| 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 |
1,846.0 |
1,816.0 |
-30.0 |
-1.6% |
1,900.6 |
| High |
1,846.6 |
1,825.1 |
-21.5 |
-1.2% |
1,908.0 |
| Low |
1,807.6 |
1,809.0 |
1.4 |
0.1% |
1,860.0 |
| Close |
1,815.0 |
1,815.1 |
0.1 |
0.0% |
1,882.4 |
| Range |
39.0 |
16.1 |
-22.9 |
-58.7% |
48.0 |
| ATR |
31.6 |
30.5 |
-1.1 |
-3.5% |
0.0 |
| Volume |
16,965 |
3,790 |
-13,175 |
-77.7% |
23,590 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,864.7 |
1,856.0 |
1,824.0 |
|
| R3 |
1,848.6 |
1,839.9 |
1,819.5 |
|
| R2 |
1,832.5 |
1,832.5 |
1,818.1 |
|
| R1 |
1,823.8 |
1,823.8 |
1,816.6 |
1,820.1 |
| PP |
1,816.4 |
1,816.4 |
1,816.4 |
1,814.6 |
| S1 |
1,807.7 |
1,807.7 |
1,813.6 |
1,804.0 |
| S2 |
1,800.3 |
1,800.3 |
1,812.1 |
|
| S3 |
1,784.2 |
1,791.6 |
1,810.7 |
|
| S4 |
1,768.1 |
1,775.5 |
1,806.2 |
|
|
| 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 |
1,888.8 |
1,807.6 |
81.2 |
4.5% |
27.9 |
1.5% |
9% |
False |
False |
7,520 |
| 10 |
1,908.0 |
1,807.6 |
100.4 |
5.5% |
25.4 |
1.4% |
7% |
False |
False |
6,150 |
| 20 |
1,978.2 |
1,807.6 |
170.6 |
9.4% |
31.5 |
1.7% |
4% |
False |
False |
6,207 |
| 40 |
1,978.2 |
1,807.6 |
170.6 |
9.4% |
28.6 |
1.6% |
4% |
False |
False |
4,212 |
| 60 |
1,996.8 |
1,807.6 |
189.2 |
10.4% |
29.0 |
1.6% |
4% |
False |
False |
3,151 |
| 80 |
2,107.6 |
1,807.6 |
300.0 |
16.5% |
34.2 |
1.9% |
3% |
False |
False |
2,865 |
| 100 |
2,107.6 |
1,807.6 |
300.0 |
16.5% |
32.6 |
1.8% |
3% |
False |
False |
2,497 |
| 120 |
2,107.6 |
1,747.9 |
359.7 |
19.8% |
29.1 |
1.6% |
19% |
False |
False |
2,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,893.5 |
|
2.618 |
1,867.2 |
|
1.618 |
1,851.1 |
|
1.000 |
1,841.2 |
|
0.618 |
1,835.0 |
|
HIGH |
1,825.1 |
|
0.618 |
1,818.9 |
|
0.500 |
1,817.1 |
|
0.382 |
1,815.2 |
|
LOW |
1,809.0 |
|
0.618 |
1,799.1 |
|
1.000 |
1,792.9 |
|
1.618 |
1,783.0 |
|
2.618 |
1,766.9 |
|
4.250 |
1,740.6 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,817.1 |
1,845.8 |
| PP |
1,816.4 |
1,835.6 |
| S1 |
1,815.8 |
1,825.3 |
|