| 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 |
3,546.50 |
3,576.00 |
29.50 |
0.8% |
3,587.00 |
| High |
3,588.00 |
3,640.00 |
52.00 |
1.4% |
3,637.00 |
| Low |
3,545.50 |
3,575.25 |
29.75 |
0.8% |
3,542.25 |
| Close |
3,576.00 |
3,632.75 |
56.75 |
1.6% |
3,554.25 |
| Range |
42.50 |
64.75 |
22.25 |
52.4% |
94.75 |
| ATR |
66.14 |
66.04 |
-0.10 |
-0.1% |
0.00 |
| Volume |
1,204,848 |
1,288,993 |
84,145 |
7.0% |
6,378,194 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,810.25 |
3,786.25 |
3,668.25 |
|
| R3 |
3,745.50 |
3,721.50 |
3,650.50 |
|
| R2 |
3,680.75 |
3,680.75 |
3,644.50 |
|
| R1 |
3,656.75 |
3,656.75 |
3,638.75 |
3,668.75 |
| PP |
3,616.00 |
3,616.00 |
3,616.00 |
3,622.00 |
| S1 |
3,592.00 |
3,592.00 |
3,626.75 |
3,604.00 |
| S2 |
3,551.25 |
3,551.25 |
3,621.00 |
|
| S3 |
3,486.50 |
3,527.25 |
3,615.00 |
|
| S4 |
3,421.75 |
3,462.50 |
3,597.25 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,862.00 |
3,803.00 |
3,606.25 |
|
| R3 |
3,767.25 |
3,708.25 |
3,580.25 |
|
| R2 |
3,672.50 |
3,672.50 |
3,571.50 |
|
| R1 |
3,613.50 |
3,613.50 |
3,563.00 |
3,595.50 |
| PP |
3,577.75 |
3,577.75 |
3,577.75 |
3,569.00 |
| S1 |
3,518.75 |
3,518.75 |
3,545.50 |
3,501.00 |
| S2 |
3,483.00 |
3,483.00 |
3,537.00 |
|
| S3 |
3,388.25 |
3,424.00 |
3,528.25 |
|
| S4 |
3,293.50 |
3,329.25 |
3,502.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,640.00 |
3,542.25 |
97.75 |
2.7% |
50.75 |
1.4% |
93% |
True |
False |
1,259,977 |
| 10 |
3,640.00 |
3,513.00 |
127.00 |
3.5% |
53.00 |
1.5% |
94% |
True |
False |
1,321,743 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.2% |
74.00 |
2.0% |
92% |
False |
False |
1,735,448 |
| 40 |
3,668.00 |
3,225.00 |
443.00 |
12.2% |
66.50 |
1.8% |
92% |
False |
False |
1,644,345 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
12.9% |
71.75 |
2.0% |
93% |
False |
False |
1,541,055 |
| 80 |
3,668.00 |
3,198.00 |
470.00 |
12.9% |
62.50 |
1.7% |
93% |
False |
False |
1,156,839 |
| 100 |
3,668.00 |
3,095.00 |
573.00 |
15.8% |
60.50 |
1.7% |
94% |
False |
False |
925,811 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
20.7% |
64.00 |
1.8% |
95% |
False |
False |
771,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,915.25 |
|
2.618 |
3,809.50 |
|
1.618 |
3,744.75 |
|
1.000 |
3,704.75 |
|
0.618 |
3,680.00 |
|
HIGH |
3,640.00 |
|
0.618 |
3,615.25 |
|
0.500 |
3,607.50 |
|
0.382 |
3,600.00 |
|
LOW |
3,575.25 |
|
0.618 |
3,535.25 |
|
1.000 |
3,510.50 |
|
1.618 |
3,470.50 |
|
2.618 |
3,405.75 |
|
4.250 |
3,300.00 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,624.50 |
3,619.00 |
| PP |
3,616.00 |
3,605.25 |
| S1 |
3,607.50 |
3,591.50 |
|