| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,457.0 |
3,464.0 |
7.0 |
0.2% |
3,229.0 |
| High |
3,495.0 |
3,477.0 |
-18.0 |
-0.5% |
3,471.0 |
| Low |
3,436.0 |
3,438.0 |
2.0 |
0.1% |
3,229.0 |
| Close |
3,470.0 |
3,467.0 |
-3.0 |
-0.1% |
3,438.0 |
| Range |
59.0 |
39.0 |
-20.0 |
-33.9% |
242.0 |
| ATR |
84.8 |
81.5 |
-3.3 |
-3.9% |
0.0 |
| Volume |
1,042,456 |
732,361 |
-310,095 |
-29.7% |
7,353,900 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,577.7 |
3,561.3 |
3,488.5 |
|
| R3 |
3,538.7 |
3,522.3 |
3,477.7 |
|
| R2 |
3,499.7 |
3,499.7 |
3,474.2 |
|
| R1 |
3,483.3 |
3,483.3 |
3,470.6 |
3,491.5 |
| PP |
3,460.7 |
3,460.7 |
3,460.7 |
3,464.8 |
| S1 |
3,444.3 |
3,444.3 |
3,463.4 |
3,452.5 |
| S2 |
3,421.7 |
3,421.7 |
3,459.9 |
|
| S3 |
3,382.7 |
3,405.3 |
3,456.3 |
|
| S4 |
3,343.7 |
3,366.3 |
3,445.6 |
|
|
| 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 |
3,392.0 |
103.0 |
3.0% |
56.2 |
1.6% |
73% |
False |
False |
938,921 |
| 10 |
3,495.0 |
3,009.0 |
486.0 |
14.0% |
90.7 |
2.6% |
94% |
False |
False |
1,307,313 |
| 20 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
87.4 |
2.5% |
95% |
False |
False |
1,251,313 |
| 40 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
70.6 |
2.0% |
95% |
False |
False |
1,043,852 |
| 60 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
69.5 |
2.0% |
95% |
False |
False |
847,978 |
| 80 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
65.9 |
1.9% |
95% |
False |
False |
636,678 |
| 100 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
62.3 |
1.8% |
95% |
False |
False |
509,627 |
| 120 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
61.4 |
1.8% |
95% |
False |
False |
426,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,642.8 |
|
2.618 |
3,579.1 |
|
1.618 |
3,540.1 |
|
1.000 |
3,516.0 |
|
0.618 |
3,501.1 |
|
HIGH |
3,477.0 |
|
0.618 |
3,462.1 |
|
0.500 |
3,457.5 |
|
0.382 |
3,452.9 |
|
LOW |
3,438.0 |
|
0.618 |
3,413.9 |
|
1.000 |
3,399.0 |
|
1.618 |
3,374.9 |
|
2.618 |
3,335.9 |
|
4.250 |
3,272.3 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,463.8 |
3,459.2 |
| PP |
3,460.7 |
3,451.3 |
| S1 |
3,457.5 |
3,443.5 |
|