| 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 |
12,168.25 |
12,286.50 |
118.25 |
1.0% |
11,894.00 |
| High |
12,307.50 |
12,337.25 |
29.75 |
0.2% |
12,307.50 |
| Low |
12,127.00 |
12,086.00 |
-41.00 |
-0.3% |
11,808.25 |
| Close |
12,257.50 |
12,277.00 |
19.50 |
0.2% |
12,257.50 |
| Range |
180.50 |
251.25 |
70.75 |
39.2% |
499.25 |
| ATR |
245.95 |
246.33 |
0.38 |
0.2% |
0.00 |
| Volume |
296,828 |
493,064 |
196,236 |
66.1% |
1,510,472 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,987.25 |
12,883.25 |
12,415.25 |
|
| R3 |
12,736.00 |
12,632.00 |
12,346.00 |
|
| R2 |
12,484.75 |
12,484.75 |
12,323.00 |
|
| R1 |
12,380.75 |
12,380.75 |
12,300.00 |
12,307.00 |
| PP |
12,233.50 |
12,233.50 |
12,233.50 |
12,196.50 |
| S1 |
12,129.50 |
12,129.50 |
12,254.00 |
12,056.00 |
| S2 |
11,982.25 |
11,982.25 |
12,231.00 |
|
| S3 |
11,731.00 |
11,878.25 |
12,208.00 |
|
| S4 |
11,479.75 |
11,627.00 |
12,138.75 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,622.25 |
13,439.00 |
12,532.00 |
|
| R3 |
13,123.00 |
12,939.75 |
12,394.75 |
|
| R2 |
12,623.75 |
12,623.75 |
12,349.00 |
|
| R1 |
12,440.50 |
12,440.50 |
12,303.25 |
12,532.00 |
| PP |
12,124.50 |
12,124.50 |
12,124.50 |
12,170.25 |
| S1 |
11,941.25 |
11,941.25 |
12,211.75 |
12,033.00 |
| S2 |
11,625.25 |
11,625.25 |
12,166.00 |
|
| S3 |
11,126.00 |
11,442.00 |
12,120.25 |
|
| S4 |
10,626.75 |
10,942.75 |
11,983.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,337.25 |
11,808.25 |
529.00 |
4.3% |
191.50 |
1.6% |
89% |
True |
False |
400,707 |
| 10 |
12,337.25 |
11,804.50 |
532.75 |
4.3% |
182.50 |
1.5% |
89% |
True |
False |
413,183 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
11.9% |
263.50 |
2.1% |
91% |
False |
False |
516,530 |
| 40 |
12,408.75 |
10,942.25 |
1,466.50 |
11.9% |
265.00 |
2.2% |
91% |
False |
False |
553,542 |
| 60 |
12,408.75 |
10,656.50 |
1,752.25 |
14.3% |
301.75 |
2.5% |
92% |
False |
False |
539,165 |
| 80 |
12,448.75 |
10,656.50 |
1,792.25 |
14.6% |
284.50 |
2.3% |
90% |
False |
False |
404,725 |
| 100 |
12,448.75 |
10,288.00 |
2,160.75 |
17.6% |
278.50 |
2.3% |
92% |
False |
False |
323,912 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
24.9% |
274.00 |
2.2% |
94% |
False |
False |
269,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,405.00 |
|
2.618 |
12,995.00 |
|
1.618 |
12,743.75 |
|
1.000 |
12,588.50 |
|
0.618 |
12,492.50 |
|
HIGH |
12,337.25 |
|
0.618 |
12,241.25 |
|
0.500 |
12,211.50 |
|
0.382 |
12,182.00 |
|
LOW |
12,086.00 |
|
0.618 |
11,930.75 |
|
1.000 |
11,834.75 |
|
1.618 |
11,679.50 |
|
2.618 |
11,428.25 |
|
4.250 |
11,018.25 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,255.25 |
12,253.75 |
| PP |
12,233.50 |
12,230.50 |
| S1 |
12,211.50 |
12,207.50 |
|