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 |
29,437.57 |
29,332.82 |
-104.75 |
-0.4% |
29,672.36 |
High |
29,469.89 |
29,667.75 |
197.86 |
0.7% |
29,964.29 |
Low |
29,231.20 |
29,332.82 |
101.62 |
0.3% |
29,229.10 |
Close |
29,263.48 |
29,591.27 |
327.79 |
1.1% |
29,263.48 |
Range |
238.69 |
334.93 |
96.24 |
40.3% |
735.19 |
ATR |
495.42 |
488.91 |
-6.51 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,535.40 |
30,398.27 |
29,775.48 |
|
R3 |
30,200.47 |
30,063.34 |
29,683.38 |
|
R2 |
29,865.54 |
29,865.54 |
29,652.67 |
|
R1 |
29,728.41 |
29,728.41 |
29,621.97 |
29,796.98 |
PP |
29,530.61 |
29,530.61 |
29,530.61 |
29,564.90 |
S1 |
29,393.48 |
29,393.48 |
29,560.57 |
29,462.05 |
S2 |
29,195.68 |
29,195.68 |
29,529.87 |
|
S3 |
28,860.75 |
29,058.55 |
29,499.16 |
|
S4 |
28,525.82 |
28,723.62 |
29,407.06 |
|
|
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 |
29,930.85 |
29,229.10 |
701.75 |
2.4% |
343.91 |
1.2% |
52% |
False |
False |
|
10 |
29,964.29 |
28,902.13 |
1,062.16 |
3.6% |
344.03 |
1.2% |
65% |
False |
False |
|
20 |
29,964.29 |
26,143.77 |
3,820.52 |
12.9% |
424.22 |
1.4% |
90% |
False |
False |
|
40 |
29,964.29 |
26,143.77 |
3,820.52 |
12.9% |
400.29 |
1.4% |
90% |
False |
False |
|
60 |
29,964.29 |
26,143.77 |
3,820.52 |
12.9% |
440.51 |
1.5% |
90% |
False |
False |
|
80 |
29,964.29 |
26,143.77 |
3,820.52 |
12.9% |
394.74 |
1.3% |
90% |
False |
False |
|
100 |
29,964.29 |
25,526.33 |
4,437.96 |
15.0% |
384.88 |
1.3% |
92% |
False |
False |
|
120 |
29,964.29 |
24,843.18 |
5,121.11 |
17.3% |
412.31 |
1.4% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,091.20 |
2.618 |
30,544.60 |
1.618 |
30,209.67 |
1.000 |
30,002.68 |
0.618 |
29,874.74 |
HIGH |
29,667.75 |
0.618 |
29,539.81 |
0.500 |
29,500.29 |
0.382 |
29,460.76 |
LOW |
29,332.82 |
0.618 |
29,125.83 |
1.000 |
28,997.89 |
1.618 |
28,790.90 |
2.618 |
28,455.97 |
4.250 |
27,909.37 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
29,560.94 |
29,543.66 |
PP |
29,530.61 |
29,496.04 |
S1 |
29,500.29 |
29,448.43 |
|