Trading Metrics calculated at close of trading on 27-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
104.449 |
104.249 |
-0.200 |
-0.2% |
103.822 |
High |
104.472 |
104.269 |
-0.203 |
-0.2% |
104.758 |
Low |
104.216 |
103.907 |
-0.309 |
-0.3% |
103.684 |
Close |
104.248 |
104.047 |
-0.201 |
-0.2% |
104.047 |
Range |
0.256 |
0.362 |
0.106 |
41.4% |
1.074 |
ATR |
0.595 |
0.578 |
-0.017 |
-2.8% |
0.000 |
Volume |
114,962 |
103,211 |
-11,751 |
-10.2% |
636,151 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.160 |
104.966 |
104.246 |
|
R3 |
104.798 |
104.604 |
104.147 |
|
R2 |
104.436 |
104.436 |
104.113 |
|
R1 |
104.242 |
104.242 |
104.080 |
104.158 |
PP |
104.074 |
104.074 |
104.074 |
104.033 |
S1 |
103.880 |
103.880 |
104.014 |
103.796 |
S2 |
103.712 |
103.712 |
103.981 |
|
S3 |
103.350 |
103.518 |
103.947 |
|
S4 |
102.988 |
103.156 |
103.848 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.385 |
106.790 |
104.638 |
|
R3 |
106.311 |
105.716 |
104.342 |
|
R2 |
105.237 |
105.237 |
104.244 |
|
R1 |
104.642 |
104.642 |
104.145 |
104.940 |
PP |
104.163 |
104.163 |
104.163 |
104.312 |
S1 |
103.568 |
103.568 |
103.949 |
103.866 |
S2 |
103.089 |
103.089 |
103.850 |
|
S3 |
102.015 |
102.494 |
103.752 |
|
S4 |
100.941 |
101.420 |
103.456 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.758 |
103.684 |
1.074 |
1.0% |
0.504 |
0.5% |
34% |
False |
False |
127,230 |
10 |
105.127 |
103.652 |
1.475 |
1.4% |
0.505 |
0.5% |
27% |
False |
False |
126,873 |
20 |
105.674 |
103.178 |
2.496 |
2.4% |
0.677 |
0.7% |
35% |
False |
False |
159,487 |
40 |
106.105 |
103.178 |
2.927 |
2.8% |
0.573 |
0.6% |
30% |
False |
False |
153,124 |
60 |
106.383 |
103.178 |
3.205 |
3.1% |
0.547 |
0.5% |
27% |
False |
False |
155,590 |
80 |
107.047 |
103.178 |
3.869 |
3.7% |
0.583 |
0.6% |
22% |
False |
False |
158,904 |
100 |
107.520 |
103.178 |
4.342 |
4.2% |
0.602 |
0.6% |
20% |
False |
False |
158,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.808 |
2.618 |
105.217 |
1.618 |
104.855 |
1.000 |
104.631 |
0.618 |
104.493 |
HIGH |
104.269 |
0.618 |
104.131 |
0.500 |
104.088 |
0.382 |
104.045 |
LOW |
103.907 |
0.618 |
103.683 |
1.000 |
103.545 |
1.618 |
103.321 |
2.618 |
102.959 |
4.250 |
102.369 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
104.088 |
104.252 |
PP |
104.074 |
104.184 |
S1 |
104.061 |
104.115 |
|