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 |
1,837.57 |
1,806.97 |
-30.60 |
-1.7% |
1,889.48 |
High |
1,838.30 |
1,816.06 |
-22.24 |
-1.2% |
1,897.92 |
Low |
1,801.32 |
1,801.83 |
0.51 |
0.0% |
1,853.94 |
Close |
1,807.15 |
1,806.89 |
-0.26 |
0.0% |
1,870.49 |
Range |
36.98 |
14.23 |
-22.75 |
-61.5% |
43.98 |
ATR |
28.18 |
27.18 |
-1.00 |
-3.5% |
0.00 |
Volume |
6,431 |
6,624 |
193 |
3.0% |
26,550 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.95 |
1,843.15 |
1,814.72 |
|
R3 |
1,836.72 |
1,828.92 |
1,810.80 |
|
R2 |
1,822.49 |
1,822.49 |
1,809.50 |
|
R1 |
1,814.69 |
1,814.69 |
1,808.19 |
1,811.48 |
PP |
1,808.26 |
1,808.26 |
1,808.26 |
1,806.65 |
S1 |
1,800.46 |
1,800.46 |
1,805.59 |
1,797.25 |
S2 |
1,794.03 |
1,794.03 |
1,804.28 |
|
S3 |
1,779.80 |
1,786.23 |
1,802.98 |
|
S4 |
1,765.57 |
1,772.00 |
1,799.06 |
|
|
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 |
1,878.82 |
1,801.32 |
77.50 |
4.3% |
26.52 |
1.5% |
7% |
False |
False |
6,767 |
10 |
1,897.92 |
1,801.32 |
96.60 |
5.3% |
22.82 |
1.3% |
6% |
False |
False |
6,034 |
20 |
1,964.66 |
1,801.32 |
163.34 |
9.0% |
29.25 |
1.6% |
3% |
False |
False |
6,376 |
40 |
1,964.66 |
1,801.32 |
163.34 |
9.0% |
26.56 |
1.5% |
3% |
False |
False |
6,652 |
60 |
1,971.34 |
1,801.32 |
170.02 |
9.4% |
26.36 |
1.5% |
3% |
False |
False |
6,743 |
80 |
2,070.48 |
1,801.32 |
269.16 |
14.9% |
31.24 |
1.7% |
2% |
False |
False |
6,660 |
100 |
2,070.48 |
1,792.78 |
277.70 |
15.4% |
30.37 |
1.7% |
5% |
False |
False |
6,675 |
120 |
2,070.48 |
1,705.53 |
364.95 |
20.2% |
28.43 |
1.6% |
28% |
False |
False |
6,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.54 |
2.618 |
1,853.31 |
1.618 |
1,839.08 |
1.000 |
1,830.29 |
0.618 |
1,824.85 |
HIGH |
1,816.06 |
0.618 |
1,810.62 |
0.500 |
1,808.95 |
0.382 |
1,807.27 |
LOW |
1,801.83 |
0.618 |
1,793.04 |
1.000 |
1,787.60 |
1.618 |
1,778.81 |
2.618 |
1,764.58 |
4.250 |
1,741.35 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,808.95 |
1,838.38 |
PP |
1,808.26 |
1,827.88 |
S1 |
1,807.58 |
1,817.39 |
|