| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,508.0 |
3,490.0 |
-18.0 |
-0.5% |
3,462.0 |
| High |
3,508.0 |
3,522.0 |
14.0 |
0.4% |
3,522.0 |
| Low |
3,486.0 |
3,483.0 |
-3.0 |
-0.1% |
3,445.0 |
| Close |
3,499.0 |
3,519.0 |
20.0 |
0.6% |
3,519.0 |
| Range |
22.0 |
39.0 |
17.0 |
77.3% |
77.0 |
| ATR |
55.2 |
54.1 |
-1.2 |
-2.1% |
0.0 |
| Volume |
9,157 |
2,174 |
-6,983 |
-76.3% |
22,908 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,625.0 |
3,611.0 |
3,540.5 |
|
| R3 |
3,586.0 |
3,572.0 |
3,529.7 |
|
| R2 |
3,547.0 |
3,547.0 |
3,526.2 |
|
| R1 |
3,533.0 |
3,533.0 |
3,522.6 |
3,540.0 |
| PP |
3,508.0 |
3,508.0 |
3,508.0 |
3,511.5 |
| S1 |
3,494.0 |
3,494.0 |
3,515.4 |
3,501.0 |
| S2 |
3,469.0 |
3,469.0 |
3,511.9 |
|
| S3 |
3,430.0 |
3,455.0 |
3,508.3 |
|
| S4 |
3,391.0 |
3,416.0 |
3,497.6 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,726.3 |
3,699.7 |
3,561.4 |
|
| R3 |
3,649.3 |
3,622.7 |
3,540.2 |
|
| R2 |
3,572.3 |
3,572.3 |
3,533.1 |
|
| R1 |
3,545.7 |
3,545.7 |
3,526.1 |
3,559.0 |
| PP |
3,495.3 |
3,495.3 |
3,495.3 |
3,502.0 |
| S1 |
3,468.7 |
3,468.7 |
3,511.9 |
3,482.0 |
| S2 |
3,418.3 |
3,418.3 |
3,504.9 |
|
| S3 |
3,341.3 |
3,391.7 |
3,497.8 |
|
| S4 |
3,264.3 |
3,314.7 |
3,476.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,522.0 |
3,445.0 |
77.0 |
2.2% |
31.2 |
0.9% |
96% |
True |
False |
4,581 |
| 10 |
3,522.0 |
3,427.0 |
95.0 |
2.7% |
31.3 |
0.9% |
97% |
True |
False |
5,991 |
| 20 |
3,522.0 |
2,940.0 |
582.0 |
16.5% |
57.4 |
1.6% |
99% |
True |
False |
6,431 |
| 40 |
3,522.0 |
2,874.0 |
648.0 |
18.4% |
52.2 |
1.5% |
100% |
True |
False |
4,665 |
| 60 |
3,522.0 |
2,874.0 |
648.0 |
18.4% |
44.6 |
1.3% |
100% |
True |
False |
3,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,687.8 |
|
2.618 |
3,624.1 |
|
1.618 |
3,585.1 |
|
1.000 |
3,561.0 |
|
0.618 |
3,546.1 |
|
HIGH |
3,522.0 |
|
0.618 |
3,507.1 |
|
0.500 |
3,502.5 |
|
0.382 |
3,497.9 |
|
LOW |
3,483.0 |
|
0.618 |
3,458.9 |
|
1.000 |
3,444.0 |
|
1.618 |
3,419.9 |
|
2.618 |
3,380.9 |
|
4.250 |
3,317.3 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,513.5 |
3,512.8 |
| PP |
3,508.0 |
3,506.7 |
| S1 |
3,502.5 |
3,500.5 |
|