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 |
1,870.51 |
1,837.57 |
-32.94 |
-1.8% |
1,889.48 |
High |
1,875.43 |
1,838.30 |
-37.13 |
-2.0% |
1,897.92 |
Low |
1,831.45 |
1,801.32 |
-30.13 |
-1.6% |
1,853.94 |
Close |
1,837.50 |
1,807.15 |
-30.35 |
-1.7% |
1,870.49 |
Range |
43.98 |
36.98 |
-7.00 |
-15.9% |
43.98 |
ATR |
27.50 |
28.18 |
0.68 |
2.5% |
0.00 |
Volume |
6,909 |
6,431 |
-478 |
-6.9% |
26,550 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.53 |
1,903.82 |
1,827.49 |
|
R3 |
1,889.55 |
1,866.84 |
1,817.32 |
|
R2 |
1,852.57 |
1,852.57 |
1,813.93 |
|
R1 |
1,829.86 |
1,829.86 |
1,810.54 |
1,822.73 |
PP |
1,815.59 |
1,815.59 |
1,815.59 |
1,812.02 |
S1 |
1,792.88 |
1,792.88 |
1,803.76 |
1,785.75 |
S2 |
1,778.61 |
1,778.61 |
1,800.37 |
|
S3 |
1,741.63 |
1,755.90 |
1,796.98 |
|
S4 |
1,704.65 |
1,718.92 |
1,786.81 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.06 |
1,982.25 |
1,894.68 |
|
R3 |
1,962.08 |
1,938.27 |
1,882.58 |
|
R2 |
1,918.10 |
1,918.10 |
1,878.55 |
|
R1 |
1,894.29 |
1,894.29 |
1,874.52 |
1,884.21 |
PP |
1,874.12 |
1,874.12 |
1,874.12 |
1,869.07 |
S1 |
1,850.31 |
1,850.31 |
1,866.46 |
1,840.23 |
S2 |
1,830.14 |
1,830.14 |
1,862.43 |
|
S3 |
1,786.16 |
1,806.33 |
1,858.40 |
|
S4 |
1,742.18 |
1,762.35 |
1,846.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,883.85 |
1,801.32 |
82.53 |
4.6% |
27.06 |
1.5% |
7% |
False |
True |
6,360 |
10 |
1,897.92 |
1,801.32 |
96.60 |
5.3% |
23.98 |
1.3% |
6% |
False |
True |
6,042 |
20 |
1,964.66 |
1,801.32 |
163.34 |
9.0% |
30.45 |
1.7% |
4% |
False |
True |
6,390 |
40 |
1,964.66 |
1,801.32 |
163.34 |
9.0% |
26.68 |
1.5% |
4% |
False |
True |
6,646 |
60 |
1,972.40 |
1,801.32 |
171.08 |
9.5% |
26.75 |
1.5% |
3% |
False |
True |
6,757 |
80 |
2,070.48 |
1,801.32 |
269.16 |
14.9% |
31.60 |
1.7% |
2% |
False |
True |
6,655 |
100 |
2,070.48 |
1,792.09 |
278.39 |
15.4% |
30.46 |
1.7% |
5% |
False |
False |
6,673 |
120 |
2,070.48 |
1,705.53 |
364.95 |
20.2% |
28.54 |
1.6% |
28% |
False |
False |
6,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.47 |
2.618 |
1,935.11 |
1.618 |
1,898.13 |
1.000 |
1,875.28 |
0.618 |
1,861.15 |
HIGH |
1,838.30 |
0.618 |
1,824.17 |
0.500 |
1,819.81 |
0.382 |
1,815.45 |
LOW |
1,801.32 |
0.618 |
1,778.47 |
1.000 |
1,764.34 |
1.618 |
1,741.49 |
2.618 |
1,704.51 |
4.250 |
1,644.16 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,819.81 |
1,840.07 |
PP |
1,815.59 |
1,829.10 |
S1 |
1,811.37 |
1,818.12 |
|