |
True |
2,561 |
120 |
2,107.6 |
1,749.8 |
357.8 |
20.0% |
29.5 |
1.6% |
12% |
False |
False |
2,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.4 |
2.618 |
1,943.3 |
1.618 |
1,898.5 |
1.000 |
1,870.8 |
0.618 |
1,853.7 |
HIGH |
1,826.0 |
0.618 |
1,808.9 |
0.500 |
1,803.6 |
0.382 |
1,798.3 |
LOW |
1,781.2 |
0.618 |
1,753.5 |
1.000 |
1,736.4 |
1.618 |
1,708.7 |
2.618 |
1,663.9 |
4.250 |
1,590.8 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,803.6 |
1,813.9 |
PP |
1,799.8 |
1,806.6 |
S1 |
1,795.9 |
1,799.4 |
|