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 |
3,448.0 |
3,451.0 |
3.0 |
0.1% |
3,457.0 |
High |
3,466.0 |
3,479.0 |
13.0 |
0.4% |
3,495.0 |
Low |
3,436.0 |
3,438.0 |
2.0 |
0.1% |
3,436.0 |
Close |
3,449.0 |
3,463.0 |
14.0 |
0.4% |
3,463.0 |
Range |
30.0 |
41.0 |
11.0 |
36.7% |
59.0 |
ATR |
76.0 |
73.5 |
-2.5 |
-3.3% |
0.0 |
Volume |
729,578 |
907,715 |
178,137 |
24.4% |
4,156,951 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,583.0 |
3,564.0 |
3,485.6 |
|
R3 |
3,542.0 |
3,523.0 |
3,474.3 |
|
R2 |
3,501.0 |
3,501.0 |
3,470.5 |
|
R1 |
3,482.0 |
3,482.0 |
3,466.8 |
3,491.5 |
PP |
3,460.0 |
3,460.0 |
3,460.0 |
3,464.8 |
S1 |
3,441.0 |
3,441.0 |
3,459.2 |
3,450.5 |
S2 |
3,419.0 |
3,419.0 |
3,455.5 |
|
S3 |
3,378.0 |
3,400.0 |
3,451.7 |
|
S4 |
3,337.0 |
3,359.0 |
3,440.5 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.7 |
3,611.3 |
3,495.5 |
|
R3 |
3,582.7 |
3,552.3 |
3,479.2 |
|
R2 |
3,523.7 |
3,523.7 |
3,473.8 |
|
R1 |
3,493.3 |
3,493.3 |
3,468.4 |
3,508.5 |
PP |
3,464.7 |
3,464.7 |
3,464.7 |
3,472.3 |
S1 |
3,434.3 |
3,434.3 |
3,457.6 |
3,449.5 |
S2 |
3,405.7 |
3,405.7 |
3,452.2 |
|
S3 |
3,346.7 |
3,375.3 |
3,446.8 |
|
S4 |
3,287.7 |
3,316.3 |
3,430.6 |
|
|
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 |
3,436.0 |
59.0 |
1.7% |
41.6 |
1.2% |
46% |
False |
False |
831,390 |
10 |
3,495.0 |
3,229.0 |
266.0 |
7.7% |
71.6 |
2.1% |
88% |
False |
False |
1,151,085 |
20 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
83.3 |
2.4% |
95% |
False |
False |
1,236,644 |
40 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
68.0 |
2.0% |
95% |
False |
False |
1,026,229 |
60 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
68.9 |
2.0% |
95% |
False |
False |
887,316 |
80 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
65.0 |
1.9% |
95% |
False |
False |
666,416 |
100 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
61.7 |
1.8% |
95% |
False |
False |
533,404 |
120 |
3,495.0 |
2,887.0 |
608.0 |
17.6% |
61.4 |
1.8% |
95% |
False |
False |
445,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,653.3 |
2.618 |
3,586.3 |
1.618 |
3,545.3 |
1.000 |
3,520.0 |
0.618 |
3,504.3 |
HIGH |
3,479.0 |
0.618 |
3,463.3 |
0.500 |
3,458.5 |
0.382 |
3,453.7 |
LOW |
3,438.0 |
0.618 |
3,412.7 |
1.000 |
3,397.0 |
1.618 |
3,371.7 |
2.618 |
3,330.7 |
4.250 |
3,263.8 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,461.5 |
3,462.5 |
PP |
3,460.0 |
3,462.0 |
S1 |
3,458.5 |
3,461.5 |
|