| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,625.50 |
3,604.50 |
-21.00 |
-0.6% |
3,522.50 |
| High |
3,630.00 |
3,623.25 |
-6.75 |
-0.2% |
3,668.00 |
| Low |
3,584.25 |
3,556.50 |
-27.75 |
-0.8% |
3,506.50 |
| Close |
3,606.75 |
3,565.00 |
-41.75 |
-1.2% |
3,582.00 |
| Range |
45.75 |
66.75 |
21.00 |
45.9% |
161.50 |
| ATR |
72.84 |
72.40 |
-0.43 |
-0.6% |
0.00 |
| Volume |
1,268,206 |
1,325,309 |
57,103 |
4.5% |
9,111,044 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,781.75 |
3,740.25 |
3,601.75 |
|
| R3 |
3,715.00 |
3,673.50 |
3,583.25 |
|
| R2 |
3,648.25 |
3,648.25 |
3,577.25 |
|
| R1 |
3,606.75 |
3,606.75 |
3,571.00 |
3,594.00 |
| PP |
3,581.50 |
3,581.50 |
3,581.50 |
3,575.25 |
| S1 |
3,540.00 |
3,540.00 |
3,559.00 |
3,527.50 |
| S2 |
3,514.75 |
3,514.75 |
3,552.75 |
|
| S3 |
3,448.00 |
3,473.25 |
3,546.75 |
|
| S4 |
3,381.25 |
3,406.50 |
3,528.25 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,070.00 |
3,987.50 |
3,670.75 |
|
| R3 |
3,908.50 |
3,826.00 |
3,626.50 |
|
| R2 |
3,747.00 |
3,747.00 |
3,611.50 |
|
| R1 |
3,664.50 |
3,664.50 |
3,596.75 |
3,705.75 |
| PP |
3,585.50 |
3,585.50 |
3,585.50 |
3,606.00 |
| S1 |
3,503.00 |
3,503.00 |
3,567.25 |
3,544.25 |
| S2 |
3,424.00 |
3,424.00 |
3,552.50 |
|
| S3 |
3,262.50 |
3,341.50 |
3,537.50 |
|
| S4 |
3,101.00 |
3,180.00 |
3,493.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,637.00 |
3,513.00 |
124.00 |
3.5% |
59.25 |
1.7% |
42% |
False |
False |
1,383,575 |
| 10 |
3,668.00 |
3,428.25 |
239.75 |
6.7% |
70.75 |
2.0% |
57% |
False |
False |
1,631,991 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.4% |
75.50 |
2.1% |
77% |
False |
False |
1,798,799 |
| 40 |
3,668.00 |
3,198.00 |
470.00 |
13.2% |
68.75 |
1.9% |
78% |
False |
False |
1,689,893 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.2% |
71.00 |
2.0% |
78% |
False |
False |
1,458,451 |
| 80 |
3,668.00 |
3,184.75 |
483.25 |
13.6% |
63.00 |
1.8% |
79% |
False |
False |
1,094,820 |
| 100 |
3,668.00 |
3,020.50 |
647.50 |
18.2% |
61.00 |
1.7% |
84% |
False |
False |
876,145 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
21.1% |
64.25 |
1.8% |
86% |
False |
False |
730,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,907.00 |
|
2.618 |
3,798.00 |
|
1.618 |
3,731.25 |
|
1.000 |
3,690.00 |
|
0.618 |
3,664.50 |
|
HIGH |
3,623.25 |
|
0.618 |
3,597.75 |
|
0.500 |
3,590.00 |
|
0.382 |
3,582.00 |
|
LOW |
3,556.50 |
|
0.618 |
3,515.25 |
|
1.000 |
3,489.75 |
|
1.618 |
3,448.50 |
|
2.618 |
3,381.75 |
|
4.250 |
3,272.75 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,590.00 |
3,596.75 |
| PP |
3,581.50 |
3,586.25 |
| S1 |
3,573.25 |
3,575.50 |
|