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 |
3,477.0 |
3,500.0 |
23.0 |
0.7% |
3,449.0 |
High |
3,502.0 |
3,502.0 |
0.0 |
0.0% |
3,472.0 |
Low |
3,473.0 |
3,479.0 |
6.0 |
0.2% |
3,427.0 |
Close |
3,491.0 |
3,498.0 |
7.0 |
0.2% |
3,450.0 |
Range |
29.0 |
23.0 |
-6.0 |
-20.7% |
45.0 |
ATR |
60.4 |
57.8 |
-2.7 |
-4.4% |
0.0 |
Volume |
6,641 |
4,484 |
-2,157 |
-32.5% |
37,004 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,562.0 |
3,553.0 |
3,510.7 |
|
R3 |
3,539.0 |
3,530.0 |
3,504.3 |
|
R2 |
3,516.0 |
3,516.0 |
3,502.2 |
|
R1 |
3,507.0 |
3,507.0 |
3,500.1 |
3,500.0 |
PP |
3,493.0 |
3,493.0 |
3,493.0 |
3,489.5 |
S1 |
3,484.0 |
3,484.0 |
3,495.9 |
3,477.0 |
S2 |
3,470.0 |
3,470.0 |
3,493.8 |
|
S3 |
3,447.0 |
3,461.0 |
3,491.7 |
|
S4 |
3,424.0 |
3,438.0 |
3,485.4 |
|
|
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% |
29.2 |
0.8% |
95% |
True |
False |
6,899 |
10 |
3,502.0 |
3,385.0 |
117.0 |
3.3% |
36.4 |
1.0% |
97% |
True |
False |
7,368 |
20 |
3,502.0 |
2,874.0 |
628.0 |
18.0% |
61.5 |
1.8% |
99% |
True |
False |
6,610 |
40 |
3,502.0 |
2,874.0 |
628.0 |
18.0% |
52.6 |
1.5% |
99% |
True |
False |
4,688 |
60 |
3,502.0 |
2,874.0 |
628.0 |
18.0% |
45.7 |
1.3% |
99% |
True |
False |
3,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,599.8 |
2.618 |
3,562.2 |
1.618 |
3,539.2 |
1.000 |
3,525.0 |
0.618 |
3,516.2 |
HIGH |
3,502.0 |
0.618 |
3,493.2 |
0.500 |
3,490.5 |
0.382 |
3,487.8 |
LOW |
3,479.0 |
0.618 |
3,464.8 |
1.000 |
3,456.0 |
1.618 |
3,441.8 |
2.618 |
3,418.8 |
4.250 |
3,381.3 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,495.5 |
3,489.8 |
PP |
3,493.0 |
3,481.7 |
S1 |
3,490.5 |
3,473.5 |
|