Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,875.6 |
1,886.6 |
11.0 |
0.6% |
1,906.3 |
High |
1,891.6 |
1,886.8 |
-4.8 |
-0.3% |
1,913.6 |
Low |
1,872.7 |
1,842.1 |
-30.6 |
-1.6% |
1,863.2 |
Close |
1,885.4 |
1,851.3 |
-34.1 |
-1.8% |
1,885.4 |
Range |
18.9 |
44.7 |
25.8 |
136.5% |
50.4 |
ATR |
29.3 |
30.4 |
1.1 |
3.7% |
0.0 |
Volume |
2,712 |
4,467 |
1,755 |
64.7% |
14,276 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.2 |
1,967.4 |
1,875.9 |
|
R3 |
1,949.5 |
1,922.7 |
1,863.6 |
|
R2 |
1,904.8 |
1,904.8 |
1,859.5 |
|
R1 |
1,878.0 |
1,878.0 |
1,855.4 |
1,869.1 |
PP |
1,860.1 |
1,860.1 |
1,860.1 |
1,855.6 |
S1 |
1,833.3 |
1,833.3 |
1,847.2 |
1,824.4 |
S2 |
1,815.4 |
1,815.4 |
1,843.1 |
|
S3 |
1,770.7 |
1,788.6 |
1,839.0 |
|
S4 |
1,726.0 |
1,743.9 |
1,826.7 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.6 |
2,012.4 |
1,913.1 |
|
R3 |
1,988.2 |
1,962.0 |
1,899.3 |
|
R2 |
1,937.8 |
1,937.8 |
1,894.6 |
|
R1 |
1,911.6 |
1,911.6 |
1,890.0 |
1,899.5 |
PP |
1,887.4 |
1,887.4 |
1,887.4 |
1,881.4 |
S1 |
1,861.2 |
1,861.2 |
1,880.8 |
1,849.1 |
S2 |
1,837.0 |
1,837.0 |
1,876.2 |
|
S3 |
1,786.6 |
1,810.8 |
1,871.5 |
|
S4 |
1,736.2 |
1,760.4 |
1,857.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,907.0 |
1,842.1 |
64.9 |
3.5% |
24.6 |
1.3% |
14% |
False |
True |
2,911 |
10 |
1,913.6 |
1,842.1 |
71.5 |
3.9% |
25.3 |
1.4% |
13% |
False |
True |
2,697 |
20 |
1,983.0 |
1,842.1 |
140.9 |
7.6% |
31.4 |
1.7% |
7% |
False |
True |
2,311 |
40 |
1,983.0 |
1,842.1 |
140.9 |
7.6% |
27.8 |
1.5% |
7% |
False |
True |
1,954 |
60 |
2,013.8 |
1,842.1 |
171.7 |
9.3% |
27.5 |
1.5% |
5% |
False |
True |
1,481 |
80 |
2,112.7 |
1,842.1 |
270.6 |
14.6% |
31.5 |
1.7% |
3% |
False |
True |
1,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.8 |
2.618 |
2,003.8 |
1.618 |
1,959.1 |
1.000 |
1,931.5 |
0.618 |
1,914.4 |
HIGH |
1,886.8 |
0.618 |
1,869.7 |
0.500 |
1,864.5 |
0.382 |
1,859.2 |
LOW |
1,842.1 |
0.618 |
1,814.5 |
1.000 |
1,797.4 |
1.618 |
1,769.8 |
2.618 |
1,725.1 |
4.250 |
1,652.1 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,864.5 |
1,866.9 |
PP |
1,860.1 |
1,861.7 |
S1 |
1,855.7 |
1,856.5 |
|