| 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 |
3,464.0 |
3,463.0 |
-1.0 |
0.0% |
3,229.0 |
| High |
3,477.0 |
3,487.0 |
10.0 |
0.3% |
3,471.0 |
| Low |
3,438.0 |
3,448.0 |
10.0 |
0.3% |
3,229.0 |
| Close |
3,467.0 |
3,480.0 |
13.0 |
0.4% |
3,438.0 |
| Range |
39.0 |
39.0 |
0.0 |
0.0% |
242.0 |
| ATR |
81.5 |
78.5 |
-3.0 |
-3.7% |
0.0 |
| Volume |
732,361 |
744,841 |
12,480 |
1.7% |
7,353,900 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,588.7 |
3,573.3 |
3,501.5 |
|
| R3 |
3,549.7 |
3,534.3 |
3,490.7 |
|
| R2 |
3,510.7 |
3,510.7 |
3,487.2 |
|
| R1 |
3,495.3 |
3,495.3 |
3,483.6 |
3,503.0 |
| PP |
3,471.7 |
3,471.7 |
3,471.7 |
3,475.5 |
| S1 |
3,456.3 |
3,456.3 |
3,476.4 |
3,464.0 |
| S2 |
3,432.7 |
3,432.7 |
3,472.9 |
|
| S3 |
3,393.7 |
3,417.3 |
3,469.3 |
|
| S4 |
3,354.7 |
3,378.3 |
3,458.6 |
|
|
| 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% |
54.0 |
1.6% |
85% |
False |
False |
880,147 |
| 10 |
3,495.0 |
3,137.0 |
358.0 |
10.3% |
78.5 |
2.3% |
96% |
False |
False |
1,227,699 |
| 20 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
85.4 |
2.5% |
98% |
False |
False |
1,244,271 |
| 40 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
69.7 |
2.0% |
98% |
False |
False |
1,040,073 |
| 60 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
69.2 |
2.0% |
98% |
False |
False |
860,371 |
| 80 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
66.0 |
1.9% |
98% |
False |
False |
645,956 |
| 100 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
62.4 |
1.8% |
98% |
False |
False |
517,069 |
| 120 |
3,495.0 |
2,887.0 |
608.0 |
17.5% |
61.6 |
1.8% |
98% |
False |
False |
432,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,652.8 |
|
2.618 |
3,589.1 |
|
1.618 |
3,550.1 |
|
1.000 |
3,526.0 |
|
0.618 |
3,511.1 |
|
HIGH |
3,487.0 |
|
0.618 |
3,472.1 |
|
0.500 |
3,467.5 |
|
0.382 |
3,462.9 |
|
LOW |
3,448.0 |
|
0.618 |
3,423.9 |
|
1.000 |
3,409.0 |
|
1.618 |
3,384.9 |
|
2.618 |
3,345.9 |
|
4.250 |
3,282.3 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,475.8 |
3,475.2 |
| PP |
3,471.7 |
3,470.3 |
| S1 |
3,467.5 |
3,465.5 |
|