| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,770.0 |
1,778.5 |
8.5 |
0.5% |
1,747.0 |
| High |
1,788.1 |
1,828.8 |
40.7 |
2.3% |
1,807.4 |
| Low |
1,757.3 |
1,776.6 |
19.3 |
1.1% |
1,745.1 |
| Close |
1,783.3 |
1,817.1 |
33.8 |
1.9% |
1,783.3 |
| Range |
30.8 |
52.2 |
21.4 |
69.5% |
62.3 |
| ATR |
48.1 |
48.4 |
0.3 |
0.6% |
0.0 |
| Volume |
132,841 |
139,532 |
6,691 |
5.0% |
805,063 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.1 |
1,942.8 |
1,845.8 |
|
| R3 |
1,911.9 |
1,890.6 |
1,831.5 |
|
| R2 |
1,859.7 |
1,859.7 |
1,826.7 |
|
| R1 |
1,838.4 |
1,838.4 |
1,821.9 |
1,849.1 |
| PP |
1,807.5 |
1,807.5 |
1,807.5 |
1,812.8 |
| S1 |
1,786.2 |
1,786.2 |
1,812.3 |
1,796.9 |
| S2 |
1,755.3 |
1,755.3 |
1,807.5 |
|
| S3 |
1,703.1 |
1,734.0 |
1,802.7 |
|
| S4 |
1,650.9 |
1,681.8 |
1,788.4 |
|
|
| 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 |
1,828.8 |
1,751.2 |
77.6 |
4.3% |
40.8 |
2.2% |
85% |
True |
False |
150,662 |
| 10 |
1,828.8 |
1,691.4 |
137.4 |
7.6% |
44.5 |
2.4% |
91% |
True |
False |
163,926 |
| 20 |
1,828.8 |
1,520.3 |
308.5 |
17.0% |
53.0 |
2.9% |
96% |
True |
False |
182,015 |
| 40 |
1,828.8 |
1,485.8 |
343.0 |
18.9% |
44.1 |
2.4% |
97% |
True |
False |
176,019 |
| 60 |
1,828.8 |
1,426.2 |
402.6 |
22.2% |
44.1 |
2.4% |
97% |
True |
False |
159,630 |
| 80 |
1,828.8 |
1,426.2 |
402.6 |
22.2% |
39.1 |
2.2% |
97% |
True |
False |
119,749 |
| 100 |
1,828.8 |
1,372.2 |
456.6 |
25.1% |
38.1 |
2.1% |
97% |
True |
False |
95,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,050.7 |
|
2.618 |
1,965.5 |
|
1.618 |
1,913.3 |
|
1.000 |
1,881.0 |
|
0.618 |
1,861.1 |
|
HIGH |
1,828.8 |
|
0.618 |
1,808.9 |
|
0.500 |
1,802.7 |
|
0.382 |
1,796.5 |
|
LOW |
1,776.6 |
|
0.618 |
1,744.3 |
|
1.000 |
1,724.4 |
|
1.618 |
1,692.1 |
|
2.618 |
1,639.9 |
|
4.250 |
1,554.8 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,812.3 |
1,808.5 |
| PP |
1,807.5 |
1,799.9 |
| S1 |
1,802.7 |
1,791.3 |
|