| 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 |
3,542.50 |
3,569.00 |
26.50 |
0.7% |
3,585.25 |
| High |
3,579.00 |
3,631.00 |
52.00 |
1.5% |
3,627.25 |
| Low |
3,537.75 |
3,569.00 |
31.25 |
0.9% |
3,534.00 |
| Close |
3,567.50 |
3,624.00 |
56.50 |
1.6% |
3,545.50 |
| Range |
41.25 |
62.00 |
20.75 |
50.3% |
93.25 |
| ATR |
65.29 |
65.16 |
-0.13 |
-0.2% |
0.00 |
| Volume |
12,096 |
10,146 |
-1,950 |
-16.1% |
44,381 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,794.00 |
3,771.00 |
3,658.00 |
|
| R3 |
3,732.00 |
3,709.00 |
3,641.00 |
|
| R2 |
3,670.00 |
3,670.00 |
3,635.25 |
|
| R1 |
3,647.00 |
3,647.00 |
3,629.75 |
3,658.50 |
| PP |
3,608.00 |
3,608.00 |
3,608.00 |
3,613.75 |
| S1 |
3,585.00 |
3,585.00 |
3,618.25 |
3,596.50 |
| S2 |
3,546.00 |
3,546.00 |
3,612.75 |
|
| S3 |
3,484.00 |
3,523.00 |
3,607.00 |
|
| S4 |
3,422.00 |
3,461.00 |
3,590.00 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,848.75 |
3,790.25 |
3,596.75 |
|
| R3 |
3,755.50 |
3,697.00 |
3,571.25 |
|
| R2 |
3,662.25 |
3,662.25 |
3,562.50 |
|
| R1 |
3,603.75 |
3,603.75 |
3,554.00 |
3,586.50 |
| PP |
3,569.00 |
3,569.00 |
3,569.00 |
3,560.25 |
| S1 |
3,510.50 |
3,510.50 |
3,537.00 |
3,493.00 |
| S2 |
3,475.75 |
3,475.75 |
3,528.50 |
|
| S3 |
3,382.50 |
3,417.25 |
3,519.75 |
|
| S4 |
3,289.25 |
3,324.00 |
3,494.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,631.00 |
3,534.00 |
97.00 |
2.7% |
50.00 |
1.4% |
93% |
True |
False |
10,861 |
| 10 |
3,631.00 |
3,504.50 |
126.50 |
3.5% |
51.25 |
1.4% |
94% |
True |
False |
7,739 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.2% |
72.50 |
2.0% |
92% |
False |
False |
5,785 |
| 40 |
3,657.50 |
3,215.75 |
441.75 |
12.2% |
65.25 |
1.8% |
92% |
False |
False |
3,711 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
70.25 |
1.9% |
93% |
False |
False |
3,002 |
| 80 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
61.00 |
1.7% |
93% |
False |
False |
2,264 |
| 100 |
3,657.50 |
3,087.50 |
570.00 |
15.7% |
58.50 |
1.6% |
94% |
False |
False |
1,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,894.50 |
|
2.618 |
3,793.25 |
|
1.618 |
3,731.25 |
|
1.000 |
3,693.00 |
|
0.618 |
3,669.25 |
|
HIGH |
3,631.00 |
|
0.618 |
3,607.25 |
|
0.500 |
3,600.00 |
|
0.382 |
3,592.75 |
|
LOW |
3,569.00 |
|
0.618 |
3,530.75 |
|
1.000 |
3,507.00 |
|
1.618 |
3,468.75 |
|
2.618 |
3,406.75 |
|
4.250 |
3,305.50 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,616.00 |
3,610.25 |
| PP |
3,608.00 |
3,596.25 |
| S1 |
3,600.00 |
3,582.50 |
|