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 |
3,569.00 |
3,629.25 |
60.25 |
1.7% |
3,585.25 |
High |
3,631.00 |
3,645.75 |
14.75 |
0.4% |
3,627.25 |
Low |
3,569.00 |
3,606.75 |
37.75 |
1.1% |
3,534.00 |
Close |
3,624.00 |
3,618.50 |
-5.50 |
-0.2% |
3,545.50 |
Range |
62.00 |
39.00 |
-23.00 |
-37.1% |
93.25 |
ATR |
65.16 |
63.29 |
-1.87 |
-2.9% |
0.00 |
Volume |
10,146 |
4,602 |
-5,544 |
-54.6% |
44,381 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,740.75 |
3,718.50 |
3,640.00 |
|
R3 |
3,701.75 |
3,679.50 |
3,629.25 |
|
R2 |
3,662.75 |
3,662.75 |
3,625.75 |
|
R1 |
3,640.50 |
3,640.50 |
3,622.00 |
3,632.00 |
PP |
3,623.75 |
3,623.75 |
3,623.75 |
3,619.50 |
S1 |
3,601.50 |
3,601.50 |
3,615.00 |
3,593.00 |
S2 |
3,584.75 |
3,584.75 |
3,611.25 |
|
S3 |
3,545.75 |
3,562.50 |
3,607.75 |
|
S4 |
3,506.75 |
3,523.50 |
3,597.00 |
|
|
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 |
3,645.75 |
3,534.00 |
111.75 |
3.1% |
44.50 |
1.2% |
76% |
True |
False |
9,593 |
10 |
3,645.75 |
3,504.50 |
141.25 |
3.9% |
50.50 |
1.4% |
81% |
True |
False |
7,841 |
20 |
3,657.50 |
3,215.75 |
441.75 |
12.2% |
69.00 |
1.9% |
91% |
False |
False |
5,899 |
40 |
3,657.50 |
3,215.75 |
441.75 |
12.2% |
64.00 |
1.8% |
91% |
False |
False |
3,749 |
60 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
70.25 |
1.9% |
92% |
False |
False |
3,070 |
80 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
61.00 |
1.7% |
92% |
False |
False |
2,322 |
100 |
3,657.50 |
3,087.50 |
570.00 |
15.8% |
58.50 |
1.6% |
93% |
False |
False |
1,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,811.50 |
2.618 |
3,747.75 |
1.618 |
3,708.75 |
1.000 |
3,684.75 |
0.618 |
3,669.75 |
HIGH |
3,645.75 |
0.618 |
3,630.75 |
0.500 |
3,626.25 |
0.382 |
3,621.75 |
LOW |
3,606.75 |
0.618 |
3,582.75 |
1.000 |
3,567.75 |
1.618 |
3,543.75 |
2.618 |
3,504.75 |
4.250 |
3,441.00 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,626.25 |
3,609.50 |
PP |
3,623.75 |
3,600.75 |
S1 |
3,621.00 |
3,591.75 |
|