Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
18,591.62 |
18,416.19 |
-175.43 |
-0.9% |
16,282.69 |
High |
18,966.61 |
19,419.29 |
452.68 |
2.4% |
18,802.83 |
Low |
17,638.48 |
18,130.05 |
491.57 |
2.8% |
15,725.25 |
Close |
18,416.68 |
18,932.84 |
516.16 |
2.8% |
18,591.62 |
Range |
1,328.13 |
1,289.24 |
-38.89 |
-2.9% |
3,077.58 |
ATR |
814.24 |
848.17 |
33.93 |
4.2% |
0.00 |
Volume |
73,438 |
105,990 |
32,552 |
44.3% |
387,679 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,695.11 |
22,103.22 |
19,641.92 |
|
R3 |
21,405.87 |
20,813.98 |
19,287.38 |
|
R2 |
20,116.63 |
20,116.63 |
19,169.20 |
|
R1 |
19,524.74 |
19,524.74 |
19,051.02 |
19,820.69 |
PP |
18,827.39 |
18,827.39 |
18,827.39 |
18,975.37 |
S1 |
18,235.50 |
18,235.50 |
18,814.66 |
18,531.45 |
S2 |
17,538.15 |
17,538.15 |
18,696.48 |
|
S3 |
16,248.91 |
16,946.26 |
18,578.30 |
|
S4 |
14,959.67 |
15,657.02 |
18,223.76 |
|
|
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 |
19,419.29 |
17,319.43 |
2,099.86 |
11.1% |
1,130.39 |
6.0% |
77% |
True |
False |
91,571 |
10 |
19,419.29 |
15,290.51 |
4,128.78 |
21.8% |
995.39 |
5.3% |
88% |
True |
False |
77,085 |
20 |
19,419.29 |
12,912.10 |
6,507.19 |
34.4% |
895.86 |
4.7% |
93% |
True |
False |
72,035 |
40 |
19,419.29 |
10,391.47 |
9,027.82 |
47.7% |
656.78 |
3.5% |
95% |
True |
False |
54,085 |
60 |
19,419.29 |
9,858.94 |
9,560.35 |
50.5% |
589.90 |
3.1% |
95% |
True |
False |
47,894 |
80 |
19,419.29 |
9,858.94 |
9,560.35 |
50.5% |
555.81 |
2.9% |
95% |
True |
False |
45,282 |
100 |
19,419.29 |
9,037.31 |
10,381.98 |
54.8% |
519.82 |
2.7% |
95% |
True |
False |
44,385 |
120 |
19,419.29 |
8,848.18 |
10,571.11 |
55.8% |
486.83 |
2.6% |
95% |
True |
False |
42,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,898.56 |
2.618 |
22,794.52 |
1.618 |
21,505.28 |
1.000 |
20,708.53 |
0.618 |
20,216.04 |
HIGH |
19,419.29 |
0.618 |
18,926.80 |
0.500 |
18,774.67 |
0.382 |
18,622.54 |
LOW |
18,130.05 |
0.618 |
17,333.30 |
1.000 |
16,840.81 |
1.618 |
16,044.06 |
2.618 |
14,754.82 |
4.250 |
12,650.78 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
18,880.12 |
18,798.19 |
PP |
18,827.39 |
18,663.54 |
S1 |
18,774.67 |
18,528.89 |
|