Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
3,408.0 |
3,457.0 |
49.0 |
1.4% |
3,229.0 |
High |
3,453.0 |
3,495.0 |
42.0 |
1.2% |
3,471.0 |
Low |
3,392.0 |
3,436.0 |
44.0 |
1.3% |
3,229.0 |
Close |
3,438.0 |
3,470.0 |
32.0 |
0.9% |
3,438.0 |
Range |
61.0 |
59.0 |
-2.0 |
-3.3% |
242.0 |
ATR |
86.8 |
84.8 |
-2.0 |
-2.3% |
0.0 |
Volume |
875,622 |
1,042,456 |
166,834 |
19.1% |
7,353,900 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,644.0 |
3,616.0 |
3,502.5 |
|
R3 |
3,585.0 |
3,557.0 |
3,486.2 |
|
R2 |
3,526.0 |
3,526.0 |
3,480.8 |
|
R1 |
3,498.0 |
3,498.0 |
3,475.4 |
3,512.0 |
PP |
3,467.0 |
3,467.0 |
3,467.0 |
3,474.0 |
S1 |
3,439.0 |
3,439.0 |
3,464.6 |
3,453.0 |
S2 |
3,408.0 |
3,408.0 |
3,459.2 |
|
S3 |
3,349.0 |
3,380.0 |
3,453.8 |
|
S4 |
3,290.0 |
3,321.0 |
3,437.6 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,105.3 |
4,013.7 |
3,571.1 |
|
R3 |
3,863.3 |
3,771.7 |
3,504.6 |
|
R2 |
3,621.3 |
3,621.3 |
3,482.4 |
|
R1 |
3,529.7 |
3,529.7 |
3,460.2 |
3,575.5 |
PP |
3,379.3 |
3,379.3 |
3,379.3 |
3,402.3 |
S1 |
3,287.7 |
3,287.7 |
3,415.8 |
3,333.5 |
S2 |
3,137.3 |
3,137.3 |
3,393.6 |
|
S3 |
2,895.3 |
3,045.7 |
3,371.5 |
|
S4 |
2,653.3 |
2,803.7 |
3,304.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,495.0 |
3,345.0 |
150.0 |
4.3% |
71.0 |
2.0% |
83% |
True |
False |
1,155,252 |
10 |
3,495.0 |
3,009.0 |
486.0 |
14.0% |
96.3 |
2.8% |
95% |
True |
False |
1,351,163 |
20 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
87.2 |
2.5% |
96% |
True |
False |
1,249,677 |
40 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
70.7 |
2.0% |
96% |
True |
False |
1,049,768 |
60 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
69.9 |
2.0% |
96% |
True |
False |
835,799 |
80 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
65.5 |
1.9% |
96% |
True |
False |
627,531 |
100 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
62.4 |
1.8% |
96% |
True |
False |
502,454 |
120 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
61.1 |
1.8% |
96% |
True |
False |
420,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,745.8 |
2.618 |
3,649.5 |
1.618 |
3,590.5 |
1.000 |
3,554.0 |
0.618 |
3,531.5 |
HIGH |
3,495.0 |
0.618 |
3,472.5 |
0.500 |
3,465.5 |
0.382 |
3,458.5 |
LOW |
3,436.0 |
0.618 |
3,399.5 |
1.000 |
3,377.0 |
1.618 |
3,340.5 |
2.618 |
3,281.5 |
4.250 |
3,185.3 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,468.5 |
3,461.2 |
PP |
3,467.0 |
3,452.3 |
S1 |
3,465.5 |
3,443.5 |
|