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 |
13,222.0 |
13,344.5 |
122.5 |
0.9% |
13,166.5 |
High |
13,329.0 |
13,370.5 |
41.5 |
0.3% |
13,275.0 |
Low |
13,183.0 |
13,226.0 |
43.0 |
0.3% |
13,024.5 |
Close |
13,286.0 |
13,299.0 |
13.0 |
0.1% |
13,124.0 |
Range |
146.0 |
144.5 |
-1.5 |
-1.0% |
250.5 |
ATR |
259.9 |
251.7 |
-8.2 |
-3.2% |
0.0 |
Volume |
61,762 |
57,823 |
-3,939 |
-6.4% |
308,906 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,732.0 |
13,660.0 |
13,378.5 |
|
R3 |
13,587.5 |
13,515.5 |
13,338.7 |
|
R2 |
13,443.0 |
13,443.0 |
13,325.5 |
|
R1 |
13,371.0 |
13,371.0 |
13,312.2 |
13,334.8 |
PP |
13,298.5 |
13,298.5 |
13,298.5 |
13,280.4 |
S1 |
13,226.5 |
13,226.5 |
13,285.8 |
13,190.3 |
S2 |
13,154.0 |
13,154.0 |
13,272.5 |
|
S3 |
13,009.5 |
13,082.0 |
13,259.3 |
|
S4 |
12,865.0 |
12,937.5 |
13,219.5 |
|
|
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 |
13,370.5 |
13,024.5 |
346.0 |
2.6% |
146.4 |
1.1% |
79% |
True |
False |
61,654 |
10 |
13,370.5 |
12,921.0 |
449.5 |
3.4% |
171.0 |
1.3% |
84% |
True |
False |
63,336 |
20 |
13,370.5 |
11,313.5 |
2,057.0 |
15.5% |
267.4 |
2.0% |
97% |
True |
False |
80,635 |
40 |
13,370.5 |
11,313.5 |
2,057.0 |
15.5% |
255.8 |
1.9% |
97% |
True |
False |
81,582 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
260.9 |
2.0% |
94% |
False |
False |
69,666 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
242.3 |
1.8% |
94% |
False |
False |
52,275 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
232.0 |
1.7% |
94% |
False |
False |
41,839 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
232.7 |
1.7% |
94% |
False |
False |
34,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,984.6 |
2.618 |
13,748.8 |
1.618 |
13,604.3 |
1.000 |
13,515.0 |
0.618 |
13,459.8 |
HIGH |
13,370.5 |
0.618 |
13,315.3 |
0.500 |
13,298.3 |
0.382 |
13,281.2 |
LOW |
13,226.0 |
0.618 |
13,136.7 |
1.000 |
13,081.5 |
1.618 |
12,992.2 |
2.618 |
12,847.7 |
4.250 |
12,611.9 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,298.8 |
13,280.4 |
PP |
13,298.5 |
13,261.8 |
S1 |
13,298.3 |
13,243.3 |
|