Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
474.3750 |
473.0340 |
-1.3410 |
-0.3% |
471.7670 |
High |
480.6960 |
514.3620 |
33.6660 |
7.0% |
514.3620 |
Low |
465.4040 |
469.2790 |
3.8750 |
0.8% |
440.4620 |
Close |
473.0340 |
509.1130 |
36.0790 |
7.6% |
509.1130 |
Range |
15.2920 |
45.0830 |
29.7910 |
194.8% |
73.9000 |
ATR |
24.1303 |
25.6270 |
1.4966 |
6.2% |
0.0000 |
Volume |
506,054 |
1,003,908 |
497,854 |
98.4% |
3,665,693 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632.8337 |
616.0563 |
533.9087 |
|
R3 |
587.7507 |
570.9733 |
521.5108 |
|
R2 |
542.6677 |
542.6677 |
517.3782 |
|
R1 |
525.8903 |
525.8903 |
513.2456 |
534.2790 |
PP |
497.5847 |
497.5847 |
497.5847 |
501.7790 |
S1 |
480.8073 |
480.8073 |
504.9804 |
489.1960 |
S2 |
452.5017 |
452.5017 |
500.8478 |
|
S3 |
407.4187 |
435.7243 |
496.7152 |
|
S4 |
362.3357 |
390.6413 |
484.3174 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709.6790 |
683.2960 |
549.7580 |
|
R3 |
635.7790 |
609.3960 |
529.4355 |
|
R2 |
561.8790 |
561.8790 |
522.6613 |
|
R1 |
535.4960 |
535.4960 |
515.8872 |
548.6875 |
PP |
487.9790 |
487.9790 |
487.9790 |
494.5748 |
S1 |
461.5960 |
461.5960 |
502.3388 |
474.7875 |
S2 |
414.0790 |
414.0790 |
495.5647 |
|
S3 |
340.1790 |
387.6960 |
488.7905 |
|
S4 |
266.2790 |
313.7960 |
468.4680 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
514.3620 |
440.4620 |
73.9000 |
14.5% |
31.5534 |
6.2% |
93% |
True |
False |
733,138 |
10 |
514.3620 |
427.0640 |
87.2980 |
17.1% |
27.4922 |
5.4% |
94% |
True |
False |
698,492 |
20 |
514.3620 |
370.8360 |
143.5260 |
28.2% |
25.7195 |
5.1% |
96% |
True |
False |
691,259 |
40 |
514.3620 |
333.2500 |
181.1120 |
35.6% |
21.9350 |
4.3% |
97% |
True |
False |
596,669 |
60 |
514.3620 |
315.3600 |
199.0020 |
39.1% |
25.7335 |
5.1% |
97% |
True |
False |
687,160 |
80 |
514.3620 |
315.3600 |
199.0020 |
39.1% |
26.4403 |
5.2% |
97% |
True |
False |
766,523 |
100 |
514.3620 |
223.4880 |
290.8740 |
57.1% |
23.9212 |
4.7% |
98% |
True |
False |
753,619 |
120 |
514.3620 |
216.4670 |
297.8950 |
58.5% |
21.7331 |
4.3% |
98% |
True |
False |
728,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705.9648 |
2.618 |
632.3893 |
1.618 |
587.3063 |
1.000 |
559.4450 |
0.618 |
542.2233 |
HIGH |
514.3620 |
0.618 |
497.1403 |
0.500 |
491.8205 |
0.382 |
486.5007 |
LOW |
469.2790 |
0.618 |
441.4177 |
1.000 |
424.1960 |
1.618 |
396.3347 |
2.618 |
351.2517 |
4.250 |
277.6763 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
503.3488 |
501.9523 |
PP |
497.5847 |
494.7917 |
S1 |
491.8205 |
487.6310 |
|