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 |
11,976.00 |
11,959.89 |
-16.11 |
-0.1% |
11,913.24 |
High |
12,017.42 |
12,001.83 |
-15.59 |
-0.1% |
12,047.13 |
Low |
11,903.57 |
11,817.53 |
-86.04 |
-0.7% |
11,842.66 |
Close |
11,906.44 |
11,905.94 |
-0.50 |
0.0% |
11,906.44 |
Range |
113.85 |
184.30 |
70.45 |
61.9% |
204.47 |
ATR |
233.02 |
229.54 |
-3.48 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,461.33 |
12,367.94 |
12,007.31 |
|
R3 |
12,277.03 |
12,183.64 |
11,956.62 |
|
R2 |
12,092.73 |
12,092.73 |
11,939.73 |
|
R1 |
11,999.34 |
11,999.34 |
11,922.83 |
11,953.89 |
PP |
11,908.43 |
11,908.43 |
11,908.43 |
11,885.71 |
S1 |
11,815.04 |
11,815.04 |
11,889.05 |
11,769.59 |
S2 |
11,724.13 |
11,724.13 |
11,872.15 |
|
S3 |
11,539.83 |
11,630.74 |
11,855.26 |
|
S4 |
11,355.53 |
11,446.44 |
11,804.58 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,545.49 |
12,430.43 |
12,018.90 |
|
R3 |
12,341.02 |
12,225.96 |
11,962.67 |
|
R2 |
12,136.55 |
12,136.55 |
11,943.93 |
|
R1 |
12,021.49 |
12,021.49 |
11,925.18 |
11,976.79 |
PP |
11,932.08 |
11,932.08 |
11,932.08 |
11,909.72 |
S1 |
11,817.02 |
11,817.02 |
11,887.70 |
11,772.32 |
S2 |
11,727.61 |
11,727.61 |
11,868.95 |
|
S3 |
11,523.14 |
11,612.55 |
11,850.21 |
|
S4 |
11,318.67 |
11,408.08 |
11,793.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,047.13 |
11,817.53 |
229.60 |
1.9% |
134.66 |
1.1% |
39% |
False |
True |
|
10 |
12,047.13 |
11,512.46 |
534.67 |
4.5% |
159.24 |
1.3% |
74% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
210.62 |
1.8% |
72% |
False |
False |
|
40 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
203.49 |
1.7% |
72% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.8% |
238.15 |
2.0% |
70% |
False |
False |
|
80 |
12,439.48 |
10,677.85 |
1,761.63 |
14.8% |
217.64 |
1.8% |
70% |
False |
False |
|
100 |
12,439.48 |
10,313.94 |
2,125.54 |
17.9% |
217.09 |
1.8% |
75% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.8% |
214.36 |
1.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,785.11 |
2.618 |
12,484.33 |
1.618 |
12,300.03 |
1.000 |
12,186.13 |
0.618 |
12,115.73 |
HIGH |
12,001.83 |
0.618 |
11,931.43 |
0.500 |
11,909.68 |
0.382 |
11,887.93 |
LOW |
11,817.53 |
0.618 |
11,703.63 |
1.000 |
11,633.23 |
1.618 |
11,519.33 |
2.618 |
11,335.03 |
4.250 |
11,034.26 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,909.68 |
11,917.48 |
PP |
11,908.43 |
11,913.63 |
S1 |
11,907.19 |
11,909.79 |
|