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 |
11,959.89 |
11,949.43 |
-10.46 |
-0.1% |
11,913.24 |
High |
12,001.83 |
12,094.16 |
92.33 |
0.8% |
12,047.13 |
Low |
11,817.53 |
11,878.31 |
60.78 |
0.5% |
11,842.66 |
Close |
11,905.94 |
12,079.81 |
173.87 |
1.5% |
11,906.44 |
Range |
184.30 |
215.85 |
31.55 |
17.1% |
204.47 |
ATR |
229.54 |
228.56 |
-0.98 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,664.98 |
12,588.24 |
12,198.53 |
|
R3 |
12,449.13 |
12,372.39 |
12,139.17 |
|
R2 |
12,233.28 |
12,233.28 |
12,119.38 |
|
R1 |
12,156.54 |
12,156.54 |
12,099.60 |
12,194.91 |
PP |
12,017.43 |
12,017.43 |
12,017.43 |
12,036.61 |
S1 |
11,940.69 |
11,940.69 |
12,060.02 |
11,979.06 |
S2 |
11,801.58 |
11,801.58 |
12,040.24 |
|
S3 |
11,585.73 |
11,724.84 |
12,020.45 |
|
S4 |
11,369.88 |
11,508.99 |
11,961.09 |
|
|
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 |
12,094.16 |
11,817.53 |
276.63 |
2.3% |
161.25 |
1.3% |
95% |
True |
False |
|
10 |
12,094.16 |
11,714.32 |
379.84 |
3.1% |
155.87 |
1.3% |
96% |
True |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
10.8% |
214.89 |
1.8% |
86% |
False |
False |
|
40 |
12,267.42 |
10,957.11 |
1,310.31 |
10.8% |
206.62 |
1.7% |
86% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.6% |
238.96 |
2.0% |
80% |
False |
False |
|
80 |
12,439.48 |
10,677.85 |
1,761.63 |
14.6% |
219.24 |
1.8% |
80% |
False |
False |
|
100 |
12,439.48 |
10,313.94 |
2,125.54 |
17.6% |
217.85 |
1.8% |
83% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.4% |
214.60 |
1.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,011.52 |
2.618 |
12,659.26 |
1.618 |
12,443.41 |
1.000 |
12,310.01 |
0.618 |
12,227.56 |
HIGH |
12,094.16 |
0.618 |
12,011.71 |
0.500 |
11,986.24 |
0.382 |
11,960.76 |
LOW |
11,878.31 |
0.618 |
11,744.91 |
1.000 |
11,662.46 |
1.618 |
11,529.06 |
2.618 |
11,313.21 |
4.250 |
10,960.95 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
12,048.62 |
12,038.49 |
PP |
12,017.43 |
11,997.17 |
S1 |
11,986.24 |
11,955.85 |
|