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 |
6,298.0 |
6,326.5 |
28.5 |
0.5% |
6,353.5 |
High |
6,358.5 |
6,380.0 |
21.5 |
0.3% |
6,451.5 |
Low |
6,296.5 |
6,306.5 |
10.0 |
0.2% |
6,295.0 |
Close |
6,324.0 |
6,334.5 |
10.5 |
0.2% |
6,334.5 |
Range |
62.0 |
73.5 |
11.5 |
18.5% |
156.5 |
ATR |
127.7 |
123.8 |
-3.9 |
-3.0% |
0.0 |
Volume |
113,086 |
110,942 |
-2,144 |
-1.9% |
563,501 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,561.0 |
6,521.0 |
6,375.0 |
|
R3 |
6,487.5 |
6,447.5 |
6,354.5 |
|
R2 |
6,414.0 |
6,414.0 |
6,348.0 |
|
R1 |
6,374.0 |
6,374.0 |
6,341.0 |
6,394.0 |
PP |
6,340.5 |
6,340.5 |
6,340.5 |
6,350.0 |
S1 |
6,300.5 |
6,300.5 |
6,328.0 |
6,320.5 |
S2 |
6,267.0 |
6,267.0 |
6,321.0 |
|
S3 |
6,193.5 |
6,227.0 |
6,314.5 |
|
S4 |
6,120.0 |
6,153.5 |
6,294.0 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,830.0 |
6,738.5 |
6,420.5 |
|
R3 |
6,673.5 |
6,582.0 |
6,377.5 |
|
R2 |
6,517.0 |
6,517.0 |
6,363.0 |
|
R1 |
6,425.5 |
6,425.5 |
6,349.0 |
6,393.0 |
PP |
6,360.5 |
6,360.5 |
6,360.5 |
6,344.0 |
S1 |
6,269.0 |
6,269.0 |
6,320.0 |
6,236.5 |
S2 |
6,204.0 |
6,204.0 |
6,306.0 |
|
S3 |
6,047.5 |
6,112.5 |
6,291.5 |
|
S4 |
5,891.0 |
5,956.0 |
6,248.5 |
|
|
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 |
6,295.0 |
156.5 |
2.5% |
93.0 |
1.5% |
25% |
False |
False |
112,700 |
10 |
6,451.5 |
5,943.0 |
508.5 |
8.0% |
130.5 |
2.1% |
77% |
False |
False |
132,447 |
20 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
131.5 |
2.1% |
88% |
False |
False |
124,372 |
40 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
111.0 |
1.8% |
88% |
False |
False |
105,489 |
60 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
110.5 |
1.7% |
88% |
False |
False |
100,350 |
80 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
93.0 |
1.5% |
88% |
False |
False |
75,340 |
100 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
77.0 |
1.2% |
88% |
False |
False |
60,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,692.5 |
2.618 |
6,572.5 |
1.618 |
6,499.0 |
1.000 |
6,453.5 |
0.618 |
6,425.5 |
HIGH |
6,380.0 |
0.618 |
6,352.0 |
0.500 |
6,343.0 |
0.382 |
6,334.5 |
LOW |
6,306.5 |
0.618 |
6,261.0 |
1.000 |
6,233.0 |
1.618 |
6,187.5 |
2.618 |
6,114.0 |
4.250 |
5,994.0 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,343.0 |
6,339.0 |
PP |
6,340.5 |
6,337.5 |
S1 |
6,337.5 |
6,336.0 |
|