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 |
3,466.0 |
3,486.0 |
20.0 |
0.6% |
3,457.0 |
High |
3,504.0 |
3,517.0 |
13.0 |
0.4% |
3,495.0 |
Low |
3,458.0 |
3,480.0 |
22.0 |
0.6% |
3,436.0 |
Close |
3,470.0 |
3,505.0 |
35.0 |
1.0% |
3,463.0 |
Range |
46.0 |
37.0 |
-9.0 |
-19.6% |
59.0 |
ATR |
71.5 |
69.8 |
-1.8 |
-2.5% |
0.0 |
Volume |
779,491 |
771,375 |
-8,116 |
-1.0% |
4,156,951 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,611.7 |
3,595.3 |
3,525.4 |
|
R3 |
3,574.7 |
3,558.3 |
3,515.2 |
|
R2 |
3,537.7 |
3,537.7 |
3,511.8 |
|
R1 |
3,521.3 |
3,521.3 |
3,508.4 |
3,529.5 |
PP |
3,500.7 |
3,500.7 |
3,500.7 |
3,504.8 |
S1 |
3,484.3 |
3,484.3 |
3,501.6 |
3,492.5 |
S2 |
3,463.7 |
3,463.7 |
3,498.2 |
|
S3 |
3,426.7 |
3,447.3 |
3,494.8 |
|
S4 |
3,389.7 |
3,410.3 |
3,484.7 |
|
|
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 |
3,517.0 |
3,436.0 |
81.0 |
2.3% |
38.6 |
1.1% |
85% |
True |
False |
786,600 |
10 |
3,517.0 |
3,392.0 |
125.0 |
3.6% |
47.4 |
1.4% |
90% |
True |
False |
862,760 |
20 |
3,517.0 |
2,887.0 |
630.0 |
18.0% |
77.8 |
2.2% |
98% |
True |
False |
1,206,135 |
40 |
3,517.0 |
2,887.0 |
630.0 |
18.0% |
67.2 |
1.9% |
98% |
True |
False |
1,028,155 |
60 |
3,517.0 |
2,887.0 |
630.0 |
18.0% |
68.1 |
1.9% |
98% |
True |
False |
912,595 |
80 |
3,517.0 |
2,887.0 |
630.0 |
18.0% |
63.7 |
1.8% |
98% |
True |
False |
685,795 |
100 |
3,517.0 |
2,887.0 |
630.0 |
18.0% |
61.7 |
1.8% |
98% |
True |
False |
548,899 |
120 |
3,517.0 |
2,887.0 |
630.0 |
18.0% |
61.7 |
1.8% |
98% |
True |
False |
458,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,674.3 |
2.618 |
3,613.9 |
1.618 |
3,576.9 |
1.000 |
3,554.0 |
0.618 |
3,539.9 |
HIGH |
3,517.0 |
0.618 |
3,502.9 |
0.500 |
3,498.5 |
0.382 |
3,494.1 |
LOW |
3,480.0 |
0.618 |
3,457.1 |
1.000 |
3,443.0 |
1.618 |
3,420.1 |
2.618 |
3,383.1 |
4.250 |
3,322.8 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,502.8 |
3,495.8 |
PP |
3,500.7 |
3,486.7 |
S1 |
3,498.5 |
3,477.5 |
|