| 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 |
3,576.00 |
3,635.50 |
59.50 |
1.7% |
3,587.00 |
| High |
3,640.00 |
3,655.00 |
15.00 |
0.4% |
3,637.00 |
| Low |
3,575.25 |
3,615.25 |
40.00 |
1.1% |
3,542.25 |
| Close |
3,632.75 |
3,627.25 |
-5.50 |
-0.2% |
3,554.25 |
| Range |
64.75 |
39.75 |
-25.00 |
-38.6% |
94.75 |
| ATR |
66.04 |
64.16 |
-1.88 |
-2.8% |
0.00 |
| Volume |
1,288,993 |
1,016,343 |
-272,650 |
-21.2% |
6,378,194 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,751.75 |
3,729.25 |
3,649.00 |
|
| R3 |
3,712.00 |
3,689.50 |
3,638.25 |
|
| R2 |
3,672.25 |
3,672.25 |
3,634.50 |
|
| R1 |
3,649.75 |
3,649.75 |
3,631.00 |
3,641.00 |
| PP |
3,632.50 |
3,632.50 |
3,632.50 |
3,628.25 |
| S1 |
3,610.00 |
3,610.00 |
3,623.50 |
3,601.50 |
| S2 |
3,592.75 |
3,592.75 |
3,620.00 |
|
| S3 |
3,553.00 |
3,570.25 |
3,616.25 |
|
| S4 |
3,513.25 |
3,530.50 |
3,605.50 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,862.00 |
3,803.00 |
3,606.25 |
|
| R3 |
3,767.25 |
3,708.25 |
3,580.25 |
|
| R2 |
3,672.50 |
3,672.50 |
3,571.50 |
|
| R1 |
3,613.50 |
3,613.50 |
3,563.00 |
3,595.50 |
| PP |
3,577.75 |
3,577.75 |
3,577.75 |
3,569.00 |
| S1 |
3,518.75 |
3,518.75 |
3,545.50 |
3,501.00 |
| S2 |
3,483.00 |
3,483.00 |
3,537.00 |
|
| S3 |
3,388.25 |
3,424.00 |
3,528.25 |
|
| S4 |
3,293.50 |
3,329.25 |
3,502.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,655.00 |
3,542.25 |
112.75 |
3.1% |
45.50 |
1.3% |
75% |
True |
False |
1,198,184 |
| 10 |
3,655.00 |
3,513.00 |
142.00 |
3.9% |
52.50 |
1.4% |
80% |
True |
False |
1,290,879 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.2% |
70.50 |
1.9% |
91% |
False |
False |
1,654,906 |
| 40 |
3,668.00 |
3,225.00 |
443.00 |
12.2% |
65.25 |
1.8% |
91% |
False |
False |
1,615,489 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.0% |
71.75 |
2.0% |
91% |
False |
False |
1,557,756 |
| 80 |
3,668.00 |
3,198.00 |
470.00 |
13.0% |
62.50 |
1.7% |
91% |
False |
False |
1,169,513 |
| 100 |
3,668.00 |
3,095.00 |
573.00 |
15.8% |
60.25 |
1.7% |
93% |
False |
False |
935,963 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
20.7% |
64.00 |
1.8% |
95% |
False |
False |
780,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,824.00 |
|
2.618 |
3,759.00 |
|
1.618 |
3,719.25 |
|
1.000 |
3,694.75 |
|
0.618 |
3,679.50 |
|
HIGH |
3,655.00 |
|
0.618 |
3,639.75 |
|
0.500 |
3,635.00 |
|
0.382 |
3,630.50 |
|
LOW |
3,615.25 |
|
0.618 |
3,590.75 |
|
1.000 |
3,575.50 |
|
1.618 |
3,551.00 |
|
2.618 |
3,511.25 |
|
4.250 |
3,446.25 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,635.00 |
3,618.25 |
| PP |
3,632.50 |
3,609.25 |
| S1 |
3,630.00 |
3,600.25 |
|