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 |
1,835.7 |
1,805.2 |
-30.5 |
-1.7% |
1,886.6 |
High |
1,836.9 |
1,816.3 |
-20.6 |
-1.1% |
1,898.0 |
Low |
1,797.1 |
1,798.6 |
1.5 |
0.1% |
1,850.0 |
Close |
1,804.6 |
1,805.5 |
0.9 |
0.0% |
1,872.4 |
Range |
39.8 |
17.7 |
-22.1 |
-55.5% |
48.0 |
ATR |
32.7 |
31.7 |
-1.1 |
-3.3% |
0.0 |
Volume |
367,879 |
205,754 |
-162,125 |
-44.1% |
1,001,334 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.9 |
1,850.4 |
1,815.2 |
|
R3 |
1,842.2 |
1,832.7 |
1,810.4 |
|
R2 |
1,824.5 |
1,824.5 |
1,808.7 |
|
R1 |
1,815.0 |
1,815.0 |
1,807.1 |
1,819.8 |
PP |
1,806.8 |
1,806.8 |
1,806.8 |
1,809.2 |
S1 |
1,797.3 |
1,797.3 |
1,803.9 |
1,802.1 |
S2 |
1,789.1 |
1,789.1 |
1,802.3 |
|
S3 |
1,771.4 |
1,779.6 |
1,800.6 |
|
S4 |
1,753.7 |
1,761.9 |
1,795.8 |
|
|
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 |
1,879.2 |
1,797.1 |
82.1 |
4.5% |
29.4 |
1.6% |
10% |
False |
False |
260,360 |
10 |
1,898.0 |
1,797.1 |
100.9 |
5.6% |
27.0 |
1.5% |
8% |
False |
False |
226,709 |
20 |
1,966.1 |
1,797.1 |
169.0 |
9.4% |
33.1 |
1.8% |
5% |
False |
False |
242,805 |
40 |
1,966.1 |
1,797.1 |
169.0 |
9.4% |
30.4 |
1.7% |
5% |
False |
False |
220,891 |
60 |
1,983.8 |
1,797.1 |
186.7 |
10.3% |
31.0 |
1.7% |
4% |
False |
False |
240,892 |
80 |
2,089.2 |
1,797.1 |
292.1 |
16.2% |
36.3 |
2.0% |
3% |
False |
False |
268,563 |
100 |
2,089.2 |
1,797.1 |
292.1 |
16.2% |
35.3 |
2.0% |
3% |
False |
False |
234,976 |
120 |
2,089.2 |
1,715.9 |
373.3 |
20.7% |
33.8 |
1.9% |
24% |
False |
False |
197,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,891.5 |
2.618 |
1,862.6 |
1.618 |
1,844.9 |
1.000 |
1,834.0 |
0.618 |
1,827.2 |
HIGH |
1,816.3 |
0.618 |
1,809.5 |
0.500 |
1,807.5 |
0.382 |
1,805.4 |
LOW |
1,798.6 |
0.618 |
1,787.7 |
1.000 |
1,780.9 |
1.618 |
1,770.0 |
2.618 |
1,752.3 |
4.250 |
1,723.4 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,807.5 |
1,836.1 |
PP |
1,806.8 |
1,825.9 |
S1 |
1,806.2 |
1,815.7 |
|