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 |
1,848.3 |
1,855.2 |
6.9 |
0.4% |
1,778.5 |
High |
1,856.2 |
1,859.0 |
2.8 |
0.2% |
1,863.6 |
Low |
1,829.3 |
1,811.8 |
-17.5 |
-1.0% |
1,776.6 |
Close |
1,853.0 |
1,820.1 |
-32.9 |
-1.8% |
1,853.0 |
Range |
26.9 |
47.2 |
20.3 |
75.5% |
87.0 |
ATR |
45.9 |
46.0 |
0.1 |
0.2% |
0.0 |
Volume |
86,729 |
186,855 |
100,126 |
115.4% |
531,721 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,971.9 |
1,943.2 |
1,846.1 |
|
R3 |
1,924.7 |
1,896.0 |
1,833.1 |
|
R2 |
1,877.5 |
1,877.5 |
1,828.8 |
|
R1 |
1,848.8 |
1,848.8 |
1,824.4 |
1,839.6 |
PP |
1,830.3 |
1,830.3 |
1,830.3 |
1,825.7 |
S1 |
1,801.6 |
1,801.6 |
1,815.8 |
1,792.4 |
S2 |
1,783.1 |
1,783.1 |
1,811.4 |
|
S3 |
1,735.9 |
1,754.4 |
1,807.1 |
|
S4 |
1,688.7 |
1,707.2 |
1,794.1 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.1 |
2,059.5 |
1,900.9 |
|
R3 |
2,005.1 |
1,972.5 |
1,876.9 |
|
R2 |
1,918.1 |
1,918.1 |
1,869.0 |
|
R1 |
1,885.5 |
1,885.5 |
1,861.0 |
1,901.8 |
PP |
1,831.1 |
1,831.1 |
1,831.1 |
1,839.2 |
S1 |
1,798.5 |
1,798.5 |
1,845.0 |
1,814.8 |
S2 |
1,744.1 |
1,744.1 |
1,837.1 |
|
S3 |
1,657.1 |
1,711.5 |
1,829.1 |
|
S4 |
1,570.1 |
1,624.5 |
1,805.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,863.6 |
1,776.6 |
87.0 |
4.8% |
41.1 |
2.3% |
50% |
False |
False |
143,715 |
10 |
1,863.6 |
1,745.1 |
118.5 |
6.5% |
40.6 |
2.2% |
63% |
False |
False |
152,363 |
20 |
1,863.6 |
1,526.0 |
337.6 |
18.5% |
52.7 |
2.9% |
87% |
False |
False |
172,944 |
40 |
1,863.6 |
1,520.3 |
343.3 |
18.9% |
44.2 |
2.4% |
87% |
False |
False |
171,863 |
60 |
1,863.6 |
1,426.2 |
437.4 |
24.0% |
44.1 |
2.4% |
90% |
False |
False |
169,247 |
80 |
1,863.6 |
1,426.2 |
437.4 |
24.0% |
39.8 |
2.2% |
90% |
False |
False |
126,985 |
100 |
1,863.6 |
1,372.2 |
491.4 |
27.0% |
38.0 |
2.1% |
91% |
False |
False |
101,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,059.6 |
2.618 |
1,982.6 |
1.618 |
1,935.4 |
1.000 |
1,906.2 |
0.618 |
1,888.2 |
HIGH |
1,859.0 |
0.618 |
1,841.0 |
0.500 |
1,835.4 |
0.382 |
1,829.8 |
LOW |
1,811.8 |
0.618 |
1,782.6 |
1.000 |
1,764.6 |
1.618 |
1,735.4 |
2.618 |
1,688.2 |
4.250 |
1,611.2 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,835.4 |
1,837.7 |
PP |
1,830.3 |
1,831.8 |
S1 |
1,825.2 |
1,826.0 |
|