| 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 |
6,363.0 |
6,445.0 |
82.0 |
1.3% |
6,353.5 |
| High |
6,440.5 |
6,472.5 |
32.0 |
0.5% |
6,451.5 |
| Low |
6,351.5 |
6,359.0 |
7.5 |
0.1% |
6,295.0 |
| Close |
6,411.0 |
6,373.0 |
-38.0 |
-0.6% |
6,334.5 |
| Range |
89.0 |
113.5 |
24.5 |
27.5% |
156.5 |
| ATR |
119.2 |
118.8 |
-0.4 |
-0.3% |
0.0 |
| Volume |
111,408 |
92,572 |
-18,836 |
-16.9% |
563,501 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,742.0 |
6,671.0 |
6,435.5 |
|
| R3 |
6,628.5 |
6,557.5 |
6,404.0 |
|
| R2 |
6,515.0 |
6,515.0 |
6,394.0 |
|
| R1 |
6,444.0 |
6,444.0 |
6,383.5 |
6,423.0 |
| PP |
6,401.5 |
6,401.5 |
6,401.5 |
6,391.0 |
| S1 |
6,330.5 |
6,330.5 |
6,362.5 |
6,309.0 |
| S2 |
6,288.0 |
6,288.0 |
6,352.0 |
|
| S3 |
6,174.5 |
6,217.0 |
6,342.0 |
|
| S4 |
6,061.0 |
6,103.5 |
6,310.5 |
|
|
| 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 |
6,472.5 |
6,296.5 |
176.0 |
2.8% |
82.0 |
1.3% |
43% |
True |
False |
102,906 |
| 10 |
6,472.5 |
6,246.0 |
226.5 |
3.6% |
93.5 |
1.5% |
56% |
True |
False |
107,153 |
| 20 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
124.0 |
1.9% |
90% |
True |
False |
121,227 |
| 40 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
111.0 |
1.7% |
90% |
True |
False |
105,324 |
| 60 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
111.0 |
1.7% |
90% |
True |
False |
105,178 |
| 80 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
96.0 |
1.5% |
90% |
True |
False |
78,971 |
| 100 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
79.5 |
1.3% |
90% |
True |
False |
63,179 |
| 120 |
6,472.5 |
5,463.0 |
1,009.5 |
15.8% |
71.0 |
1.1% |
90% |
True |
False |
52,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,955.0 |
|
2.618 |
6,769.5 |
|
1.618 |
6,656.0 |
|
1.000 |
6,586.0 |
|
0.618 |
6,542.5 |
|
HIGH |
6,472.5 |
|
0.618 |
6,429.0 |
|
0.500 |
6,416.0 |
|
0.382 |
6,402.5 |
|
LOW |
6,359.0 |
|
0.618 |
6,289.0 |
|
1.000 |
6,245.5 |
|
1.618 |
6,175.5 |
|
2.618 |
6,062.0 |
|
4.250 |
5,876.5 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,416.0 |
6,390.0 |
| PP |
6,401.5 |
6,384.5 |
| S1 |
6,387.0 |
6,378.5 |
|