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 |
13,132.0 |
13,222.0 |
90.0 |
0.7% |
13,166.5 |
High |
13,308.5 |
13,329.0 |
20.5 |
0.2% |
13,275.0 |
Low |
13,116.0 |
13,183.0 |
67.0 |
0.5% |
13,024.5 |
Close |
13,163.0 |
13,286.0 |
123.0 |
0.9% |
13,124.0 |
Range |
192.5 |
146.0 |
-46.5 |
-24.2% |
250.5 |
ATR |
267.1 |
259.9 |
-7.2 |
-2.7% |
0.0 |
Volume |
69,617 |
61,762 |
-7,855 |
-11.3% |
308,906 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,704.0 |
13,641.0 |
13,366.3 |
|
R3 |
13,558.0 |
13,495.0 |
13,326.2 |
|
R2 |
13,412.0 |
13,412.0 |
13,312.8 |
|
R1 |
13,349.0 |
13,349.0 |
13,299.4 |
13,380.5 |
PP |
13,266.0 |
13,266.0 |
13,266.0 |
13,281.8 |
S1 |
13,203.0 |
13,203.0 |
13,272.6 |
13,234.5 |
S2 |
13,120.0 |
13,120.0 |
13,259.2 |
|
S3 |
12,974.0 |
13,057.0 |
13,245.9 |
|
S4 |
12,828.0 |
12,911.0 |
13,205.7 |
|
|
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 |
13,329.0 |
13,024.5 |
304.5 |
2.3% |
145.8 |
1.1% |
86% |
True |
False |
61,882 |
10 |
13,329.0 |
12,921.0 |
408.0 |
3.1% |
171.3 |
1.3% |
89% |
True |
False |
64,556 |
20 |
13,329.0 |
11,313.5 |
2,015.5 |
15.2% |
285.6 |
2.1% |
98% |
True |
False |
85,764 |
40 |
13,329.0 |
11,313.5 |
2,015.5 |
15.2% |
257.6 |
1.9% |
98% |
True |
False |
82,006 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
263.9 |
2.0% |
93% |
False |
False |
68,714 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
242.1 |
1.8% |
93% |
False |
False |
51,554 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
231.6 |
1.7% |
93% |
False |
False |
41,262 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
232.0 |
1.7% |
93% |
False |
False |
34,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,949.5 |
2.618 |
13,711.2 |
1.618 |
13,565.2 |
1.000 |
13,475.0 |
0.618 |
13,419.2 |
HIGH |
13,329.0 |
0.618 |
13,273.2 |
0.500 |
13,256.0 |
0.382 |
13,238.8 |
LOW |
13,183.0 |
0.618 |
13,092.8 |
1.000 |
13,037.0 |
1.618 |
12,946.8 |
2.618 |
12,800.8 |
4.250 |
12,562.5 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,276.0 |
13,250.8 |
PP |
13,266.0 |
13,215.7 |
S1 |
13,256.0 |
13,180.5 |
|