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 |
3,462.0 |
3,477.0 |
15.0 |
0.4% |
3,449.0 |
High |
3,488.0 |
3,502.0 |
14.0 |
0.4% |
3,472.0 |
Low |
3,445.0 |
3,473.0 |
28.0 |
0.8% |
3,427.0 |
Close |
3,456.0 |
3,491.0 |
35.0 |
1.0% |
3,450.0 |
Range |
43.0 |
29.0 |
-14.0 |
-32.6% |
45.0 |
ATR |
61.5 |
60.4 |
-1.1 |
-1.8% |
0.0 |
Volume |
452 |
6,641 |
6,189 |
1,369.2% |
37,004 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,575.7 |
3,562.3 |
3,507.0 |
|
R3 |
3,546.7 |
3,533.3 |
3,499.0 |
|
R2 |
3,517.7 |
3,517.7 |
3,496.3 |
|
R1 |
3,504.3 |
3,504.3 |
3,493.7 |
3,511.0 |
PP |
3,488.7 |
3,488.7 |
3,488.7 |
3,492.0 |
S1 |
3,475.3 |
3,475.3 |
3,488.3 |
3,482.0 |
S2 |
3,459.7 |
3,459.7 |
3,485.7 |
|
S3 |
3,430.7 |
3,446.3 |
3,483.0 |
|
S4 |
3,401.7 |
3,417.3 |
3,475.1 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,584.7 |
3,562.3 |
3,474.8 |
|
R3 |
3,539.7 |
3,517.3 |
3,462.4 |
|
R2 |
3,494.7 |
3,494.7 |
3,458.3 |
|
R1 |
3,472.3 |
3,472.3 |
3,454.1 |
3,483.5 |
PP |
3,449.7 |
3,449.7 |
3,449.7 |
3,455.3 |
S1 |
3,427.3 |
3,427.3 |
3,445.9 |
3,438.5 |
S2 |
3,404.7 |
3,404.7 |
3,441.8 |
|
S3 |
3,359.7 |
3,382.3 |
3,437.6 |
|
S4 |
3,314.7 |
3,337.3 |
3,425.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,502.0 |
3,427.0 |
75.0 |
2.1% |
31.2 |
0.9% |
85% |
True |
False |
7,987 |
10 |
3,502.0 |
3,385.0 |
117.0 |
3.4% |
37.9 |
1.1% |
91% |
True |
False |
9,438 |
20 |
3,502.0 |
2,874.0 |
628.0 |
18.0% |
64.6 |
1.9% |
98% |
True |
False |
6,678 |
40 |
3,502.0 |
2,874.0 |
628.0 |
18.0% |
53.0 |
1.5% |
98% |
True |
False |
4,577 |
60 |
3,502.0 |
2,874.0 |
628.0 |
18.0% |
45.3 |
1.3% |
98% |
True |
False |
3,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,625.3 |
2.618 |
3,577.9 |
1.618 |
3,548.9 |
1.000 |
3,531.0 |
0.618 |
3,519.9 |
HIGH |
3,502.0 |
0.618 |
3,490.9 |
0.500 |
3,487.5 |
0.382 |
3,484.1 |
LOW |
3,473.0 |
0.618 |
3,455.1 |
1.000 |
3,444.0 |
1.618 |
3,426.1 |
2.618 |
3,397.1 |
4.250 |
3,349.8 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,489.8 |
3,482.8 |
PP |
3,488.7 |
3,474.7 |
S1 |
3,487.5 |
3,466.5 |
|