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 |
6,353.5 |
6,401.5 |
48.0 |
0.8% |
5,947.0 |
High |
6,451.5 |
6,411.0 |
-40.5 |
-0.6% |
6,378.0 |
Low |
6,317.5 |
6,295.0 |
-22.5 |
-0.4% |
5,943.0 |
Close |
6,418.0 |
6,348.5 |
-69.5 |
-1.1% |
6,313.0 |
Range |
134.0 |
116.0 |
-18.0 |
-13.4% |
435.0 |
ATR |
136.4 |
135.4 |
-1.0 |
-0.7% |
0.0 |
Volume |
105,488 |
141,374 |
35,886 |
34.0% |
760,972 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,699.5 |
6,640.0 |
6,412.5 |
|
R3 |
6,583.5 |
6,524.0 |
6,380.5 |
|
R2 |
6,467.5 |
6,467.5 |
6,370.0 |
|
R1 |
6,408.0 |
6,408.0 |
6,359.0 |
6,380.0 |
PP |
6,351.5 |
6,351.5 |
6,351.5 |
6,337.5 |
S1 |
6,292.0 |
6,292.0 |
6,338.0 |
6,264.0 |
S2 |
6,235.5 |
6,235.5 |
6,327.0 |
|
S3 |
6,119.5 |
6,176.0 |
6,316.5 |
|
S4 |
6,003.5 |
6,060.0 |
6,284.5 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,516.5 |
7,349.5 |
6,552.0 |
|
R3 |
7,081.5 |
6,914.5 |
6,432.5 |
|
R2 |
6,646.5 |
6,646.5 |
6,393.0 |
|
R1 |
6,479.5 |
6,479.5 |
6,353.0 |
6,563.0 |
PP |
6,211.5 |
6,211.5 |
6,211.5 |
6,253.0 |
S1 |
6,044.5 |
6,044.5 |
6,273.0 |
6,128.0 |
S2 |
5,776.5 |
5,776.5 |
6,233.0 |
|
S3 |
5,341.5 |
5,609.5 |
6,193.5 |
|
S4 |
4,906.5 |
5,174.5 |
6,074.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,451.5 |
6,239.0 |
212.5 |
3.3% |
116.5 |
1.8% |
52% |
False |
False |
119,682 |
10 |
6,451.5 |
5,632.0 |
819.5 |
12.9% |
151.5 |
2.4% |
87% |
False |
False |
133,723 |
20 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
139.0 |
2.2% |
90% |
False |
False |
121,718 |
40 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
114.0 |
1.8% |
90% |
False |
False |
105,187 |
60 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
109.5 |
1.7% |
90% |
False |
False |
95,170 |
80 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
91.0 |
1.4% |
90% |
False |
False |
71,383 |
100 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
75.0 |
1.2% |
90% |
False |
False |
57,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,904.0 |
2.618 |
6,714.5 |
1.618 |
6,598.5 |
1.000 |
6,527.0 |
0.618 |
6,482.5 |
HIGH |
6,411.0 |
0.618 |
6,366.5 |
0.500 |
6,353.0 |
0.382 |
6,339.5 |
LOW |
6,295.0 |
0.618 |
6,223.5 |
1.000 |
6,179.0 |
1.618 |
6,107.5 |
2.618 |
5,991.5 |
4.250 |
5,802.0 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,353.0 |
6,349.0 |
PP |
6,351.5 |
6,348.5 |
S1 |
6,350.0 |
6,348.5 |
|