| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,739.4 |
1,707.3 |
-32.1 |
-1.8% |
1,651.8 |
| High |
1,739.4 |
1,750.0 |
10.6 |
0.6% |
1,815.3 |
| Low |
1,691.4 |
1,693.2 |
1.8 |
0.1% |
1,648.3 |
| Close |
1,707.4 |
1,743.7 |
36.3 |
2.1% |
1,743.7 |
| Range |
48.0 |
56.8 |
8.8 |
18.3% |
167.0 |
| ATR |
51.5 |
51.9 |
0.4 |
0.7% |
0.0 |
| Volume |
181,033 |
165,259 |
-15,774 |
-8.7% |
972,439 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,899.4 |
1,878.3 |
1,774.9 |
|
| R3 |
1,842.6 |
1,821.5 |
1,759.3 |
|
| R2 |
1,785.8 |
1,785.8 |
1,754.1 |
|
| R1 |
1,764.7 |
1,764.7 |
1,748.9 |
1,775.3 |
| PP |
1,729.0 |
1,729.0 |
1,729.0 |
1,734.2 |
| S1 |
1,707.9 |
1,707.9 |
1,738.5 |
1,718.5 |
| S2 |
1,672.2 |
1,672.2 |
1,733.3 |
|
| S3 |
1,615.4 |
1,651.1 |
1,728.1 |
|
| S4 |
1,558.6 |
1,594.3 |
1,712.5 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.8 |
2,157.2 |
1,835.6 |
|
| R3 |
2,069.8 |
1,990.2 |
1,789.6 |
|
| R2 |
1,902.8 |
1,902.8 |
1,774.3 |
|
| R1 |
1,823.2 |
1,823.2 |
1,759.0 |
1,863.0 |
| PP |
1,735.8 |
1,735.8 |
1,735.8 |
1,755.7 |
| S1 |
1,656.2 |
1,656.2 |
1,728.4 |
1,696.0 |
| S2 |
1,568.8 |
1,568.8 |
1,713.1 |
|
| S3 |
1,401.8 |
1,489.2 |
1,697.8 |
|
| S4 |
1,234.8 |
1,322.2 |
1,651.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,815.3 |
1,648.3 |
167.0 |
9.6% |
71.9 |
4.1% |
57% |
False |
False |
194,487 |
| 10 |
1,815.3 |
1,526.0 |
289.3 |
16.6% |
64.8 |
3.7% |
75% |
False |
False |
193,525 |
| 20 |
1,815.3 |
1,520.3 |
295.0 |
16.9% |
51.2 |
2.9% |
76% |
False |
False |
178,068 |
| 40 |
1,815.3 |
1,426.2 |
389.1 |
22.3% |
45.1 |
2.6% |
82% |
False |
False |
180,375 |
| 60 |
1,815.3 |
1,426.2 |
389.1 |
22.3% |
42.1 |
2.4% |
82% |
False |
False |
143,896 |
| 80 |
1,815.3 |
1,426.2 |
389.1 |
22.3% |
38.3 |
2.2% |
82% |
False |
False |
107,944 |
| 100 |
1,815.3 |
1,357.5 |
457.8 |
26.3% |
38.2 |
2.2% |
84% |
False |
False |
86,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,991.4 |
|
2.618 |
1,898.7 |
|
1.618 |
1,841.9 |
|
1.000 |
1,806.8 |
|
0.618 |
1,785.1 |
|
HIGH |
1,750.0 |
|
0.618 |
1,728.3 |
|
0.500 |
1,721.6 |
|
0.382 |
1,714.9 |
|
LOW |
1,693.2 |
|
0.618 |
1,658.1 |
|
1.000 |
1,636.4 |
|
1.618 |
1,601.3 |
|
2.618 |
1,544.5 |
|
4.250 |
1,451.8 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,736.3 |
1,736.0 |
| PP |
1,729.0 |
1,728.4 |
| S1 |
1,721.6 |
1,720.7 |
|