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 |
1,878.9 |
1,846.0 |
-32.9 |
-1.8% |
1,900.6 |
High |
1,884.0 |
1,846.6 |
-37.4 |
-2.0% |
1,908.0 |
Low |
1,838.5 |
1,807.6 |
-30.9 |
-1.7% |
1,860.0 |
Close |
1,848.2 |
1,815.0 |
-33.2 |
-1.8% |
1,882.4 |
Range |
45.5 |
39.0 |
-6.5 |
-14.3% |
48.0 |
ATR |
30.9 |
31.6 |
0.7 |
2.3% |
0.0 |
Volume |
8,087 |
16,965 |
8,878 |
109.8% |
23,590 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.1 |
1,916.5 |
1,836.5 |
|
R3 |
1,901.1 |
1,877.5 |
1,825.7 |
|
R2 |
1,862.1 |
1,862.1 |
1,822.2 |
|
R1 |
1,838.5 |
1,838.5 |
1,818.6 |
1,830.8 |
PP |
1,823.1 |
1,823.1 |
1,823.1 |
1,819.2 |
S1 |
1,799.5 |
1,799.5 |
1,811.4 |
1,791.8 |
S2 |
1,784.1 |
1,784.1 |
1,807.9 |
|
S3 |
1,745.1 |
1,760.5 |
1,804.3 |
|
S4 |
1,706.1 |
1,721.5 |
1,793.6 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.5 |
2,002.9 |
1,908.8 |
|
R3 |
1,979.5 |
1,954.9 |
1,895.6 |
|
R2 |
1,931.5 |
1,931.5 |
1,891.2 |
|
R1 |
1,906.9 |
1,906.9 |
1,886.8 |
1,895.2 |
PP |
1,883.5 |
1,883.5 |
1,883.5 |
1,877.6 |
S1 |
1,858.9 |
1,858.9 |
1,878.0 |
1,847.2 |
S2 |
1,835.5 |
1,835.5 |
1,873.6 |
|
S3 |
1,787.5 |
1,810.9 |
1,869.2 |
|
S4 |
1,739.5 |
1,762.9 |
1,856.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,894.0 |
1,807.6 |
86.4 |
4.8% |
29.4 |
1.6% |
9% |
False |
True |
7,695 |
10 |
1,908.0 |
1,807.6 |
100.4 |
5.5% |
26.5 |
1.5% |
7% |
False |
True |
6,528 |
20 |
1,978.2 |
1,807.6 |
170.6 |
9.4% |
32.8 |
1.8% |
4% |
False |
True |
6,088 |
40 |
1,978.2 |
1,807.6 |
170.6 |
9.4% |
28.7 |
1.6% |
4% |
False |
True |
4,145 |
60 |
2,011.6 |
1,807.6 |
204.0 |
11.2% |
29.2 |
1.6% |
4% |
False |
True |
3,102 |
80 |
2,107.6 |
1,807.6 |
300.0 |
16.5% |
34.7 |
1.9% |
2% |
False |
True |
2,851 |
100 |
2,107.6 |
1,807.6 |
300.0 |
16.5% |
32.7 |
1.8% |
2% |
False |
True |
2,473 |
120 |
2,107.6 |
1,718.9 |
388.7 |
21.4% |
29.1 |
1.6% |
25% |
False |
False |
2,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.4 |
2.618 |
1,948.7 |
1.618 |
1,909.7 |
1.000 |
1,885.6 |
0.618 |
1,870.7 |
HIGH |
1,846.6 |
0.618 |
1,831.7 |
0.500 |
1,827.1 |
0.382 |
1,822.5 |
LOW |
1,807.6 |
0.618 |
1,783.5 |
1.000 |
1,768.6 |
1.618 |
1,744.5 |
2.618 |
1,705.5 |
4.250 |
1,641.9 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,827.1 |
1,848.2 |
PP |
1,823.1 |
1,837.1 |
S1 |
1,819.0 |
1,826.1 |
|