| 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 |
11,909.75 |
12,098.50 |
188.75 |
1.6% |
11,957.25 |
| High |
12,104.50 |
12,177.75 |
73.25 |
0.6% |
12,098.75 |
| Low |
11,872.75 |
12,077.50 |
204.75 |
1.7% |
11,804.50 |
| Close |
12,076.00 |
12,152.25 |
76.25 |
0.6% |
11,905.75 |
| Range |
231.75 |
100.25 |
-131.50 |
-56.7% |
294.25 |
| ATR |
262.46 |
250.98 |
-11.48 |
-4.4% |
0.00 |
| Volume |
401,635 |
386,232 |
-15,403 |
-3.8% |
2,128,303 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,436.50 |
12,394.75 |
12,207.50 |
|
| R3 |
12,336.25 |
12,294.50 |
12,179.75 |
|
| R2 |
12,236.00 |
12,236.00 |
12,170.75 |
|
| R1 |
12,194.25 |
12,194.25 |
12,161.50 |
12,215.00 |
| PP |
12,135.75 |
12,135.75 |
12,135.75 |
12,146.25 |
| S1 |
12,094.00 |
12,094.00 |
12,143.00 |
12,115.00 |
| S2 |
12,035.50 |
12,035.50 |
12,133.75 |
|
| S3 |
11,935.25 |
11,993.75 |
12,124.75 |
|
| S4 |
11,835.00 |
11,893.50 |
12,097.00 |
|
|
| 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 |
12,177.75 |
11,804.50 |
373.25 |
3.1% |
173.75 |
1.4% |
93% |
True |
False |
398,703 |
| 10 |
12,177.75 |
11,775.75 |
402.00 |
3.3% |
174.50 |
1.4% |
94% |
True |
False |
434,238 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.1% |
274.25 |
2.3% |
83% |
False |
False |
547,450 |
| 40 |
12,408.75 |
10,942.25 |
1,466.50 |
12.1% |
269.75 |
2.2% |
83% |
False |
False |
568,475 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
14.7% |
312.25 |
2.6% |
83% |
False |
False |
526,157 |
| 80 |
12,448.75 |
10,656.50 |
1,792.25 |
14.7% |
283.00 |
2.3% |
83% |
False |
False |
394,862 |
| 100 |
12,448.75 |
10,288.00 |
2,160.75 |
17.8% |
278.00 |
2.3% |
86% |
False |
False |
316,023 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
25.2% |
273.75 |
2.3% |
90% |
False |
False |
263,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,603.75 |
|
2.618 |
12,440.25 |
|
1.618 |
12,340.00 |
|
1.000 |
12,278.00 |
|
0.618 |
12,239.75 |
|
HIGH |
12,177.75 |
|
0.618 |
12,139.50 |
|
0.500 |
12,127.50 |
|
0.382 |
12,115.75 |
|
LOW |
12,077.50 |
|
0.618 |
12,015.50 |
|
1.000 |
11,977.25 |
|
1.618 |
11,915.25 |
|
2.618 |
11,815.00 |
|
4.250 |
11,651.50 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,144.00 |
12,099.25 |
| PP |
12,135.75 |
12,046.00 |
| S1 |
12,127.50 |
11,993.00 |
|