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 |
3,486.0 |
3,519.0 |
33.0 |
0.9% |
3,457.0 |
High |
3,517.0 |
3,529.0 |
12.0 |
0.3% |
3,495.0 |
Low |
3,480.0 |
3,490.0 |
10.0 |
0.3% |
3,436.0 |
Close |
3,505.0 |
3,512.0 |
7.0 |
0.2% |
3,463.0 |
Range |
37.0 |
39.0 |
2.0 |
5.4% |
59.0 |
ATR |
69.8 |
67.6 |
-2.2 |
-3.2% |
0.0 |
Volume |
771,375 |
766,139 |
-5,236 |
-0.7% |
4,156,951 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,627.3 |
3,608.7 |
3,533.5 |
|
R3 |
3,588.3 |
3,569.7 |
3,522.7 |
|
R2 |
3,549.3 |
3,549.3 |
3,519.2 |
|
R1 |
3,530.7 |
3,530.7 |
3,515.6 |
3,520.5 |
PP |
3,510.3 |
3,510.3 |
3,510.3 |
3,505.3 |
S1 |
3,491.7 |
3,491.7 |
3,508.4 |
3,481.5 |
S2 |
3,471.3 |
3,471.3 |
3,504.9 |
|
S3 |
3,432.3 |
3,452.7 |
3,501.3 |
|
S4 |
3,393.3 |
3,413.7 |
3,490.6 |
|
|
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 |
3,529.0 |
3,436.0 |
93.0 |
2.6% |
38.6 |
1.1% |
82% |
True |
False |
790,859 |
10 |
3,529.0 |
3,392.0 |
137.0 |
3.9% |
46.3 |
1.3% |
88% |
True |
False |
835,503 |
20 |
3,529.0 |
2,887.0 |
642.0 |
18.3% |
74.1 |
2.1% |
97% |
True |
False |
1,140,291 |
40 |
3,529.0 |
2,887.0 |
642.0 |
18.3% |
66.7 |
1.9% |
97% |
True |
False |
1,020,471 |
60 |
3,529.0 |
2,887.0 |
642.0 |
18.3% |
67.7 |
1.9% |
97% |
True |
False |
925,334 |
80 |
3,529.0 |
2,887.0 |
642.0 |
18.3% |
63.7 |
1.8% |
97% |
True |
False |
695,270 |
100 |
3,529.0 |
2,887.0 |
642.0 |
18.3% |
61.7 |
1.8% |
97% |
True |
False |
556,559 |
120 |
3,529.0 |
2,887.0 |
642.0 |
18.3% |
61.8 |
1.8% |
97% |
True |
False |
464,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,694.8 |
2.618 |
3,631.1 |
1.618 |
3,592.1 |
1.000 |
3,568.0 |
0.618 |
3,553.1 |
HIGH |
3,529.0 |
0.618 |
3,514.1 |
0.500 |
3,509.5 |
0.382 |
3,504.9 |
LOW |
3,490.0 |
0.618 |
3,465.9 |
1.000 |
3,451.0 |
1.618 |
3,426.9 |
2.618 |
3,387.9 |
4.250 |
3,324.3 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,511.2 |
3,505.8 |
PP |
3,510.3 |
3,499.7 |
S1 |
3,509.5 |
3,493.5 |
|