Trading Metrics calculated at close of trading on 25-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
18,416.19 |
18,932.84 |
516.65 |
2.8% |
16,282.69 |
High |
19,419.29 |
19,482.13 |
62.84 |
0.3% |
18,802.83 |
Low |
18,130.05 |
18,665.82 |
535.77 |
3.0% |
15,725.25 |
Close |
18,932.84 |
18,863.82 |
-69.02 |
-0.4% |
18,591.62 |
Range |
1,289.24 |
816.31 |
-472.93 |
-36.7% |
3,077.58 |
ATR |
848.17 |
845.89 |
-2.28 |
-0.3% |
0.00 |
Volume |
105,990 |
72,983 |
-33,007 |
-31.1% |
387,679 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,452.85 |
20,974.65 |
19,312.79 |
|
R3 |
20,636.54 |
20,158.34 |
19,088.31 |
|
R2 |
19,820.23 |
19,820.23 |
19,013.48 |
|
R1 |
19,342.03 |
19,342.03 |
18,938.65 |
19,172.98 |
PP |
19,003.92 |
19,003.92 |
19,003.92 |
18,919.40 |
S1 |
18,525.72 |
18,525.72 |
18,788.99 |
18,356.67 |
S2 |
18,187.61 |
18,187.61 |
18,714.16 |
|
S3 |
17,371.30 |
17,709.41 |
18,639.33 |
|
S4 |
16,554.99 |
16,893.10 |
18,414.85 |
|
|
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 |
19,482.13 |
17,367.55 |
2,114.58 |
11.2% |
1,064.77 |
5.6% |
71% |
True |
False |
78,814 |
10 |
19,482.13 |
15,503.51 |
3,978.62 |
21.1% |
1,008.47 |
5.3% |
84% |
True |
False |
78,555 |
20 |
19,482.13 |
12,992.95 |
6,489.18 |
34.4% |
889.71 |
4.7% |
90% |
True |
False |
72,945 |
40 |
19,482.13 |
10,391.47 |
9,090.66 |
48.2% |
672.30 |
3.6% |
93% |
True |
False |
55,457 |
60 |
19,482.13 |
9,858.94 |
9,623.19 |
51.0% |
595.08 |
3.2% |
94% |
True |
False |
48,513 |
80 |
19,482.13 |
9,858.94 |
9,623.19 |
51.0% |
561.43 |
3.0% |
94% |
True |
False |
45,795 |
100 |
19,482.13 |
9,037.31 |
10,444.82 |
55.4% |
526.30 |
2.8% |
94% |
True |
False |
44,901 |
120 |
19,482.13 |
8,848.18 |
10,633.95 |
56.4% |
491.31 |
2.6% |
94% |
True |
False |
43,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,951.45 |
2.618 |
21,619.23 |
1.618 |
20,802.92 |
1.000 |
20,298.44 |
0.618 |
19,986.61 |
HIGH |
19,482.13 |
0.618 |
19,170.30 |
0.500 |
19,073.98 |
0.382 |
18,977.65 |
LOW |
18,665.82 |
0.618 |
18,161.34 |
1.000 |
17,849.51 |
1.618 |
17,345.03 |
2.618 |
16,528.72 |
4.250 |
15,196.50 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
19,073.98 |
18,762.65 |
PP |
19,003.92 |
18,661.48 |
S1 |
18,933.87 |
18,560.31 |
|