| 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 |
13,089.0 |
13,093.0 |
4.0 |
0.0% |
13,166.5 |
| High |
13,141.5 |
13,164.0 |
22.5 |
0.2% |
13,275.0 |
| Low |
13,024.5 |
13,032.0 |
7.5 |
0.1% |
13,024.5 |
| Close |
13,084.0 |
13,124.0 |
40.0 |
0.3% |
13,124.0 |
| Range |
117.0 |
132.0 |
15.0 |
12.8% |
250.5 |
| ATR |
283.7 |
272.9 |
-10.8 |
-3.8% |
0.0 |
| Volume |
57,499 |
61,569 |
4,070 |
7.1% |
308,906 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,502.7 |
13,445.3 |
13,196.6 |
|
| R3 |
13,370.7 |
13,313.3 |
13,160.3 |
|
| R2 |
13,238.7 |
13,238.7 |
13,148.2 |
|
| R1 |
13,181.3 |
13,181.3 |
13,136.1 |
13,210.0 |
| PP |
13,106.7 |
13,106.7 |
13,106.7 |
13,121.0 |
| S1 |
13,049.3 |
13,049.3 |
13,111.9 |
13,078.0 |
| S2 |
12,974.7 |
12,974.7 |
13,099.8 |
|
| S3 |
12,842.7 |
12,917.3 |
13,087.7 |
|
| S4 |
12,710.7 |
12,785.3 |
13,051.4 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,892.7 |
13,758.8 |
13,261.8 |
|
| R3 |
13,642.2 |
13,508.3 |
13,192.9 |
|
| R2 |
13,391.7 |
13,391.7 |
13,169.9 |
|
| R1 |
13,257.8 |
13,257.8 |
13,147.0 |
13,199.5 |
| PP |
13,141.2 |
13,141.2 |
13,141.2 |
13,112.0 |
| S1 |
13,007.3 |
13,007.3 |
13,101.0 |
12,949.0 |
| S2 |
12,890.7 |
12,890.7 |
13,078.1 |
|
| S3 |
12,640.2 |
12,756.8 |
13,055.1 |
|
| S4 |
12,389.7 |
12,506.3 |
12,986.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,275.0 |
13,024.5 |
250.5 |
1.9% |
144.0 |
1.1% |
40% |
False |
False |
61,781 |
| 10 |
13,290.5 |
12,597.5 |
693.0 |
5.3% |
243.5 |
1.9% |
76% |
False |
False |
75,722 |
| 20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
311.5 |
2.4% |
92% |
False |
False |
90,080 |
| 40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
262.6 |
2.0% |
92% |
False |
False |
82,177 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
266.1 |
2.0% |
85% |
False |
False |
66,527 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
244.1 |
1.9% |
85% |
False |
False |
49,915 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
231.0 |
1.8% |
85% |
False |
False |
39,949 |
| 120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
232.2 |
1.8% |
85% |
False |
False |
33,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,725.0 |
|
2.618 |
13,509.6 |
|
1.618 |
13,377.6 |
|
1.000 |
13,296.0 |
|
0.618 |
13,245.6 |
|
HIGH |
13,164.0 |
|
0.618 |
13,113.6 |
|
0.500 |
13,098.0 |
|
0.382 |
13,082.4 |
|
LOW |
13,032.0 |
|
0.618 |
12,950.4 |
|
1.000 |
12,900.0 |
|
1.618 |
12,818.4 |
|
2.618 |
12,686.4 |
|
4.250 |
12,471.0 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,115.3 |
13,121.3 |
| PP |
13,106.7 |
13,118.5 |
| S1 |
13,098.0 |
13,115.8 |
|