The English demonstrative pronouns are this, that, these and those.
This and that are singular in number. These and those are plural in number.
Study the following sentences.

Both pictures are good but this is better than that.
Kashmir carpets are better than those made in Persia.
He then narrated his tragic experience. That was too much for me.

In these sentences, the pronouns in italics point out the persons or things for which they stand. Hence they are called demonstrative pronouns.

Sometimes such is also used as a demonstrative pronoun.

I may have offended you, but such was not my intention.
He is the landlord and as such he has the right to collect the rent.

Sometimes the antecedent of the demonstrative pronoun comes after it.

Let me tell you this. You cannot have your cake and eat it.
Bear this in mind. No man can worship God and Mammon.

Grammar notes
You must carefully distinguish between demonstrative pronouns and demonstrative adjectives, as the same words – this, that, these and those – can be used in either capacity.

When this, that, these and those are used to modify nouns, they are demonstrative adjectives.

I like this color. (Here the demonstrative this modifies the noun color. It is therefore used as an adjective.)
This is my favorite color. (Here the demonstrative this is a pronoun.)