| 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 |
1,765.4 |
1,770.0 |
4.6 |
0.3% |
1,747.0 |
| High |
1,784.5 |
1,788.1 |
3.6 |
0.2% |
1,807.4 |
| Low |
1,753.8 |
1,757.3 |
3.5 |
0.2% |
1,745.1 |
| Close |
1,783.0 |
1,783.3 |
0.3 |
0.0% |
1,783.3 |
| Range |
30.7 |
30.8 |
0.1 |
0.3% |
62.3 |
| ATR |
49.4 |
48.1 |
-1.3 |
-2.7% |
0.0 |
| Volume |
150,117 |
132,841 |
-17,276 |
-11.5% |
805,063 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.6 |
1,856.8 |
1,800.2 |
|
| R3 |
1,837.8 |
1,826.0 |
1,791.8 |
|
| R2 |
1,807.0 |
1,807.0 |
1,788.9 |
|
| R1 |
1,795.2 |
1,795.2 |
1,786.1 |
1,801.1 |
| PP |
1,776.2 |
1,776.2 |
1,776.2 |
1,779.2 |
| S1 |
1,764.4 |
1,764.4 |
1,780.5 |
1,770.3 |
| S2 |
1,745.4 |
1,745.4 |
1,777.7 |
|
| S3 |
1,714.6 |
1,733.6 |
1,774.8 |
|
| S4 |
1,683.8 |
1,702.8 |
1,766.4 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,965.5 |
1,936.7 |
1,817.6 |
|
| R3 |
1,903.2 |
1,874.4 |
1,800.4 |
|
| R2 |
1,840.9 |
1,840.9 |
1,794.7 |
|
| R1 |
1,812.1 |
1,812.1 |
1,789.0 |
1,826.5 |
| PP |
1,778.6 |
1,778.6 |
1,778.6 |
1,785.8 |
| S1 |
1,749.8 |
1,749.8 |
1,777.6 |
1,764.2 |
| S2 |
1,716.3 |
1,716.3 |
1,771.9 |
|
| S3 |
1,654.0 |
1,687.5 |
1,766.2 |
|
| S4 |
1,591.7 |
1,625.2 |
1,749.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,807.4 |
1,745.1 |
62.3 |
3.5% |
40.1 |
2.2% |
61% |
False |
False |
161,012 |
| 10 |
1,815.3 |
1,648.3 |
167.0 |
9.4% |
56.0 |
3.1% |
81% |
False |
False |
177,750 |
| 20 |
1,815.3 |
1,520.3 |
295.0 |
16.5% |
53.0 |
3.0% |
89% |
False |
False |
182,907 |
| 40 |
1,815.3 |
1,468.5 |
346.8 |
19.4% |
43.9 |
2.5% |
91% |
False |
False |
176,388 |
| 60 |
1,815.3 |
1,426.2 |
389.1 |
21.8% |
43.6 |
2.4% |
92% |
False |
False |
157,306 |
| 80 |
1,815.3 |
1,426.2 |
389.1 |
21.8% |
39.0 |
2.2% |
92% |
False |
False |
118,005 |
| 100 |
1,815.3 |
1,372.2 |
443.1 |
24.8% |
38.0 |
2.1% |
93% |
False |
False |
94,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,919.0 |
|
2.618 |
1,868.7 |
|
1.618 |
1,837.9 |
|
1.000 |
1,818.9 |
|
0.618 |
1,807.1 |
|
HIGH |
1,788.1 |
|
0.618 |
1,776.3 |
|
0.500 |
1,772.7 |
|
0.382 |
1,769.1 |
|
LOW |
1,757.3 |
|
0.618 |
1,738.3 |
|
1.000 |
1,726.5 |
|
1.618 |
1,707.5 |
|
2.618 |
1,676.7 |
|
4.250 |
1,626.4 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.8 |
1,782.4 |
| PP |
1,776.2 |
1,781.5 |
| S1 |
1,772.7 |
1,780.6 |
|