| 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 |
514.5910 |
515.8160 |
1.2250 |
0.2% |
509.1100 |
| High |
530.8680 |
614.4210 |
83.5530 |
15.7% |
622.3140 |
| Low |
495.2350 |
507.4570 |
12.2220 |
2.5% |
495.2350 |
| Close |
515.8160 |
605.4280 |
89.6120 |
17.4% |
515.8160 |
| Range |
35.6330 |
106.9640 |
71.3310 |
200.2% |
127.0790 |
| ATR |
34.9042 |
40.0513 |
5.1471 |
14.7% |
0.0000 |
| Volume |
844,613 |
1,028,595 |
183,982 |
21.8% |
4,361,959 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
896.6607 |
858.0083 |
664.2582 |
|
| R3 |
789.6967 |
751.0443 |
634.8431 |
|
| R2 |
682.7327 |
682.7327 |
625.0381 |
|
| R1 |
644.0803 |
644.0803 |
615.2330 |
663.4065 |
| PP |
575.7687 |
575.7687 |
575.7687 |
585.4318 |
| S1 |
537.1163 |
537.1163 |
595.6230 |
556.4425 |
| S2 |
468.8047 |
468.8047 |
585.8179 |
|
| S3 |
361.8407 |
430.1523 |
576.0129 |
|
| S4 |
254.8767 |
323.1883 |
546.5978 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
925.6920 |
847.8330 |
585.7095 |
|
| R3 |
798.6130 |
720.7540 |
550.7627 |
|
| R2 |
671.5340 |
671.5340 |
539.1138 |
|
| R1 |
593.6750 |
593.6750 |
527.4649 |
632.6045 |
| PP |
544.4550 |
544.4550 |
544.4550 |
563.9198 |
| S1 |
466.5960 |
466.5960 |
504.1671 |
505.5255 |
| S2 |
417.3760 |
417.3760 |
492.5182 |
|
| S3 |
290.2970 |
339.5170 |
480.8693 |
|
| S4 |
163.2180 |
212.4380 |
445.9226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622.3140 |
495.2350 |
127.0790 |
21.0% |
61.8478 |
10.2% |
87% |
False |
False |
1,078,110 |
| 10 |
622.3140 |
440.4620 |
181.8520 |
30.0% |
46.7006 |
7.7% |
91% |
False |
False |
905,624 |
| 20 |
622.3140 |
370.8360 |
251.4780 |
41.5% |
35.5743 |
5.9% |
93% |
False |
False |
811,774 |
| 40 |
622.3140 |
333.2500 |
289.0640 |
47.7% |
27.5606 |
4.6% |
94% |
False |
False |
672,172 |
| 60 |
622.3140 |
315.3600 |
306.9540 |
50.7% |
26.7724 |
4.4% |
94% |
False |
False |
667,369 |
| 80 |
622.3140 |
315.3600 |
306.9540 |
50.7% |
28.3534 |
4.7% |
94% |
False |
False |
757,207 |
| 100 |
622.3140 |
230.2340 |
392.0800 |
64.8% |
26.5181 |
4.4% |
96% |
False |
False |
780,261 |
| 120 |
622.3140 |
216.4670 |
405.8470 |
67.0% |
23.8107 |
3.9% |
96% |
False |
False |
746,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,069.0180 |
|
2.618 |
894.4528 |
|
1.618 |
787.4888 |
|
1.000 |
721.3850 |
|
0.618 |
680.5248 |
|
HIGH |
614.4210 |
|
0.618 |
573.5608 |
|
0.500 |
560.9390 |
|
0.382 |
548.3172 |
|
LOW |
507.4570 |
|
0.618 |
441.3532 |
|
1.000 |
400.4930 |
|
1.618 |
334.3892 |
|
2.618 |
227.4252 |
|
4.250 |
52.8600 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
590.5983 |
588.5613 |
| PP |
575.7687 |
571.6947 |
| S1 |
560.9390 |
554.8280 |
|