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 |
30,058.87 |
29,911.33 |
-147.54 |
-0.5% |
29,332.82 |
High |
30,058.87 |
30,015.13 |
-43.74 |
-0.1% |
30,116.51 |
Low |
29,806.25 |
29,819.98 |
13.73 |
0.0% |
29,332.82 |
Close |
29,872.47 |
29,910.37 |
37.90 |
0.1% |
29,910.37 |
Range |
252.62 |
195.15 |
-57.47 |
-22.7% |
783.69 |
ATR |
474.44 |
454.49 |
-19.95 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,500.61 |
30,400.64 |
30,017.70 |
|
R3 |
30,305.46 |
30,205.49 |
29,964.04 |
|
R2 |
30,110.31 |
30,110.31 |
29,946.15 |
|
R1 |
30,010.34 |
30,010.34 |
29,928.26 |
29,962.75 |
PP |
29,915.16 |
29,915.16 |
29,915.16 |
29,891.37 |
S1 |
29,815.19 |
29,815.19 |
29,892.48 |
29,767.60 |
S2 |
29,720.01 |
29,720.01 |
29,874.59 |
|
S3 |
29,524.86 |
29,620.04 |
29,856.70 |
|
S4 |
29,329.71 |
29,424.89 |
29,803.04 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,137.64 |
31,807.69 |
30,341.40 |
|
R3 |
31,353.95 |
31,024.00 |
30,125.88 |
|
R2 |
30,570.26 |
30,570.26 |
30,054.05 |
|
R1 |
30,240.31 |
30,240.31 |
29,982.21 |
30,405.29 |
PP |
29,786.57 |
29,786.57 |
29,786.57 |
29,869.05 |
S1 |
29,456.62 |
29,456.62 |
29,838.53 |
29,621.60 |
S2 |
29,002.88 |
29,002.88 |
29,766.69 |
|
S3 |
28,219.19 |
28,672.93 |
29,694.86 |
|
S4 |
27,435.50 |
27,889.24 |
29,479.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,116.51 |
29,231.20 |
885.31 |
3.0% |
278.36 |
0.9% |
77% |
False |
False |
|
10 |
30,116.51 |
29,203.90 |
912.61 |
3.1% |
318.50 |
1.1% |
77% |
False |
False |
|
20 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
392.68 |
1.3% |
95% |
False |
False |
|
40 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
391.87 |
1.3% |
95% |
False |
False |
|
60 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
435.85 |
1.5% |
95% |
False |
False |
|
80 |
30,116.51 |
26,143.77 |
3,972.74 |
13.3% |
396.16 |
1.3% |
95% |
False |
False |
|
100 |
30,116.51 |
25,526.33 |
4,590.18 |
15.3% |
384.03 |
1.3% |
96% |
False |
False |
|
120 |
30,116.51 |
24,843.18 |
5,273.33 |
17.6% |
409.58 |
1.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,844.52 |
2.618 |
30,526.03 |
1.618 |
30,330.88 |
1.000 |
30,210.28 |
0.618 |
30,135.73 |
HIGH |
30,015.13 |
0.618 |
29,940.58 |
0.500 |
29,917.56 |
0.382 |
29,894.53 |
LOW |
29,819.98 |
0.618 |
29,699.38 |
1.000 |
29,624.83 |
1.618 |
29,504.23 |
2.618 |
29,309.08 |
4.250 |
28,990.59 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
29,917.56 |
29,931.31 |
PP |
29,915.16 |
29,924.33 |
S1 |
29,912.77 |
29,917.35 |
|