| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
17,626.23 |
17,780.60 |
154.37 |
0.9% |
15,544.86 |
| High |
18,463.82 |
18,176.27 |
-287.55 |
-1.6% |
16,480.59 |
| Low |
17,319.43 |
17,367.55 |
48.12 |
0.3% |
14,410.63 |
| Close |
17,780.60 |
17,943.51 |
162.91 |
0.9% |
16,282.69 |
| Range |
1,144.39 |
808.72 |
-335.67 |
-29.3% |
2,069.96 |
| ATR |
746.68 |
751.11 |
4.43 |
0.6% |
0.00 |
| Volume |
136,768 |
71,402 |
-65,366 |
-47.8% |
347,923 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,255.27 |
19,908.11 |
18,388.31 |
|
| R3 |
19,446.55 |
19,099.39 |
18,165.91 |
|
| R2 |
18,637.83 |
18,637.83 |
18,091.78 |
|
| R1 |
18,290.67 |
18,290.67 |
18,017.64 |
18,464.25 |
| PP |
17,829.11 |
17,829.11 |
17,829.11 |
17,915.90 |
| S1 |
17,481.95 |
17,481.95 |
17,869.38 |
17,655.53 |
| S2 |
17,020.39 |
17,020.39 |
17,795.24 |
|
| S3 |
16,211.67 |
16,673.23 |
17,721.11 |
|
| S4 |
15,402.95 |
15,864.51 |
17,498.71 |
|
|
| 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 |
15,725.25 |
2,738.57 |
15.3% |
975.26 |
5.4% |
81% |
False |
False |
75,022 |
| 10 |
18,463.82 |
14,410.63 |
4,053.19 |
22.6% |
876.58 |
4.9% |
87% |
False |
False |
78,250 |
| 20 |
18,463.82 |
12,736.18 |
5,727.64 |
31.9% |
798.90 |
4.5% |
91% |
False |
False |
66,311 |
| 40 |
18,463.82 |
10,391.47 |
8,072.35 |
45.0% |
584.76 |
3.3% |
94% |
False |
False |
49,587 |
| 60 |
18,463.82 |
9,858.94 |
8,604.88 |
48.0% |
546.45 |
3.0% |
94% |
False |
False |
45,078 |
| 80 |
18,463.82 |
9,858.94 |
8,604.88 |
48.0% |
539.50 |
3.0% |
94% |
False |
False |
43,781 |
| 100 |
18,463.82 |
8,934.94 |
9,528.88 |
53.1% |
491.00 |
2.7% |
95% |
False |
False |
42,626 |
| 120 |
18,463.82 |
8,848.18 |
9,615.64 |
53.6% |
464.65 |
2.6% |
95% |
False |
False |
41,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,613.33 |
|
2.618 |
20,293.50 |
|
1.618 |
19,484.78 |
|
1.000 |
18,984.99 |
|
0.618 |
18,676.06 |
|
HIGH |
18,176.27 |
|
0.618 |
17,867.34 |
|
0.500 |
17,771.91 |
|
0.382 |
17,676.48 |
|
LOW |
17,367.55 |
|
0.618 |
16,867.76 |
|
1.000 |
16,558.83 |
|
1.618 |
16,059.04 |
|
2.618 |
15,250.32 |
|
4.250 |
13,930.49 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
17,886.31 |
17,801.14 |
| PP |
17,829.11 |
17,658.76 |
| S1 |
17,771.91 |
17,516.39 |
|