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 |
1,847.1 |
1,819.7 |
-27.4 |
-1.5% |
1,906.3 |
High |
1,847.1 |
1,828.3 |
-18.8 |
-1.0% |
1,913.6 |
Low |
1,810.3 |
1,812.4 |
2.1 |
0.1% |
1,863.2 |
Close |
1,817.9 |
1,817.8 |
-0.1 |
0.0% |
1,885.4 |
Range |
36.8 |
15.9 |
-20.9 |
-56.8% |
50.4 |
ATR |
31.2 |
30.1 |
-1.1 |
-3.5% |
0.0 |
Volume |
3,840 |
2,261 |
-1,579 |
-41.1% |
14,276 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.2 |
1,858.4 |
1,826.5 |
|
R3 |
1,851.3 |
1,842.5 |
1,822.2 |
|
R2 |
1,835.4 |
1,835.4 |
1,820.7 |
|
R1 |
1,826.6 |
1,826.6 |
1,819.3 |
1,823.1 |
PP |
1,819.5 |
1,819.5 |
1,819.5 |
1,817.7 |
S1 |
1,810.7 |
1,810.7 |
1,816.3 |
1,807.2 |
S2 |
1,803.6 |
1,803.6 |
1,814.9 |
|
S3 |
1,787.7 |
1,794.8 |
1,813.4 |
|
S4 |
1,771.8 |
1,778.9 |
1,809.1 |
|
|
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 |
1,891.6 |
1,810.3 |
81.3 |
4.5% |
27.6 |
1.5% |
9% |
False |
False |
2,978 |
10 |
1,913.6 |
1,810.3 |
103.3 |
5.7% |
25.1 |
1.4% |
7% |
False |
False |
2,832 |
20 |
1,983.0 |
1,810.3 |
172.7 |
9.5% |
31.2 |
1.7% |
4% |
False |
False |
2,526 |
40 |
1,983.0 |
1,810.3 |
172.7 |
9.5% |
28.1 |
1.5% |
4% |
False |
False |
2,074 |
60 |
1,997.0 |
1,810.3 |
186.7 |
10.3% |
27.7 |
1.5% |
4% |
False |
False |
1,563 |
80 |
2,112.7 |
1,810.3 |
302.4 |
16.6% |
31.3 |
1.7% |
2% |
False |
False |
1,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.9 |
2.618 |
1,869.9 |
1.618 |
1,854.0 |
1.000 |
1,844.2 |
0.618 |
1,838.1 |
HIGH |
1,828.3 |
0.618 |
1,822.2 |
0.500 |
1,820.4 |
0.382 |
1,818.5 |
LOW |
1,812.4 |
0.618 |
1,802.6 |
1.000 |
1,796.5 |
1.618 |
1,786.7 |
2.618 |
1,770.8 |
4.250 |
1,744.8 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,820.4 |
1,848.6 |
PP |
1,819.5 |
1,838.3 |
S1 |
1,818.7 |
1,828.1 |
|