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 |
1,872.0 |
1,864.8 |
-7.2 |
-0.4% |
1,886.6 |
High |
1,872.6 |
1,879.2 |
6.6 |
0.4% |
1,898.0 |
Low |
1,850.0 |
1,859.1 |
9.1 |
0.5% |
1,850.0 |
Close |
1,861.5 |
1,872.4 |
10.9 |
0.6% |
1,872.4 |
Range |
22.6 |
20.1 |
-2.5 |
-11.1% |
48.0 |
ATR |
31.8 |
31.0 |
-0.8 |
-2.6% |
0.0 |
Volume |
222,347 |
186,166 |
-36,181 |
-16.3% |
1,001,334 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.5 |
1,921.6 |
1,883.5 |
|
R3 |
1,910.4 |
1,901.5 |
1,877.9 |
|
R2 |
1,890.3 |
1,890.3 |
1,876.1 |
|
R1 |
1,881.4 |
1,881.4 |
1,874.2 |
1,885.9 |
PP |
1,870.2 |
1,870.2 |
1,870.2 |
1,872.5 |
S1 |
1,861.3 |
1,861.3 |
1,870.6 |
1,865.8 |
S2 |
1,850.1 |
1,850.1 |
1,868.7 |
|
S3 |
1,830.0 |
1,841.2 |
1,866.9 |
|
S4 |
1,809.9 |
1,821.1 |
1,861.3 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,017.5 |
1,992.9 |
1,898.8 |
|
R3 |
1,969.5 |
1,944.9 |
1,885.6 |
|
R2 |
1,921.5 |
1,921.5 |
1,881.2 |
|
R1 |
1,896.9 |
1,896.9 |
1,876.8 |
1,885.2 |
PP |
1,873.5 |
1,873.5 |
1,873.5 |
1,867.6 |
S1 |
1,848.9 |
1,848.9 |
1,868.0 |
1,837.2 |
S2 |
1,825.5 |
1,825.5 |
1,863.6 |
|
S3 |
1,777.5 |
1,800.9 |
1,859.2 |
|
S4 |
1,729.5 |
1,752.9 |
1,846.0 |
|
|
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% |
23.9 |
1.3% |
47% |
False |
False |
200,266 |
10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
34.2 |
1.8% |
21% |
False |
False |
234,993 |
20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
31.7 |
1.7% |
21% |
False |
False |
228,975 |
40 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
29.8 |
1.6% |
21% |
False |
False |
216,398 |
60 |
2,001.2 |
1,848.0 |
153.2 |
8.2% |
31.1 |
1.7% |
16% |
False |
False |
240,739 |
80 |
2,089.2 |
1,848.0 |
241.2 |
12.9% |
36.5 |
2.0% |
10% |
False |
False |
266,553 |
100 |
2,089.2 |
1,788.3 |
300.9 |
16.1% |
35.0 |
1.9% |
28% |
False |
False |
226,449 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.3% |
33.8 |
1.8% |
46% |
False |
False |
189,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.6 |
2.618 |
1,931.8 |
1.618 |
1,911.7 |
1.000 |
1,899.3 |
0.618 |
1,891.6 |
HIGH |
1,879.2 |
0.618 |
1,871.5 |
0.500 |
1,869.2 |
0.382 |
1,866.8 |
LOW |
1,859.1 |
0.618 |
1,846.7 |
1.000 |
1,839.0 |
1.618 |
1,826.6 |
2.618 |
1,806.5 |
4.250 |
1,773.7 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,871.3 |
1,870.6 |
PP |
1,870.2 |
1,868.9 |
S1 |
1,869.2 |
1,867.1 |
|