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 |
1,864.8 |
1,869.8 |
5.0 |
0.3% |
1,886.6 |
High |
1,879.2 |
1,875.0 |
-4.2 |
-0.2% |
1,898.0 |
Low |
1,859.1 |
1,828.0 |
-31.1 |
-1.7% |
1,850.0 |
Close |
1,872.4 |
1,837.8 |
-34.6 |
-1.8% |
1,872.4 |
Range |
20.1 |
47.0 |
26.9 |
133.8% |
48.0 |
ATR |
31.0 |
32.1 |
1.1 |
3.7% |
0.0 |
Volume |
186,166 |
319,657 |
133,491 |
71.7% |
1,001,334 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.9 |
1,959.9 |
1,863.7 |
|
R3 |
1,940.9 |
1,912.9 |
1,850.7 |
|
R2 |
1,893.9 |
1,893.9 |
1,846.4 |
|
R1 |
1,865.9 |
1,865.9 |
1,842.1 |
1,856.4 |
PP |
1,846.9 |
1,846.9 |
1,846.9 |
1,842.2 |
S1 |
1,818.9 |
1,818.9 |
1,833.5 |
1,809.4 |
S2 |
1,799.9 |
1,799.9 |
1,829.2 |
|
S3 |
1,752.9 |
1,771.9 |
1,824.9 |
|
S4 |
1,705.9 |
1,724.9 |
1,812.0 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,017.5 |
1,992.9 |
1,898.8 |
|
R3 |
1,969.5 |
1,944.9 |
1,885.6 |
|
R2 |
1,921.5 |
1,921.5 |
1,881.2 |
|
R1 |
1,896.9 |
1,896.9 |
1,876.8 |
1,885.2 |
PP |
1,873.5 |
1,873.5 |
1,873.5 |
1,867.6 |
S1 |
1,848.9 |
1,848.9 |
1,868.0 |
1,837.2 |
S2 |
1,825.5 |
1,825.5 |
1,863.6 |
|
S3 |
1,777.5 |
1,800.9 |
1,859.2 |
|
S4 |
1,729.5 |
1,752.9 |
1,846.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,892.7 |
1,828.0 |
64.7 |
3.5% |
26.0 |
1.4% |
15% |
False |
True |
219,610 |
10 |
1,898.0 |
1,828.0 |
70.0 |
3.8% |
27.1 |
1.5% |
14% |
False |
True |
217,350 |
20 |
1,966.1 |
1,828.0 |
138.1 |
7.5% |
33.1 |
1.8% |
7% |
False |
True |
236,642 |
40 |
1,966.1 |
1,828.0 |
138.1 |
7.5% |
30.1 |
1.6% |
7% |
False |
True |
218,491 |
60 |
2,001.2 |
1,828.0 |
173.2 |
9.4% |
31.0 |
1.7% |
6% |
False |
True |
240,498 |
80 |
2,089.2 |
1,828.0 |
261.2 |
14.2% |
36.7 |
2.0% |
4% |
False |
True |
267,057 |
100 |
2,089.2 |
1,801.6 |
287.6 |
15.6% |
35.2 |
1.9% |
13% |
False |
False |
229,530 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.7% |
34.0 |
1.8% |
37% |
False |
False |
192,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.8 |
2.618 |
1,998.0 |
1.618 |
1,951.0 |
1.000 |
1,922.0 |
0.618 |
1,904.0 |
HIGH |
1,875.0 |
0.618 |
1,857.0 |
0.500 |
1,851.5 |
0.382 |
1,846.0 |
LOW |
1,828.0 |
0.618 |
1,799.0 |
1.000 |
1,781.0 |
1.618 |
1,752.0 |
2.618 |
1,705.0 |
4.250 |
1,628.3 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,851.5 |
1,853.6 |
PP |
1,846.9 |
1,848.3 |
S1 |
1,842.4 |
1,843.1 |
|