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 |
1,888.2 |
1,879.5 |
-8.7 |
-0.5% |
1,956.0 |
High |
1,892.7 |
1,884.2 |
-8.5 |
-0.4% |
1,966.1 |
Low |
1,876.3 |
1,860.3 |
-16.0 |
-0.9% |
1,848.0 |
Close |
1,885.1 |
1,873.9 |
-11.2 |
-0.6% |
1,886.2 |
Range |
16.4 |
23.9 |
7.5 |
45.7% |
118.1 |
ATR |
33.0 |
32.4 |
-0.6 |
-1.8% |
0.0 |
Volume |
160,884 |
209,000 |
48,116 |
29.9% |
1,348,602 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.5 |
1,933.1 |
1,887.0 |
|
R3 |
1,920.6 |
1,909.2 |
1,880.5 |
|
R2 |
1,896.7 |
1,896.7 |
1,878.3 |
|
R1 |
1,885.3 |
1,885.3 |
1,876.1 |
1,879.1 |
PP |
1,872.8 |
1,872.8 |
1,872.8 |
1,869.7 |
S1 |
1,861.4 |
1,861.4 |
1,871.7 |
1,855.2 |
S2 |
1,848.9 |
1,848.9 |
1,869.5 |
|
S3 |
1,825.0 |
1,837.5 |
1,867.3 |
|
S4 |
1,801.1 |
1,813.6 |
1,860.8 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,254.4 |
2,188.4 |
1,951.2 |
|
R3 |
2,136.3 |
2,070.3 |
1,918.7 |
|
R2 |
2,018.2 |
2,018.2 |
1,907.9 |
|
R1 |
1,952.2 |
1,952.2 |
1,897.0 |
1,926.2 |
PP |
1,900.1 |
1,900.1 |
1,900.1 |
1,887.1 |
S1 |
1,834.1 |
1,834.1 |
1,875.4 |
1,808.1 |
S2 |
1,782.0 |
1,782.0 |
1,864.5 |
|
S3 |
1,663.9 |
1,716.0 |
1,853.7 |
|
S4 |
1,545.8 |
1,597.9 |
1,821.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,898.0 |
1,860.3 |
37.7 |
2.0% |
24.6 |
1.3% |
36% |
False |
True |
193,058 |
10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
37.6 |
2.0% |
22% |
False |
False |
248,571 |
20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
32.4 |
1.7% |
22% |
False |
False |
227,976 |
40 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
30.2 |
1.6% |
22% |
False |
False |
220,582 |
60 |
2,001.2 |
1,848.0 |
153.2 |
8.2% |
32.5 |
1.7% |
17% |
False |
False |
247,420 |
80 |
2,089.2 |
1,848.0 |
241.2 |
12.9% |
37.0 |
2.0% |
11% |
False |
False |
267,312 |
100 |
2,089.2 |
1,788.3 |
300.9 |
16.1% |
35.3 |
1.9% |
28% |
False |
False |
222,605 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.3% |
34.1 |
1.8% |
46% |
False |
False |
186,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,985.8 |
2.618 |
1,946.8 |
1.618 |
1,922.9 |
1.000 |
1,908.1 |
0.618 |
1,899.0 |
HIGH |
1,884.2 |
0.618 |
1,875.1 |
0.500 |
1,872.3 |
0.382 |
1,869.4 |
LOW |
1,860.3 |
0.618 |
1,845.5 |
1.000 |
1,836.4 |
1.618 |
1,821.6 |
2.618 |
1,797.7 |
4.250 |
1,758.7 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,873.4 |
1,879.2 |
PP |
1,872.8 |
1,877.4 |
S1 |
1,872.3 |
1,875.7 |
|