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 |
6,352.5 |
6,363.0 |
10.5 |
0.2% |
6,353.5 |
High |
6,378.5 |
6,440.5 |
62.0 |
1.0% |
6,451.5 |
Low |
6,307.5 |
6,351.5 |
44.0 |
0.7% |
6,295.0 |
Close |
6,332.0 |
6,411.0 |
79.0 |
1.2% |
6,334.5 |
Range |
71.0 |
89.0 |
18.0 |
25.4% |
156.5 |
ATR |
120.1 |
119.2 |
-0.8 |
-0.7% |
0.0 |
Volume |
86,523 |
111,408 |
24,885 |
28.8% |
563,501 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,668.0 |
6,628.5 |
6,460.0 |
|
R3 |
6,579.0 |
6,539.5 |
6,435.5 |
|
R2 |
6,490.0 |
6,490.0 |
6,427.5 |
|
R1 |
6,450.5 |
6,450.5 |
6,419.0 |
6,470.0 |
PP |
6,401.0 |
6,401.0 |
6,401.0 |
6,411.0 |
S1 |
6,361.5 |
6,361.5 |
6,403.0 |
6,381.0 |
S2 |
6,312.0 |
6,312.0 |
6,394.5 |
|
S3 |
6,223.0 |
6,272.5 |
6,386.5 |
|
S4 |
6,134.0 |
6,183.5 |
6,362.0 |
|
|
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 |
6,440.5 |
6,296.5 |
144.0 |
2.2% |
75.0 |
1.2% |
80% |
True |
False |
102,914 |
10 |
6,451.5 |
6,239.0 |
212.5 |
3.3% |
96.0 |
1.5% |
81% |
False |
False |
111,298 |
20 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
128.0 |
2.0% |
96% |
False |
False |
123,932 |
40 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
110.5 |
1.7% |
96% |
False |
False |
105,737 |
60 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
110.0 |
1.7% |
96% |
False |
False |
103,637 |
80 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
95.0 |
1.5% |
96% |
False |
False |
77,814 |
100 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
78.5 |
1.2% |
96% |
False |
False |
62,253 |
120 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
70.5 |
1.1% |
96% |
False |
False |
51,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,819.0 |
2.618 |
6,673.5 |
1.618 |
6,584.5 |
1.000 |
6,529.5 |
0.618 |
6,495.5 |
HIGH |
6,440.5 |
0.618 |
6,406.5 |
0.500 |
6,396.0 |
0.382 |
6,385.5 |
LOW |
6,351.5 |
0.618 |
6,296.5 |
1.000 |
6,262.5 |
1.618 |
6,207.5 |
2.618 |
6,118.5 |
4.250 |
5,973.0 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,406.0 |
6,398.5 |
PP |
6,401.0 |
6,386.0 |
S1 |
6,396.0 |
6,373.5 |
|