| 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 |
11,960.00 |
11,894.00 |
-66.00 |
-0.6% |
11,957.25 |
| High |
12,021.00 |
12,001.75 |
-19.25 |
-0.2% |
12,098.75 |
| Low |
11,873.50 |
11,808.25 |
-65.25 |
-0.5% |
11,804.50 |
| Close |
11,905.75 |
11,905.25 |
-0.50 |
0.0% |
11,905.75 |
| Range |
147.50 |
193.50 |
46.00 |
31.2% |
294.25 |
| ATR |
270.31 |
264.83 |
-5.49 |
-2.0% |
0.00 |
| Volume |
358,180 |
425,777 |
67,597 |
18.9% |
2,128,303 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,485.50 |
12,389.00 |
12,011.75 |
|
| R3 |
12,292.00 |
12,195.50 |
11,958.50 |
|
| R2 |
12,098.50 |
12,098.50 |
11,940.75 |
|
| R1 |
12,002.00 |
12,002.00 |
11,923.00 |
12,050.25 |
| PP |
11,905.00 |
11,905.00 |
11,905.00 |
11,929.25 |
| S1 |
11,808.50 |
11,808.50 |
11,887.50 |
11,856.75 |
| S2 |
11,711.50 |
11,711.50 |
11,869.75 |
|
| S3 |
11,518.00 |
11,615.00 |
11,852.00 |
|
| S4 |
11,324.50 |
11,421.50 |
11,798.75 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,819.00 |
12,656.75 |
12,067.50 |
|
| R3 |
12,524.75 |
12,362.50 |
11,986.75 |
|
| R2 |
12,230.50 |
12,230.50 |
11,959.75 |
|
| R1 |
12,068.25 |
12,068.25 |
11,932.75 |
12,002.25 |
| PP |
11,936.25 |
11,936.25 |
11,936.25 |
11,903.50 |
| S1 |
11,774.00 |
11,774.00 |
11,878.75 |
11,708.00 |
| S2 |
11,642.00 |
11,642.00 |
11,851.75 |
|
| S3 |
11,347.75 |
11,479.75 |
11,824.75 |
|
| S4 |
11,053.50 |
11,185.50 |
11,744.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,098.75 |
11,804.50 |
294.25 |
2.5% |
169.50 |
1.4% |
34% |
False |
False |
416,595 |
| 10 |
12,098.75 |
11,503.25 |
595.50 |
5.0% |
215.25 |
1.8% |
68% |
False |
False |
493,527 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
287.00 |
2.4% |
66% |
False |
False |
573,110 |
| 40 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
274.50 |
2.3% |
66% |
False |
False |
576,082 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.1% |
313.50 |
2.6% |
70% |
False |
False |
513,104 |
| 80 |
12,448.75 |
10,656.50 |
1,792.25 |
15.1% |
282.50 |
2.4% |
70% |
False |
False |
385,028 |
| 100 |
12,448.75 |
10,288.00 |
2,160.75 |
18.1% |
279.50 |
2.3% |
75% |
False |
False |
308,152 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
25.7% |
273.75 |
2.3% |
82% |
False |
False |
256,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,824.00 |
|
2.618 |
12,508.25 |
|
1.618 |
12,314.75 |
|
1.000 |
12,195.25 |
|
0.618 |
12,121.25 |
|
HIGH |
12,001.75 |
|
0.618 |
11,927.75 |
|
0.500 |
11,905.00 |
|
0.382 |
11,882.25 |
|
LOW |
11,808.25 |
|
0.618 |
11,688.75 |
|
1.000 |
11,614.75 |
|
1.618 |
11,495.25 |
|
2.618 |
11,301.75 |
|
4.250 |
10,986.00 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,905.25 |
11,912.75 |
| PP |
11,905.00 |
11,910.25 |
| S1 |
11,905.00 |
11,907.75 |
|