| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,747.0 |
1,784.0 |
37.0 |
2.1% |
1,651.8 |
| High |
1,793.6 |
1,796.9 |
3.3 |
0.2% |
1,815.3 |
| Low |
1,745.1 |
1,751.2 |
6.1 |
0.3% |
1,648.3 |
| Close |
1,783.9 |
1,792.4 |
8.5 |
0.5% |
1,743.7 |
| Range |
48.5 |
45.7 |
-2.8 |
-5.8% |
167.0 |
| ATR |
51.7 |
51.3 |
-0.4 |
-0.8% |
0.0 |
| Volume |
191,285 |
163,796 |
-27,489 |
-14.4% |
972,439 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,917.3 |
1,900.5 |
1,817.5 |
|
| R3 |
1,871.6 |
1,854.8 |
1,805.0 |
|
| R2 |
1,825.9 |
1,825.9 |
1,800.8 |
|
| R1 |
1,809.1 |
1,809.1 |
1,796.6 |
1,817.5 |
| PP |
1,780.2 |
1,780.2 |
1,780.2 |
1,784.4 |
| S1 |
1,763.4 |
1,763.4 |
1,788.2 |
1,771.8 |
| S2 |
1,734.5 |
1,734.5 |
1,784.0 |
|
| S3 |
1,688.8 |
1,717.7 |
1,779.8 |
|
| S4 |
1,643.1 |
1,672.0 |
1,767.3 |
|
|
| 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 |
1,796.9 |
1,691.4 |
105.5 |
5.9% |
45.9 |
2.6% |
96% |
True |
False |
167,737 |
| 10 |
1,815.3 |
1,546.9 |
268.4 |
15.0% |
64.5 |
3.6% |
91% |
False |
False |
195,804 |
| 20 |
1,815.3 |
1,520.3 |
295.0 |
16.5% |
52.5 |
2.9% |
92% |
False |
False |
181,728 |
| 40 |
1,815.3 |
1,426.2 |
389.1 |
21.7% |
44.9 |
2.5% |
94% |
False |
False |
179,458 |
| 60 |
1,815.3 |
1,426.2 |
389.1 |
21.7% |
42.9 |
2.4% |
94% |
False |
False |
149,812 |
| 80 |
1,815.3 |
1,426.2 |
389.1 |
21.7% |
38.8 |
2.2% |
94% |
False |
False |
112,381 |
| 100 |
1,815.3 |
1,357.5 |
457.8 |
25.5% |
38.2 |
2.1% |
95% |
False |
False |
89,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,991.1 |
|
2.618 |
1,916.5 |
|
1.618 |
1,870.8 |
|
1.000 |
1,842.6 |
|
0.618 |
1,825.1 |
|
HIGH |
1,796.9 |
|
0.618 |
1,779.4 |
|
0.500 |
1,774.1 |
|
0.382 |
1,768.7 |
|
LOW |
1,751.2 |
|
0.618 |
1,723.0 |
|
1.000 |
1,705.5 |
|
1.618 |
1,677.3 |
|
2.618 |
1,631.6 |
|
4.250 |
1,557.0 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,786.3 |
1,776.6 |
| PP |
1,780.2 |
1,760.8 |
| S1 |
1,774.1 |
1,745.1 |
|