| 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 |
1,812.0 |
1,812.1 |
0.1 |
0.0% |
1,875.9 |
| High |
1,821.7 |
1,822.6 |
0.9 |
0.0% |
1,880.7 |
| Low |
1,804.7 |
1,776.5 |
-28.2 |
-1.6% |
1,776.5 |
| Close |
1,811.2 |
1,788.1 |
-23.1 |
-1.3% |
1,788.1 |
| Range |
17.0 |
46.1 |
29.1 |
171.2% |
104.2 |
| ATR |
31.3 |
32.4 |
1.1 |
3.4% |
0.0 |
| Volume |
133,601 |
282,346 |
148,745 |
111.3% |
651,135 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.0 |
1,907.2 |
1,813.5 |
|
| R3 |
1,887.9 |
1,861.1 |
1,800.8 |
|
| R2 |
1,841.8 |
1,841.8 |
1,796.6 |
|
| R1 |
1,815.0 |
1,815.0 |
1,792.3 |
1,805.4 |
| PP |
1,795.7 |
1,795.7 |
1,795.7 |
1,790.9 |
| S1 |
1,768.9 |
1,768.9 |
1,783.9 |
1,759.3 |
| S2 |
1,749.6 |
1,749.6 |
1,779.6 |
|
| S3 |
1,703.5 |
1,722.8 |
1,775.4 |
|
| S4 |
1,657.4 |
1,676.7 |
1,762.7 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.7 |
2,062.1 |
1,845.4 |
|
| R3 |
2,023.5 |
1,957.9 |
1,816.8 |
|
| R2 |
1,919.3 |
1,919.3 |
1,807.2 |
|
| R1 |
1,853.7 |
1,853.7 |
1,797.7 |
1,834.4 |
| PP |
1,815.1 |
1,815.1 |
1,815.1 |
1,805.5 |
| S1 |
1,749.5 |
1,749.5 |
1,778.5 |
1,730.2 |
| S2 |
1,710.9 |
1,710.9 |
1,769.0 |
|
| S3 |
1,606.7 |
1,645.3 |
1,759.4 |
|
| S4 |
1,502.5 |
1,541.1 |
1,730.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,884.7 |
1,776.5 |
108.2 |
6.1% |
33.7 |
1.9% |
11% |
False |
True |
139,548 |
| 10 |
1,904.3 |
1,776.5 |
127.8 |
7.1% |
29.0 |
1.6% |
9% |
False |
True |
86,004 |
| 20 |
1,973.3 |
1,776.5 |
196.8 |
11.0% |
33.7 |
1.9% |
6% |
False |
True |
61,074 |
| 40 |
1,973.3 |
1,776.5 |
196.8 |
11.0% |
30.3 |
1.7% |
6% |
False |
True |
32,967 |
| 60 |
1,991.6 |
1,776.5 |
215.1 |
12.0% |
30.4 |
1.7% |
5% |
False |
True |
22,891 |
| 80 |
2,099.2 |
1,776.5 |
322.7 |
18.0% |
35.6 |
2.0% |
4% |
False |
True |
18,125 |
| 100 |
2,099.2 |
1,776.5 |
322.7 |
18.0% |
34.5 |
1.9% |
4% |
False |
True |
15,181 |
| 120 |
2,099.2 |
1,732.9 |
366.3 |
20.5% |
32.9 |
1.8% |
15% |
False |
False |
12,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,018.5 |
|
2.618 |
1,943.3 |
|
1.618 |
1,897.2 |
|
1.000 |
1,868.7 |
|
0.618 |
1,851.1 |
|
HIGH |
1,822.6 |
|
0.618 |
1,805.0 |
|
0.500 |
1,799.6 |
|
0.382 |
1,794.1 |
|
LOW |
1,776.5 |
|
0.618 |
1,748.0 |
|
1.000 |
1,730.4 |
|
1.618 |
1,701.9 |
|
2.618 |
1,655.8 |
|
4.250 |
1,580.6 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,799.6 |
1,809.8 |
| PP |
1,795.7 |
1,802.5 |
| S1 |
1,791.9 |
1,795.3 |
|