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 |
12,220.37 |
12,278.78 |
58.41 |
0.5% |
11,959.89 |
High |
12,306.71 |
12,299.61 |
-7.10 |
-0.1% |
12,306.71 |
Low |
12,214.44 |
12,090.93 |
-123.51 |
-1.0% |
11,817.53 |
Close |
12,258.21 |
12,268.32 |
10.11 |
0.1% |
12,258.21 |
Range |
92.27 |
208.68 |
116.41 |
126.2% |
489.18 |
ATR |
214.42 |
214.01 |
-0.41 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,845.66 |
12,765.67 |
12,383.09 |
|
R3 |
12,636.98 |
12,556.99 |
12,325.71 |
|
R2 |
12,428.30 |
12,428.30 |
12,306.58 |
|
R1 |
12,348.31 |
12,348.31 |
12,287.45 |
12,283.97 |
PP |
12,219.62 |
12,219.62 |
12,219.62 |
12,187.45 |
S1 |
12,139.63 |
12,139.63 |
12,249.19 |
12,075.29 |
S2 |
12,010.94 |
12,010.94 |
12,230.06 |
|
S3 |
11,802.26 |
11,930.95 |
12,210.93 |
|
S4 |
11,593.58 |
11,722.27 |
12,153.55 |
|
|
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% |
158.92 |
1.3% |
92% |
False |
False |
|
10 |
12,306.71 |
11,817.53 |
489.18 |
4.0% |
142.44 |
1.2% |
92% |
False |
False |
|
20 |
12,306.71 |
10,957.11 |
1,349.60 |
11.0% |
189.66 |
1.5% |
97% |
False |
False |
|
40 |
12,306.71 |
10,957.11 |
1,349.60 |
11.0% |
202.02 |
1.6% |
97% |
False |
False |
|
60 |
12,306.71 |
10,677.85 |
1,628.86 |
13.3% |
228.80 |
1.9% |
98% |
False |
False |
|
80 |
12,439.48 |
10,677.85 |
1,761.63 |
14.4% |
219.78 |
1.8% |
90% |
False |
False |
|
100 |
12,439.48 |
10,313.94 |
2,125.54 |
17.3% |
216.40 |
1.8% |
92% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.0% |
214.29 |
1.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,186.50 |
2.618 |
12,845.93 |
1.618 |
12,637.25 |
1.000 |
12,508.29 |
0.618 |
12,428.57 |
HIGH |
12,299.61 |
0.618 |
12,219.89 |
0.500 |
12,195.27 |
0.382 |
12,170.65 |
LOW |
12,090.93 |
0.618 |
11,961.97 |
1.000 |
11,882.25 |
1.618 |
11,753.29 |
2.618 |
11,544.61 |
4.250 |
11,204.04 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
12,243.97 |
12,243.58 |
PP |
12,219.62 |
12,218.85 |
S1 |
12,195.27 |
12,194.11 |
|