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 |
3,451.0 |
3,466.0 |
15.0 |
0.4% |
3,457.0 |
High |
3,479.0 |
3,504.0 |
25.0 |
0.7% |
3,495.0 |
Low |
3,438.0 |
3,458.0 |
20.0 |
0.6% |
3,436.0 |
Close |
3,463.0 |
3,470.0 |
7.0 |
0.2% |
3,463.0 |
Range |
41.0 |
46.0 |
5.0 |
12.2% |
59.0 |
ATR |
73.5 |
71.5 |
-2.0 |
-2.7% |
0.0 |
Volume |
907,715 |
779,491 |
-128,224 |
-14.1% |
4,156,951 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.3 |
3,588.7 |
3,495.3 |
|
R3 |
3,569.3 |
3,542.7 |
3,482.7 |
|
R2 |
3,523.3 |
3,523.3 |
3,478.4 |
|
R1 |
3,496.7 |
3,496.7 |
3,474.2 |
3,510.0 |
PP |
3,477.3 |
3,477.3 |
3,477.3 |
3,484.0 |
S1 |
3,450.7 |
3,450.7 |
3,465.8 |
3,464.0 |
S2 |
3,431.3 |
3,431.3 |
3,461.6 |
|
S3 |
3,385.3 |
3,404.7 |
3,457.4 |
|
S4 |
3,339.3 |
3,358.7 |
3,444.7 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.7 |
3,611.3 |
3,495.5 |
|
R3 |
3,582.7 |
3,552.3 |
3,479.2 |
|
R2 |
3,523.7 |
3,523.7 |
3,473.8 |
|
R1 |
3,493.3 |
3,493.3 |
3,468.4 |
3,508.5 |
PP |
3,464.7 |
3,464.7 |
3,464.7 |
3,472.3 |
S1 |
3,434.3 |
3,434.3 |
3,457.6 |
3,449.5 |
S2 |
3,405.7 |
3,405.7 |
3,452.2 |
|
S3 |
3,346.7 |
3,375.3 |
3,446.8 |
|
S4 |
3,287.7 |
3,316.3 |
3,430.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,504.0 |
3,436.0 |
68.0 |
2.0% |
39.0 |
1.1% |
50% |
True |
False |
778,797 |
10 |
3,504.0 |
3,345.0 |
159.0 |
4.6% |
55.0 |
1.6% |
79% |
True |
False |
967,025 |
20 |
3,504.0 |
2,887.0 |
617.0 |
17.8% |
80.1 |
2.3% |
94% |
True |
False |
1,222,714 |
40 |
3,504.0 |
2,887.0 |
617.0 |
17.8% |
67.4 |
1.9% |
94% |
True |
False |
1,024,652 |
60 |
3,504.0 |
2,887.0 |
617.0 |
17.8% |
68.8 |
2.0% |
94% |
True |
False |
900,114 |
80 |
3,504.0 |
2,887.0 |
617.0 |
17.8% |
64.4 |
1.9% |
94% |
True |
False |
676,156 |
100 |
3,504.0 |
2,887.0 |
617.0 |
17.8% |
61.8 |
1.8% |
94% |
True |
False |
541,199 |
120 |
3,504.0 |
2,887.0 |
617.0 |
17.8% |
61.5 |
1.8% |
94% |
True |
False |
452,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,699.5 |
2.618 |
3,624.4 |
1.618 |
3,578.4 |
1.000 |
3,550.0 |
0.618 |
3,532.4 |
HIGH |
3,504.0 |
0.618 |
3,486.4 |
0.500 |
3,481.0 |
0.382 |
3,475.6 |
LOW |
3,458.0 |
0.618 |
3,429.6 |
1.000 |
3,412.0 |
1.618 |
3,383.6 |
2.618 |
3,337.6 |
4.250 |
3,262.5 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,481.0 |
3,470.0 |
PP |
3,477.3 |
3,470.0 |
S1 |
3,473.7 |
3,470.0 |
|