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 |
1,842.6 |
1,812.0 |
-30.6 |
-1.7% |
1,893.7 |
High |
1,843.0 |
1,821.7 |
-21.3 |
-1.2% |
1,904.3 |
Low |
1,803.7 |
1,804.7 |
1.0 |
0.1% |
1,855.7 |
Close |
1,810.9 |
1,811.2 |
0.3 |
0.0% |
1,878.2 |
Range |
39.3 |
17.0 |
-22.3 |
-56.7% |
48.6 |
ATR |
32.4 |
31.3 |
-1.1 |
-3.4% |
0.0 |
Volume |
126,761 |
133,601 |
6,840 |
5.4% |
188,518 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.5 |
1,854.4 |
1,820.6 |
|
R3 |
1,846.5 |
1,837.4 |
1,815.9 |
|
R2 |
1,829.5 |
1,829.5 |
1,814.3 |
|
R1 |
1,820.4 |
1,820.4 |
1,812.8 |
1,816.5 |
PP |
1,812.5 |
1,812.5 |
1,812.5 |
1,810.6 |
S1 |
1,803.4 |
1,803.4 |
1,809.6 |
1,799.5 |
S2 |
1,795.5 |
1,795.5 |
1,808.1 |
|
S3 |
1,778.5 |
1,786.4 |
1,806.5 |
|
S4 |
1,761.5 |
1,769.4 |
1,801.9 |
|
|
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 |
1,884.7 |
1,803.7 |
81.0 |
4.5% |
28.9 |
1.6% |
9% |
False |
False |
91,556 |
10 |
1,904.3 |
1,803.7 |
100.6 |
5.6% |
26.6 |
1.5% |
7% |
False |
False |
62,377 |
20 |
1,973.3 |
1,803.7 |
169.6 |
9.4% |
32.7 |
1.8% |
4% |
False |
False |
47,332 |
40 |
1,973.3 |
1,803.7 |
169.6 |
9.4% |
29.8 |
1.6% |
4% |
False |
False |
25,963 |
60 |
1,991.6 |
1,803.7 |
187.9 |
10.4% |
30.3 |
1.7% |
4% |
False |
False |
18,232 |
80 |
2,099.2 |
1,803.7 |
295.5 |
16.3% |
35.5 |
2.0% |
3% |
False |
False |
14,644 |
100 |
2,099.2 |
1,803.7 |
295.5 |
16.3% |
34.3 |
1.9% |
3% |
False |
False |
12,386 |
120 |
2,099.2 |
1,723.5 |
375.7 |
20.7% |
32.8 |
1.8% |
23% |
False |
False |
10,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,894.0 |
2.618 |
1,866.2 |
1.618 |
1,849.2 |
1.000 |
1,838.7 |
0.618 |
1,832.2 |
HIGH |
1,821.7 |
0.618 |
1,815.2 |
0.500 |
1,813.2 |
0.382 |
1,811.2 |
LOW |
1,804.7 |
0.618 |
1,794.2 |
1.000 |
1,787.7 |
1.618 |
1,777.2 |
2.618 |
1,760.2 |
4.250 |
1,732.5 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,813.2 |
1,842.2 |
PP |
1,812.5 |
1,831.9 |
S1 |
1,811.9 |
1,821.5 |
|