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 |
6,326.5 |
6,352.5 |
26.0 |
0.4% |
6,353.5 |
High |
6,380.0 |
6,378.5 |
-1.5 |
0.0% |
6,451.5 |
Low |
6,306.5 |
6,307.5 |
1.0 |
0.0% |
6,295.0 |
Close |
6,334.5 |
6,332.0 |
-2.5 |
0.0% |
6,334.5 |
Range |
73.5 |
71.0 |
-2.5 |
-3.4% |
156.5 |
ATR |
123.8 |
120.1 |
-3.8 |
-3.0% |
0.0 |
Volume |
110,942 |
86,523 |
-24,419 |
-22.0% |
563,501 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,552.5 |
6,513.0 |
6,371.0 |
|
R3 |
6,481.5 |
6,442.0 |
6,351.5 |
|
R2 |
6,410.5 |
6,410.5 |
6,345.0 |
|
R1 |
6,371.0 |
6,371.0 |
6,338.5 |
6,355.0 |
PP |
6,339.5 |
6,339.5 |
6,339.5 |
6,331.5 |
S1 |
6,300.0 |
6,300.0 |
6,325.5 |
6,284.0 |
S2 |
6,268.5 |
6,268.5 |
6,319.0 |
|
S3 |
6,197.5 |
6,229.0 |
6,312.5 |
|
S4 |
6,126.5 |
6,158.0 |
6,293.0 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,830.0 |
6,738.5 |
6,420.5 |
|
R3 |
6,673.5 |
6,582.0 |
6,377.5 |
|
R2 |
6,517.0 |
6,517.0 |
6,363.0 |
|
R1 |
6,425.5 |
6,425.5 |
6,349.0 |
6,393.0 |
PP |
6,360.5 |
6,360.5 |
6,360.5 |
6,344.0 |
S1 |
6,269.0 |
6,269.0 |
6,320.0 |
6,236.5 |
S2 |
6,204.0 |
6,204.0 |
6,306.0 |
|
S3 |
6,047.5 |
6,112.5 |
6,291.5 |
|
S4 |
5,891.0 |
5,956.0 |
6,248.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,411.0 |
6,295.0 |
116.0 |
1.8% |
80.5 |
1.3% |
32% |
False |
False |
108,907 |
10 |
6,451.5 |
6,083.0 |
368.5 |
5.8% |
108.0 |
1.7% |
68% |
False |
False |
120,608 |
20 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
129.5 |
2.0% |
88% |
False |
False |
123,582 |
40 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
111.0 |
1.8% |
88% |
False |
False |
105,379 |
60 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
110.5 |
1.7% |
88% |
False |
False |
101,791 |
80 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
93.5 |
1.5% |
88% |
False |
False |
76,422 |
100 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
77.5 |
1.2% |
88% |
False |
False |
61,139 |
120 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
70.0 |
1.1% |
88% |
False |
False |
50,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,680.0 |
2.618 |
6,564.5 |
1.618 |
6,493.5 |
1.000 |
6,449.5 |
0.618 |
6,422.5 |
HIGH |
6,378.5 |
0.618 |
6,351.5 |
0.500 |
6,343.0 |
0.382 |
6,334.5 |
LOW |
6,307.5 |
0.618 |
6,263.5 |
1.000 |
6,236.5 |
1.618 |
6,192.5 |
2.618 |
6,121.5 |
4.250 |
6,006.0 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,343.0 |
6,338.0 |
PP |
6,339.5 |
6,336.0 |
S1 |
6,335.5 |
6,334.0 |
|