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 |
12,112.11 |
12,220.37 |
108.26 |
0.9% |
11,959.89 |
High |
12,174.99 |
12,306.71 |
131.72 |
1.1% |
12,306.71 |
Low |
12,081.51 |
12,214.44 |
132.93 |
1.1% |
11,817.53 |
Close |
12,152.22 |
12,258.21 |
105.99 |
0.9% |
12,258.21 |
Range |
93.48 |
92.27 |
-1.21 |
-1.3% |
489.18 |
ATR |
219.03 |
214.42 |
-4.61 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,536.60 |
12,489.67 |
12,308.96 |
|
R3 |
12,444.33 |
12,397.40 |
12,283.58 |
|
R2 |
12,352.06 |
12,352.06 |
12,275.13 |
|
R1 |
12,305.13 |
12,305.13 |
12,266.67 |
12,328.60 |
PP |
12,259.79 |
12,259.79 |
12,259.79 |
12,271.52 |
S1 |
12,212.86 |
12,212.86 |
12,249.75 |
12,236.33 |
S2 |
12,167.52 |
12,167.52 |
12,241.29 |
|
S3 |
12,075.25 |
12,120.59 |
12,232.84 |
|
S4 |
11,982.98 |
12,028.32 |
12,207.46 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,595.02 |
13,415.80 |
12,527.26 |
|
R3 |
13,105.84 |
12,926.62 |
12,392.73 |
|
R2 |
12,616.66 |
12,616.66 |
12,347.89 |
|
R1 |
12,437.44 |
12,437.44 |
12,303.05 |
12,527.05 |
PP |
12,127.48 |
12,127.48 |
12,127.48 |
12,172.29 |
S1 |
11,948.26 |
11,948.26 |
12,213.37 |
12,037.87 |
S2 |
11,638.30 |
11,638.30 |
12,168.53 |
|
S3 |
11,149.12 |
11,459.08 |
12,123.69 |
|
S4 |
10,659.94 |
10,969.90 |
11,989.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,306.71 |
11,817.53 |
489.18 |
4.0% |
139.95 |
1.1% |
90% |
True |
False |
|
10 |
12,306.71 |
11,808.95 |
497.76 |
4.1% |
136.39 |
1.1% |
90% |
True |
False |
|
20 |
12,306.71 |
10,957.11 |
1,349.60 |
11.0% |
195.92 |
1.6% |
96% |
True |
False |
|
40 |
12,306.71 |
10,957.11 |
1,349.60 |
11.0% |
203.15 |
1.7% |
96% |
True |
False |
|
60 |
12,306.71 |
10,677.85 |
1,628.86 |
13.3% |
234.87 |
1.9% |
97% |
True |
False |
|
80 |
12,439.48 |
10,677.85 |
1,761.63 |
14.4% |
219.57 |
1.8% |
90% |
False |
False |
|
100 |
12,439.48 |
10,313.94 |
2,125.54 |
17.3% |
216.43 |
1.8% |
91% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.1% |
213.66 |
1.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,698.86 |
2.618 |
12,548.27 |
1.618 |
12,456.00 |
1.000 |
12,398.98 |
0.618 |
12,363.73 |
HIGH |
12,306.71 |
0.618 |
12,271.46 |
0.500 |
12,260.58 |
0.382 |
12,249.69 |
LOW |
12,214.44 |
0.618 |
12,157.42 |
1.000 |
12,122.17 |
1.618 |
12,065.15 |
2.618 |
11,972.88 |
4.250 |
11,822.29 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
12,260.58 |
12,202.98 |
PP |
12,259.79 |
12,147.74 |
S1 |
12,259.00 |
12,092.51 |
|