| 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 |
1,819.7 |
1,819.8 |
0.1 |
0.0% |
1,886.6 |
| High |
1,828.3 |
1,828.1 |
-0.2 |
0.0% |
1,886.8 |
| Low |
1,812.4 |
1,784.3 |
-28.1 |
-1.6% |
1,784.3 |
| Close |
1,817.8 |
1,795.0 |
-22.8 |
-1.3% |
1,795.0 |
| Range |
15.9 |
43.8 |
27.9 |
175.5% |
102.5 |
| ATR |
30.1 |
31.1 |
1.0 |
3.2% |
0.0 |
| Volume |
2,261 |
2,695 |
434 |
19.2% |
13,263 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,933.9 |
1,908.2 |
1,819.1 |
|
| R3 |
1,890.1 |
1,864.4 |
1,807.0 |
|
| R2 |
1,846.3 |
1,846.3 |
1,803.0 |
|
| R1 |
1,820.6 |
1,820.6 |
1,799.0 |
1,811.6 |
| PP |
1,802.5 |
1,802.5 |
1,802.5 |
1,797.9 |
| S1 |
1,776.8 |
1,776.8 |
1,791.0 |
1,767.8 |
| S2 |
1,758.7 |
1,758.7 |
1,787.0 |
|
| S3 |
1,714.9 |
1,733.0 |
1,783.0 |
|
| S4 |
1,671.1 |
1,689.2 |
1,770.9 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.5 |
2,064.8 |
1,851.4 |
|
| R3 |
2,027.0 |
1,962.3 |
1,823.2 |
|
| R2 |
1,924.5 |
1,924.5 |
1,813.8 |
|
| R1 |
1,859.8 |
1,859.8 |
1,804.4 |
1,840.9 |
| PP |
1,822.0 |
1,822.0 |
1,822.0 |
1,812.6 |
| S1 |
1,757.3 |
1,757.3 |
1,785.6 |
1,738.4 |
| S2 |
1,719.5 |
1,719.5 |
1,776.2 |
|
| S3 |
1,617.0 |
1,654.8 |
1,766.8 |
|
| S4 |
1,514.5 |
1,552.3 |
1,738.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,891.6 |
1,784.3 |
107.3 |
6.0% |
32.0 |
1.8% |
10% |
False |
True |
3,195 |
| 10 |
1,913.6 |
1,784.3 |
129.3 |
7.2% |
27.5 |
1.5% |
8% |
False |
True |
2,901 |
| 20 |
1,983.0 |
1,784.3 |
198.7 |
11.1% |
32.2 |
1.8% |
5% |
False |
True |
2,567 |
| 40 |
1,983.0 |
1,784.3 |
198.7 |
11.1% |
28.6 |
1.6% |
5% |
False |
True |
2,122 |
| 60 |
1,997.0 |
1,784.3 |
212.7 |
11.8% |
27.8 |
1.5% |
5% |
False |
True |
1,588 |
| 80 |
2,112.7 |
1,784.3 |
328.4 |
18.3% |
31.3 |
1.7% |
3% |
False |
True |
1,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.3 |
|
2.618 |
1,942.8 |
|
1.618 |
1,899.0 |
|
1.000 |
1,871.9 |
|
0.618 |
1,855.2 |
|
HIGH |
1,828.1 |
|
0.618 |
1,811.4 |
|
0.500 |
1,806.2 |
|
0.382 |
1,801.0 |
|
LOW |
1,784.3 |
|
0.618 |
1,757.2 |
|
1.000 |
1,740.5 |
|
1.618 |
1,713.4 |
|
2.618 |
1,669.6 |
|
4.250 |
1,598.2 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,806.2 |
1,815.7 |
| PP |
1,802.5 |
1,808.8 |
| S1 |
1,798.7 |
1,801.9 |
|