| 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 |
1,879.5 |
1,872.0 |
-7.5 |
-0.4% |
1,956.0 |
| High |
1,884.2 |
1,872.6 |
-11.6 |
-0.6% |
1,966.1 |
| Low |
1,860.3 |
1,850.0 |
-10.3 |
-0.6% |
1,848.0 |
| Close |
1,873.9 |
1,861.5 |
-12.4 |
-0.7% |
1,886.2 |
| Range |
23.9 |
22.6 |
-1.3 |
-5.4% |
118.1 |
| ATR |
32.4 |
31.8 |
-0.6 |
-1.9% |
0.0 |
| Volume |
209,000 |
222,347 |
13,347 |
6.4% |
1,348,602 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.2 |
1,917.9 |
1,873.9 |
|
| R3 |
1,906.6 |
1,895.3 |
1,867.7 |
|
| R2 |
1,884.0 |
1,884.0 |
1,865.6 |
|
| R1 |
1,872.7 |
1,872.7 |
1,863.6 |
1,867.1 |
| PP |
1,861.4 |
1,861.4 |
1,861.4 |
1,858.5 |
| S1 |
1,850.1 |
1,850.1 |
1,859.4 |
1,844.5 |
| S2 |
1,838.8 |
1,838.8 |
1,857.4 |
|
| S3 |
1,816.2 |
1,827.5 |
1,855.3 |
|
| S4 |
1,793.6 |
1,804.9 |
1,849.1 |
|
|
| 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 |
1,850.0 |
48.0 |
2.6% |
24.6 |
1.3% |
24% |
False |
True |
195,541 |
| 10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
34.7 |
1.9% |
11% |
False |
False |
241,054 |
| 20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
31.8 |
1.7% |
11% |
False |
False |
228,315 |
| 40 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
30.0 |
1.6% |
11% |
False |
False |
217,515 |
| 60 |
2,001.2 |
1,848.0 |
153.2 |
8.2% |
32.0 |
1.7% |
9% |
False |
False |
245,422 |
| 80 |
2,089.2 |
1,848.0 |
241.2 |
13.0% |
36.7 |
2.0% |
6% |
False |
False |
267,618 |
| 100 |
2,089.2 |
1,788.3 |
300.9 |
16.2% |
35.2 |
1.9% |
24% |
False |
False |
224,742 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
21.4% |
34.0 |
1.8% |
43% |
False |
False |
188,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,968.7 |
|
2.618 |
1,931.8 |
|
1.618 |
1,909.2 |
|
1.000 |
1,895.2 |
|
0.618 |
1,886.6 |
|
HIGH |
1,872.6 |
|
0.618 |
1,864.0 |
|
0.500 |
1,861.3 |
|
0.382 |
1,858.6 |
|
LOW |
1,850.0 |
|
0.618 |
1,836.0 |
|
1.000 |
1,827.4 |
|
1.618 |
1,813.4 |
|
2.618 |
1,790.8 |
|
4.250 |
1,754.0 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,861.4 |
1,871.4 |
| PP |
1,861.4 |
1,868.1 |
| S1 |
1,861.3 |
1,864.8 |
|