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 |
1,819.8 |
1,800.0 |
-19.8 |
-1.1% |
1,886.6 |
High |
1,828.1 |
1,800.0 |
-28.1 |
-1.5% |
1,886.8 |
Low |
1,784.3 |
1,774.2 |
-10.1 |
-0.6% |
1,784.3 |
Close |
1,795.0 |
1,787.6 |
-7.4 |
-0.4% |
1,795.0 |
Range |
43.8 |
25.8 |
-18.0 |
-41.1% |
102.5 |
ATR |
31.1 |
30.7 |
-0.4 |
-1.2% |
0.0 |
Volume |
2,695 |
1,684 |
-1,011 |
-37.5% |
13,263 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.7 |
1,851.9 |
1,801.8 |
|
R3 |
1,838.9 |
1,826.1 |
1,794.7 |
|
R2 |
1,813.1 |
1,813.1 |
1,792.3 |
|
R1 |
1,800.3 |
1,800.3 |
1,790.0 |
1,793.8 |
PP |
1,787.3 |
1,787.3 |
1,787.3 |
1,784.0 |
S1 |
1,774.5 |
1,774.5 |
1,785.2 |
1,768.0 |
S2 |
1,761.5 |
1,761.5 |
1,782.9 |
|
S3 |
1,735.7 |
1,748.7 |
1,780.5 |
|
S4 |
1,709.9 |
1,722.9 |
1,773.4 |
|
|
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 |
1,886.8 |
1,774.2 |
112.6 |
6.3% |
33.4 |
1.9% |
12% |
False |
True |
2,989 |
10 |
1,913.6 |
1,774.2 |
139.4 |
7.8% |
28.1 |
1.6% |
10% |
False |
True |
2,922 |
20 |
1,983.0 |
1,774.2 |
208.8 |
11.7% |
32.2 |
1.8% |
6% |
False |
True |
2,561 |
40 |
1,983.0 |
1,774.2 |
208.8 |
11.7% |
28.6 |
1.6% |
6% |
False |
True |
2,145 |
60 |
1,997.0 |
1,774.2 |
222.8 |
12.5% |
27.8 |
1.6% |
6% |
False |
True |
1,605 |
80 |
2,112.7 |
1,774.2 |
338.5 |
18.9% |
31.3 |
1.8% |
4% |
False |
True |
1,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,909.7 |
2.618 |
1,867.5 |
1.618 |
1,841.7 |
1.000 |
1,825.8 |
0.618 |
1,815.9 |
HIGH |
1,800.0 |
0.618 |
1,790.1 |
0.500 |
1,787.1 |
0.382 |
1,784.1 |
LOW |
1,774.2 |
0.618 |
1,758.3 |
1.000 |
1,748.4 |
1.618 |
1,732.5 |
2.618 |
1,706.7 |
4.250 |
1,664.6 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,787.4 |
1,801.3 |
PP |
1,787.3 |
1,796.7 |
S1 |
1,787.1 |
1,792.2 |
|