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 |
13,093.0 |
13,132.0 |
39.0 |
0.3% |
13,166.5 |
High |
13,164.0 |
13,308.5 |
144.5 |
1.1% |
13,275.0 |
Low |
13,032.0 |
13,116.0 |
84.0 |
0.6% |
13,024.5 |
Close |
13,124.0 |
13,163.0 |
39.0 |
0.3% |
13,124.0 |
Range |
132.0 |
192.5 |
60.5 |
45.8% |
250.5 |
ATR |
272.9 |
267.1 |
-5.7 |
-2.1% |
0.0 |
Volume |
61,569 |
69,617 |
8,048 |
13.1% |
308,906 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,773.3 |
13,660.7 |
13,268.9 |
|
R3 |
13,580.8 |
13,468.2 |
13,215.9 |
|
R2 |
13,388.3 |
13,388.3 |
13,198.3 |
|
R1 |
13,275.7 |
13,275.7 |
13,180.6 |
13,332.0 |
PP |
13,195.8 |
13,195.8 |
13,195.8 |
13,224.0 |
S1 |
13,083.2 |
13,083.2 |
13,145.4 |
13,139.5 |
S2 |
13,003.3 |
13,003.3 |
13,127.7 |
|
S3 |
12,810.8 |
12,890.7 |
13,110.1 |
|
S4 |
12,618.3 |
12,698.2 |
13,057.1 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,892.7 |
13,758.8 |
13,261.8 |
|
R3 |
13,642.2 |
13,508.3 |
13,192.9 |
|
R2 |
13,391.7 |
13,391.7 |
13,169.9 |
|
R1 |
13,257.8 |
13,257.8 |
13,147.0 |
13,199.5 |
PP |
13,141.2 |
13,141.2 |
13,141.2 |
13,112.0 |
S1 |
13,007.3 |
13,007.3 |
13,101.0 |
12,949.0 |
S2 |
12,890.7 |
12,890.7 |
13,078.1 |
|
S3 |
12,640.2 |
12,756.8 |
13,055.1 |
|
S4 |
12,389.7 |
12,506.3 |
12,986.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,308.5 |
13,024.5 |
284.0 |
2.2% |
140.7 |
1.1% |
49% |
True |
False |
60,888 |
10 |
13,308.5 |
12,865.5 |
443.0 |
3.4% |
193.4 |
1.5% |
67% |
True |
False |
68,488 |
20 |
13,308.5 |
11,313.5 |
1,995.0 |
15.2% |
295.4 |
2.2% |
93% |
True |
False |
87,971 |
40 |
13,308.5 |
11,313.5 |
1,995.0 |
15.2% |
259.3 |
2.0% |
93% |
True |
False |
82,058 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
265.8 |
2.0% |
87% |
False |
False |
67,686 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
242.2 |
1.8% |
87% |
False |
False |
50,782 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
231.2 |
1.8% |
87% |
False |
False |
40,645 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
233.0 |
1.8% |
87% |
False |
False |
33,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,126.6 |
2.618 |
13,812.5 |
1.618 |
13,620.0 |
1.000 |
13,501.0 |
0.618 |
13,427.5 |
HIGH |
13,308.5 |
0.618 |
13,235.0 |
0.500 |
13,212.3 |
0.382 |
13,189.5 |
LOW |
13,116.0 |
0.618 |
12,997.0 |
1.000 |
12,923.5 |
1.618 |
12,804.5 |
2.618 |
12,612.0 |
4.250 |
12,297.9 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,212.3 |
13,166.5 |
PP |
13,195.8 |
13,165.3 |
S1 |
13,179.4 |
13,164.2 |
|