Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
17,943.48 |
18,591.62 |
648.14 |
3.6% |
16,282.69 |
High |
18,802.83 |
18,966.61 |
163.78 |
0.9% |
18,802.83 |
Low |
17,721.38 |
17,638.48 |
-82.90 |
-0.5% |
15,725.25 |
Close |
18,591.62 |
18,416.68 |
-174.94 |
-0.9% |
18,591.62 |
Range |
1,081.45 |
1,328.13 |
246.68 |
22.8% |
3,077.58 |
ATR |
774.71 |
814.24 |
39.53 |
5.1% |
0.00 |
Volume |
70,261 |
73,438 |
3,177 |
4.5% |
387,679 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,324.98 |
21,698.96 |
19,147.15 |
|
R3 |
20,996.85 |
20,370.83 |
18,781.92 |
|
R2 |
19,668.72 |
19,668.72 |
18,660.17 |
|
R1 |
19,042.70 |
19,042.70 |
18,538.43 |
18,691.65 |
PP |
18,340.59 |
18,340.59 |
18,340.59 |
18,165.06 |
S1 |
17,714.57 |
17,714.57 |
18,294.93 |
17,363.52 |
S2 |
17,012.46 |
17,012.46 |
18,173.19 |
|
S3 |
15,684.33 |
16,386.44 |
18,051.44 |
|
S4 |
14,356.20 |
15,058.31 |
17,686.21 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,939.31 |
25,843.04 |
20,284.29 |
|
R3 |
23,861.73 |
22,765.46 |
19,437.95 |
|
R2 |
20,784.15 |
20,784.15 |
19,155.84 |
|
R1 |
19,687.88 |
19,687.88 |
18,873.73 |
20,236.02 |
PP |
17,706.57 |
17,706.57 |
17,706.57 |
17,980.63 |
S1 |
16,610.30 |
16,610.30 |
18,309.51 |
17,158.44 |
S2 |
14,628.99 |
14,628.99 |
18,027.40 |
|
S3 |
11,551.41 |
13,532.72 |
17,745.29 |
|
S4 |
8,473.83 |
10,455.14 |
16,898.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,966.61 |
16,568.96 |
2,397.65 |
13.0% |
1,127.16 |
6.1% |
77% |
True |
False |
86,132 |
10 |
18,966.61 |
15,105.60 |
3,861.01 |
21.0% |
902.73 |
4.9% |
86% |
True |
False |
72,097 |
20 |
18,966.61 |
12,912.10 |
6,054.51 |
32.9% |
868.81 |
4.7% |
91% |
True |
False |
70,533 |
40 |
18,966.61 |
10,391.47 |
8,575.14 |
46.6% |
630.71 |
3.4% |
94% |
True |
False |
51,996 |
60 |
18,966.61 |
9,858.94 |
9,107.67 |
49.5% |
574.10 |
3.1% |
94% |
True |
False |
46,478 |
80 |
18,966.61 |
9,858.94 |
9,107.67 |
49.5% |
557.69 |
3.0% |
94% |
True |
False |
44,552 |
100 |
18,966.61 |
8,934.94 |
10,031.67 |
54.5% |
511.11 |
2.8% |
95% |
True |
False |
43,606 |
120 |
18,966.61 |
8,848.18 |
10,118.43 |
54.9% |
479.39 |
2.6% |
95% |
True |
False |
42,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,611.16 |
2.618 |
22,443.65 |
1.618 |
21,115.52 |
1.000 |
20,294.74 |
0.618 |
19,787.39 |
HIGH |
18,966.61 |
0.618 |
18,459.26 |
0.500 |
18,302.55 |
0.382 |
18,145.83 |
LOW |
17,638.48 |
0.618 |
16,817.70 |
1.000 |
16,310.35 |
1.618 |
15,489.57 |
2.618 |
14,161.44 |
4.250 |
11,993.93 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
18,378.64 |
18,333.48 |
PP |
18,340.59 |
18,250.28 |
S1 |
18,302.55 |
18,167.08 |
|