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 |
29,332.82 |
29,746.11 |
413.29 |
1.4% |
29,672.36 |
High |
29,667.75 |
30,116.51 |
448.76 |
1.5% |
29,964.29 |
Low |
29,332.82 |
29,746.11 |
413.29 |
1.4% |
29,229.10 |
Close |
29,591.27 |
30,046.24 |
454.97 |
1.5% |
29,263.48 |
Range |
334.93 |
370.40 |
35.47 |
10.6% |
735.19 |
ATR |
488.91 |
491.50 |
2.60 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,080.82 |
30,933.93 |
30,249.96 |
|
R3 |
30,710.42 |
30,563.53 |
30,148.10 |
|
R2 |
30,340.02 |
30,340.02 |
30,114.15 |
|
R1 |
30,193.13 |
30,193.13 |
30,080.19 |
30,266.58 |
PP |
29,969.62 |
29,969.62 |
29,969.62 |
30,006.34 |
S1 |
29,822.73 |
29,822.73 |
30,012.29 |
29,896.18 |
S2 |
29,599.22 |
29,599.22 |
29,978.33 |
|
S3 |
29,228.82 |
29,452.33 |
29,944.38 |
|
S4 |
28,858.42 |
29,081.93 |
29,842.52 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,691.19 |
31,212.53 |
29,667.83 |
|
R3 |
30,956.00 |
30,477.34 |
29,465.66 |
|
R2 |
30,220.81 |
30,220.81 |
29,398.26 |
|
R1 |
29,742.15 |
29,742.15 |
29,330.87 |
29,613.89 |
PP |
29,485.62 |
29,485.62 |
29,485.62 |
29,421.49 |
S1 |
29,006.96 |
29,006.96 |
29,196.09 |
28,878.70 |
S2 |
28,750.43 |
28,750.43 |
29,128.70 |
|
S3 |
28,015.24 |
28,271.77 |
29,061.30 |
|
S4 |
27,280.05 |
27,536.58 |
28,859.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,116.51 |
29,229.10 |
887.41 |
3.0% |
347.57 |
1.2% |
92% |
True |
False |
|
10 |
30,116.51 |
28,902.13 |
1,214.38 |
4.0% |
345.88 |
1.2% |
94% |
True |
False |
|
20 |
30,116.51 |
26,143.77 |
3,972.74 |
13.2% |
430.26 |
1.4% |
98% |
True |
False |
|
40 |
30,116.51 |
26,143.77 |
3,972.74 |
13.2% |
402.86 |
1.3% |
98% |
True |
False |
|
60 |
30,116.51 |
26,143.77 |
3,972.74 |
13.2% |
442.01 |
1.5% |
98% |
True |
False |
|
80 |
30,116.51 |
26,143.77 |
3,972.74 |
13.2% |
397.21 |
1.3% |
98% |
True |
False |
|
100 |
30,116.51 |
25,526.33 |
4,590.18 |
15.3% |
385.57 |
1.3% |
98% |
True |
False |
|
120 |
30,116.51 |
24,843.18 |
5,273.33 |
17.6% |
411.22 |
1.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,690.71 |
2.618 |
31,086.22 |
1.618 |
30,715.82 |
1.000 |
30,486.91 |
0.618 |
30,345.42 |
HIGH |
30,116.51 |
0.618 |
29,975.02 |
0.500 |
29,931.31 |
0.382 |
29,887.60 |
LOW |
29,746.11 |
0.618 |
29,517.20 |
1.000 |
29,375.71 |
1.618 |
29,146.80 |
2.618 |
28,776.40 |
4.250 |
28,171.91 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
30,007.93 |
29,922.11 |
PP |
29,969.62 |
29,797.98 |
S1 |
29,931.31 |
29,673.86 |
|