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 |
1,875.9 |
1,842.6 |
-33.3 |
-1.8% |
1,893.7 |
High |
1,880.7 |
1,843.0 |
-37.7 |
-2.0% |
1,904.3 |
Low |
1,834.4 |
1,803.7 |
-30.7 |
-1.7% |
1,855.7 |
Close |
1,844.1 |
1,810.9 |
-33.2 |
-1.8% |
1,878.2 |
Range |
46.3 |
39.3 |
-7.0 |
-15.1% |
48.6 |
ATR |
31.8 |
32.4 |
0.6 |
1.9% |
0.0 |
Volume |
108,427 |
126,761 |
18,334 |
16.9% |
188,518 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.1 |
1,913.3 |
1,832.5 |
|
R3 |
1,897.8 |
1,874.0 |
1,821.7 |
|
R2 |
1,858.5 |
1,858.5 |
1,818.1 |
|
R1 |
1,834.7 |
1,834.7 |
1,814.5 |
1,827.0 |
PP |
1,819.2 |
1,819.2 |
1,819.2 |
1,815.3 |
S1 |
1,795.4 |
1,795.4 |
1,807.3 |
1,787.7 |
S2 |
1,779.9 |
1,779.9 |
1,803.7 |
|
S3 |
1,740.6 |
1,756.1 |
1,800.1 |
|
S4 |
1,701.3 |
1,716.8 |
1,789.3 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.2 |
2,000.3 |
1,904.9 |
|
R3 |
1,976.6 |
1,951.7 |
1,891.6 |
|
R2 |
1,928.0 |
1,928.0 |
1,887.1 |
|
R1 |
1,903.1 |
1,903.1 |
1,882.7 |
1,891.3 |
PP |
1,879.4 |
1,879.4 |
1,879.4 |
1,873.5 |
S1 |
1,854.5 |
1,854.5 |
1,873.7 |
1,842.7 |
S2 |
1,830.8 |
1,830.8 |
1,869.3 |
|
S3 |
1,782.2 |
1,805.9 |
1,864.8 |
|
S4 |
1,733.6 |
1,757.3 |
1,851.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,889.7 |
1,803.7 |
86.0 |
4.7% |
30.2 |
1.7% |
8% |
False |
True |
74,176 |
10 |
1,904.3 |
1,803.7 |
100.6 |
5.6% |
27.7 |
1.5% |
7% |
False |
True |
53,538 |
20 |
1,973.3 |
1,803.7 |
169.6 |
9.4% |
34.0 |
1.9% |
4% |
False |
True |
40,999 |
40 |
1,973.3 |
1,803.7 |
169.6 |
9.4% |
30.0 |
1.7% |
4% |
False |
True |
22,710 |
60 |
2,008.2 |
1,803.7 |
204.5 |
11.3% |
30.5 |
1.7% |
4% |
False |
True |
16,071 |
80 |
2,099.2 |
1,803.7 |
295.5 |
16.3% |
36.0 |
2.0% |
2% |
False |
True |
13,017 |
100 |
2,099.2 |
1,803.7 |
295.5 |
16.3% |
34.5 |
1.9% |
2% |
False |
True |
11,063 |
120 |
2,099.2 |
1,717.6 |
381.6 |
21.1% |
32.8 |
1.8% |
24% |
False |
False |
9,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.0 |
2.618 |
1,945.9 |
1.618 |
1,906.6 |
1.000 |
1,882.3 |
0.618 |
1,867.3 |
HIGH |
1,843.0 |
0.618 |
1,828.0 |
0.500 |
1,823.4 |
0.382 |
1,818.7 |
LOW |
1,803.7 |
0.618 |
1,779.4 |
1.000 |
1,764.4 |
1.618 |
1,740.1 |
2.618 |
1,700.8 |
4.250 |
1,636.7 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,823.4 |
1,844.2 |
PP |
1,819.2 |
1,833.1 |
S1 |
1,815.1 |
1,822.0 |
|