| 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 |
11,894.00 |
11,909.75 |
15.75 |
0.1% |
11,957.25 |
| High |
12,001.75 |
12,104.50 |
102.75 |
0.9% |
12,098.75 |
| Low |
11,808.25 |
11,872.75 |
64.50 |
0.5% |
11,804.50 |
| Close |
11,905.25 |
12,076.00 |
170.75 |
1.4% |
11,905.75 |
| Range |
193.50 |
231.75 |
38.25 |
19.8% |
294.25 |
| ATR |
264.83 |
262.46 |
-2.36 |
-0.9% |
0.00 |
| Volume |
425,777 |
401,635 |
-24,142 |
-5.7% |
2,128,303 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,713.00 |
12,626.25 |
12,203.50 |
|
| R3 |
12,481.25 |
12,394.50 |
12,139.75 |
|
| R2 |
12,249.50 |
12,249.50 |
12,118.50 |
|
| R1 |
12,162.75 |
12,162.75 |
12,097.25 |
12,206.00 |
| PP |
12,017.75 |
12,017.75 |
12,017.75 |
12,039.50 |
| S1 |
11,931.00 |
11,931.00 |
12,054.75 |
11,974.50 |
| S2 |
11,786.00 |
11,786.00 |
12,033.50 |
|
| S3 |
11,554.25 |
11,699.25 |
12,012.25 |
|
| S4 |
11,322.50 |
11,467.50 |
11,948.50 |
|
|
| 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 |
12,104.50 |
11,804.50 |
300.00 |
2.5% |
186.75 |
1.5% |
91% |
True |
False |
416,621 |
| 10 |
12,104.50 |
11,575.25 |
529.25 |
4.4% |
198.50 |
1.6% |
95% |
True |
False |
450,237 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.1% |
291.50 |
2.4% |
77% |
False |
False |
565,610 |
| 40 |
12,408.75 |
10,942.25 |
1,466.50 |
12.1% |
276.25 |
2.3% |
77% |
False |
False |
575,018 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
14.8% |
314.50 |
2.6% |
79% |
False |
False |
519,763 |
| 80 |
12,448.75 |
10,656.50 |
1,792.25 |
14.8% |
283.00 |
2.3% |
79% |
False |
False |
390,039 |
| 100 |
12,448.75 |
10,288.00 |
2,160.75 |
17.9% |
278.75 |
2.3% |
83% |
False |
False |
312,164 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
25.3% |
274.00 |
2.3% |
88% |
False |
False |
260,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,089.50 |
|
2.618 |
12,711.25 |
|
1.618 |
12,479.50 |
|
1.000 |
12,336.25 |
|
0.618 |
12,247.75 |
|
HIGH |
12,104.50 |
|
0.618 |
12,016.00 |
|
0.500 |
11,988.50 |
|
0.382 |
11,961.25 |
|
LOW |
11,872.75 |
|
0.618 |
11,729.50 |
|
1.000 |
11,641.00 |
|
1.618 |
11,497.75 |
|
2.618 |
11,266.00 |
|
4.250 |
10,887.75 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,047.00 |
12,036.00 |
| PP |
12,017.75 |
11,996.25 |
| S1 |
11,988.50 |
11,956.50 |
|