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 |
1,869.8 |
1,835.7 |
-34.1 |
-1.8% |
1,886.6 |
High |
1,875.0 |
1,836.9 |
-38.1 |
-2.0% |
1,898.0 |
Low |
1,828.0 |
1,797.1 |
-30.9 |
-1.7% |
1,850.0 |
Close |
1,837.8 |
1,804.6 |
-33.2 |
-1.8% |
1,872.4 |
Range |
47.0 |
39.8 |
-7.2 |
-15.3% |
48.0 |
ATR |
32.1 |
32.7 |
0.6 |
1.9% |
0.0 |
Volume |
319,657 |
367,879 |
48,222 |
15.1% |
1,001,334 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.3 |
1,908.2 |
1,826.5 |
|
R3 |
1,892.5 |
1,868.4 |
1,815.5 |
|
R2 |
1,852.7 |
1,852.7 |
1,811.9 |
|
R1 |
1,828.6 |
1,828.6 |
1,808.2 |
1,820.8 |
PP |
1,812.9 |
1,812.9 |
1,812.9 |
1,808.9 |
S1 |
1,788.8 |
1,788.8 |
1,801.0 |
1,781.0 |
S2 |
1,773.1 |
1,773.1 |
1,797.3 |
|
S3 |
1,733.3 |
1,749.0 |
1,793.7 |
|
S4 |
1,693.5 |
1,709.2 |
1,782.7 |
|
|
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 |
1,884.2 |
1,797.1 |
87.1 |
4.8% |
30.7 |
1.7% |
9% |
False |
True |
261,009 |
10 |
1,898.0 |
1,797.1 |
100.9 |
5.6% |
28.1 |
1.6% |
7% |
False |
True |
227,651 |
20 |
1,966.1 |
1,797.1 |
169.0 |
9.4% |
34.4 |
1.9% |
4% |
False |
True |
247,371 |
40 |
1,966.1 |
1,797.1 |
169.0 |
9.4% |
30.5 |
1.7% |
4% |
False |
True |
222,243 |
60 |
2,001.2 |
1,797.1 |
204.1 |
11.3% |
31.3 |
1.7% |
4% |
False |
True |
242,544 |
80 |
2,089.2 |
1,797.1 |
292.1 |
16.2% |
36.8 |
2.0% |
3% |
False |
True |
269,421 |
100 |
2,089.2 |
1,797.1 |
292.1 |
16.2% |
35.4 |
2.0% |
3% |
False |
True |
233,104 |
120 |
2,089.2 |
1,700.1 |
389.1 |
21.6% |
33.9 |
1.9% |
27% |
False |
False |
195,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.1 |
2.618 |
1,941.1 |
1.618 |
1,901.3 |
1.000 |
1,876.7 |
0.618 |
1,861.5 |
HIGH |
1,836.9 |
0.618 |
1,821.7 |
0.500 |
1,817.0 |
0.382 |
1,812.3 |
LOW |
1,797.1 |
0.618 |
1,772.5 |
1.000 |
1,757.3 |
1.618 |
1,732.7 |
2.618 |
1,692.9 |
4.250 |
1,628.0 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,817.0 |
1,838.2 |
PP |
1,812.9 |
1,827.0 |
S1 |
1,808.7 |
1,815.8 |
|