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 |
3,463.0 |
3,448.0 |
-15.0 |
-0.4% |
3,229.0 |
High |
3,487.0 |
3,466.0 |
-21.0 |
-0.6% |
3,471.0 |
Low |
3,448.0 |
3,436.0 |
-12.0 |
-0.3% |
3,229.0 |
Close |
3,480.0 |
3,449.0 |
-31.0 |
-0.9% |
3,438.0 |
Range |
39.0 |
30.0 |
-9.0 |
-23.1% |
242.0 |
ATR |
78.5 |
76.0 |
-2.5 |
-3.1% |
0.0 |
Volume |
744,841 |
729,578 |
-15,263 |
-2.0% |
7,353,900 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,540.3 |
3,524.7 |
3,465.5 |
|
R3 |
3,510.3 |
3,494.7 |
3,457.3 |
|
R2 |
3,480.3 |
3,480.3 |
3,454.5 |
|
R1 |
3,464.7 |
3,464.7 |
3,451.8 |
3,472.5 |
PP |
3,450.3 |
3,450.3 |
3,450.3 |
3,454.3 |
S1 |
3,434.7 |
3,434.7 |
3,446.3 |
3,442.5 |
S2 |
3,420.3 |
3,420.3 |
3,443.5 |
|
S3 |
3,390.3 |
3,404.7 |
3,440.8 |
|
S4 |
3,360.3 |
3,374.7 |
3,432.5 |
|
|
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% |
45.6 |
1.3% |
55% |
False |
False |
824,971 |
10 |
3,495.0 |
3,163.0 |
332.0 |
9.6% |
73.3 |
2.1% |
86% |
False |
False |
1,178,081 |
20 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
84.2 |
2.4% |
92% |
False |
False |
1,231,479 |
40 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
69.1 |
2.0% |
92% |
False |
False |
1,030,927 |
60 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
68.9 |
2.0% |
92% |
False |
False |
872,526 |
80 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
66.2 |
1.9% |
92% |
False |
False |
655,072 |
100 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
62.1 |
1.8% |
92% |
False |
False |
524,364 |
120 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
61.2 |
1.8% |
92% |
False |
False |
438,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,593.5 |
2.618 |
3,544.5 |
1.618 |
3,514.5 |
1.000 |
3,496.0 |
0.618 |
3,484.5 |
HIGH |
3,466.0 |
0.618 |
3,454.5 |
0.500 |
3,451.0 |
0.382 |
3,447.5 |
LOW |
3,436.0 |
0.618 |
3,417.5 |
1.000 |
3,406.0 |
1.618 |
3,387.5 |
2.618 |
3,357.5 |
4.250 |
3,308.5 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,451.0 |
3,461.5 |
PP |
3,450.3 |
3,457.3 |
S1 |
3,449.7 |
3,453.2 |
|