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 |
11,949.43 |
12,112.11 |
162.68 |
1.4% |
11,913.24 |
High |
12,094.16 |
12,174.99 |
80.83 |
0.7% |
12,047.13 |
Low |
11,878.31 |
12,081.51 |
203.20 |
1.7% |
11,842.66 |
Close |
12,079.81 |
12,152.22 |
72.41 |
0.6% |
11,906.44 |
Range |
215.85 |
93.48 |
-122.37 |
-56.7% |
204.47 |
ATR |
228.56 |
219.03 |
-9.53 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,416.68 |
12,377.93 |
12,203.63 |
|
R3 |
12,323.20 |
12,284.45 |
12,177.93 |
|
R2 |
12,229.72 |
12,229.72 |
12,169.36 |
|
R1 |
12,190.97 |
12,190.97 |
12,160.79 |
12,210.35 |
PP |
12,136.24 |
12,136.24 |
12,136.24 |
12,145.93 |
S1 |
12,097.49 |
12,097.49 |
12,143.65 |
12,116.87 |
S2 |
12,042.76 |
12,042.76 |
12,135.08 |
|
S3 |
11,949.28 |
12,004.01 |
12,126.51 |
|
S4 |
11,855.80 |
11,910.53 |
12,100.81 |
|
|
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 |
12,174.99 |
11,817.53 |
357.46 |
2.9% |
153.02 |
1.3% |
94% |
True |
False |
|
10 |
12,174.99 |
11,786.09 |
388.90 |
3.2% |
146.24 |
1.2% |
94% |
True |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
10.8% |
205.32 |
1.7% |
91% |
False |
False |
|
40 |
12,267.42 |
10,957.11 |
1,310.31 |
10.8% |
203.80 |
1.7% |
91% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.5% |
237.72 |
2.0% |
84% |
False |
False |
|
80 |
12,439.48 |
10,677.85 |
1,761.63 |
14.5% |
219.22 |
1.8% |
84% |
False |
False |
|
100 |
12,439.48 |
10,313.94 |
2,125.54 |
17.5% |
216.91 |
1.8% |
86% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.3% |
214.12 |
1.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,572.28 |
2.618 |
12,419.72 |
1.618 |
12,326.24 |
1.000 |
12,268.47 |
0.618 |
12,232.76 |
HIGH |
12,174.99 |
0.618 |
12,139.28 |
0.500 |
12,128.25 |
0.382 |
12,117.22 |
LOW |
12,081.51 |
0.618 |
12,023.74 |
1.000 |
11,988.03 |
1.618 |
11,930.26 |
2.618 |
11,836.78 |
4.250 |
11,684.22 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
12,144.23 |
12,100.23 |
PP |
12,136.24 |
12,048.25 |
S1 |
12,128.25 |
11,996.26 |
|