| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
16,708.49 |
17,626.23 |
917.74 |
5.5% |
15,544.86 |
| High |
17,842.05 |
18,463.82 |
621.77 |
3.5% |
16,480.59 |
| Low |
16,568.96 |
17,319.43 |
750.47 |
4.5% |
14,410.63 |
| Close |
17,626.44 |
17,780.60 |
154.16 |
0.9% |
16,282.69 |
| Range |
1,273.09 |
1,144.39 |
-128.70 |
-10.1% |
2,069.96 |
| ATR |
716.09 |
746.68 |
30.59 |
4.3% |
0.00 |
| Volume |
78,794 |
136,768 |
57,974 |
73.6% |
347,923 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,287.79 |
20,678.58 |
18,410.01 |
|
| R3 |
20,143.40 |
19,534.19 |
18,095.31 |
|
| R2 |
18,999.01 |
18,999.01 |
17,990.40 |
|
| R1 |
18,389.80 |
18,389.80 |
17,885.50 |
18,694.41 |
| PP |
17,854.62 |
17,854.62 |
17,854.62 |
18,006.92 |
| S1 |
17,245.41 |
17,245.41 |
17,675.70 |
17,550.02 |
| S2 |
16,710.23 |
16,710.23 |
17,570.80 |
|
| S3 |
15,565.84 |
16,101.02 |
17,465.89 |
|
| S4 |
14,421.45 |
14,956.63 |
17,151.19 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,934.52 |
21,178.56 |
17,421.17 |
|
| R3 |
19,864.56 |
19,108.60 |
16,851.93 |
|
| R2 |
17,794.60 |
17,794.60 |
16,662.18 |
|
| R1 |
17,038.64 |
17,038.64 |
16,472.44 |
17,416.62 |
| PP |
15,724.64 |
15,724.64 |
15,724.64 |
15,913.63 |
| S1 |
14,968.68 |
14,968.68 |
16,092.94 |
15,346.66 |
| S2 |
13,654.68 |
13,654.68 |
15,903.20 |
|
| S3 |
11,584.72 |
12,898.72 |
15,713.45 |
|
| S4 |
9,514.76 |
10,828.76 |
15,144.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,463.82 |
15,503.51 |
2,960.31 |
16.6% |
952.18 |
5.4% |
77% |
True |
False |
78,295 |
| 10 |
18,463.82 |
14,011.36 |
4,452.46 |
25.0% |
923.29 |
5.2% |
85% |
True |
False |
82,479 |
| 20 |
18,463.82 |
12,706.97 |
5,756.85 |
32.4% |
783.96 |
4.4% |
88% |
True |
False |
67,743 |
| 40 |
18,463.82 |
10,204.25 |
8,259.57 |
46.5% |
577.24 |
3.2% |
92% |
True |
False |
48,501 |
| 60 |
18,463.82 |
9,858.94 |
8,604.88 |
48.4% |
537.67 |
3.0% |
92% |
True |
False |
44,269 |
| 80 |
18,463.82 |
9,858.94 |
8,604.88 |
48.4% |
534.88 |
3.0% |
92% |
True |
False |
43,502 |
| 100 |
18,463.82 |
8,934.94 |
9,528.88 |
53.6% |
484.94 |
2.7% |
93% |
True |
False |
42,124 |
| 120 |
18,463.82 |
8,848.18 |
9,615.64 |
54.1% |
459.66 |
2.6% |
93% |
True |
False |
41,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,327.48 |
|
2.618 |
21,459.83 |
|
1.618 |
20,315.44 |
|
1.000 |
19,608.21 |
|
0.618 |
19,171.05 |
|
HIGH |
18,463.82 |
|
0.618 |
18,026.66 |
|
0.500 |
17,891.63 |
|
0.382 |
17,756.59 |
|
LOW |
17,319.43 |
|
0.618 |
16,612.20 |
|
1.000 |
16,175.04 |
|
1.618 |
15,467.81 |
|
2.618 |
14,323.42 |
|
4.250 |
12,455.77 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
17,891.63 |
17,551.91 |
| PP |
17,854.62 |
17,323.22 |
| S1 |
17,817.61 |
17,094.54 |
|