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 |
1,816.7 |
1,795.0 |
-21.7 |
-1.2% |
1,878.9 |
High |
1,826.0 |
1,797.0 |
-29.0 |
-1.6% |
1,884.0 |
Low |
1,781.2 |
1,771.3 |
-9.9 |
-0.6% |
1,781.2 |
Close |
1,792.1 |
1,784.8 |
-7.3 |
-0.4% |
1,792.1 |
Range |
44.8 |
25.7 |
-19.1 |
-42.6% |
102.8 |
ATR |
31.5 |
31.1 |
-0.4 |
-1.3% |
0.0 |
Volume |
7,719 |
3,737 |
-3,982 |
-51.6% |
36,561 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.5 |
1,848.8 |
1,798.9 |
|
R3 |
1,835.8 |
1,823.1 |
1,791.9 |
|
R2 |
1,810.1 |
1,810.1 |
1,789.5 |
|
R1 |
1,797.4 |
1,797.4 |
1,787.2 |
1,790.9 |
PP |
1,784.4 |
1,784.4 |
1,784.4 |
1,781.1 |
S1 |
1,771.7 |
1,771.7 |
1,782.4 |
1,765.2 |
S2 |
1,758.7 |
1,758.7 |
1,780.1 |
|
S3 |
1,733.0 |
1,746.0 |
1,777.7 |
|
S4 |
1,707.3 |
1,720.3 |
1,770.7 |
|
|
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 |
1,884.0 |
1,771.3 |
112.7 |
6.3% |
34.2 |
1.9% |
12% |
False |
True |
8,059 |
10 |
1,908.0 |
1,771.3 |
136.7 |
7.7% |
28.3 |
1.6% |
10% |
False |
True |
6,388 |
20 |
1,978.2 |
1,771.3 |
206.9 |
11.6% |
32.5 |
1.8% |
7% |
False |
True |
6,563 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.6% |
29.1 |
1.6% |
7% |
False |
True |
4,438 |
60 |
1,996.8 |
1,771.3 |
225.5 |
12.6% |
29.1 |
1.6% |
6% |
False |
True |
3,287 |
80 |
2,107.6 |
1,771.3 |
336.3 |
18.8% |
34.2 |
1.9% |
4% |
False |
True |
2,933 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.8% |
33.0 |
1.8% |
4% |
False |
True |
2,593 |
120 |
2,107.6 |
1,755.5 |
352.1 |
19.7% |
29.6 |
1.7% |
8% |
False |
False |
2,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,906.2 |
2.618 |
1,864.3 |
1.618 |
1,838.6 |
1.000 |
1,822.7 |
0.618 |
1,812.9 |
HIGH |
1,797.0 |
0.618 |
1,787.2 |
0.500 |
1,784.2 |
0.382 |
1,781.1 |
LOW |
1,771.3 |
0.618 |
1,755.4 |
1.000 |
1,745.6 |
1.618 |
1,729.7 |
2.618 |
1,704.0 |
4.250 |
1,662.1 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,784.6 |
1,798.7 |
PP |
1,784.4 |
1,794.0 |
S1 |
1,784.2 |
1,789.4 |
|