| 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 |
3,562.00 |
3,560.00 |
-2.00 |
-0.1% |
3,587.00 |
| High |
3,582.75 |
3,582.50 |
-0.25 |
0.0% |
3,637.00 |
| Low |
3,542.25 |
3,542.75 |
0.50 |
0.0% |
3,542.25 |
| Close |
3,580.00 |
3,554.25 |
-25.75 |
-0.7% |
3,554.25 |
| Range |
40.50 |
39.75 |
-0.75 |
-1.9% |
94.75 |
| ATR |
70.12 |
67.95 |
-2.17 |
-3.1% |
0.00 |
| Volume |
1,291,117 |
1,189,621 |
-101,496 |
-7.9% |
6,378,194 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,679.00 |
3,656.50 |
3,576.00 |
|
| R3 |
3,639.25 |
3,616.75 |
3,565.25 |
|
| R2 |
3,599.50 |
3,599.50 |
3,561.50 |
|
| R1 |
3,577.00 |
3,577.00 |
3,558.00 |
3,568.50 |
| PP |
3,559.75 |
3,559.75 |
3,559.75 |
3,555.50 |
| S1 |
3,537.25 |
3,537.25 |
3,550.50 |
3,528.50 |
| S2 |
3,520.00 |
3,520.00 |
3,547.00 |
|
| S3 |
3,480.25 |
3,497.50 |
3,543.25 |
|
| S4 |
3,440.50 |
3,457.75 |
3,532.50 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,862.00 |
3,803.00 |
3,606.25 |
|
| R3 |
3,767.25 |
3,708.25 |
3,580.25 |
|
| R2 |
3,672.50 |
3,672.50 |
3,571.50 |
|
| R1 |
3,613.50 |
3,613.50 |
3,563.00 |
3,595.50 |
| PP |
3,577.75 |
3,577.75 |
3,577.75 |
3,569.00 |
| S1 |
3,518.75 |
3,518.75 |
3,545.50 |
3,501.00 |
| S2 |
3,483.00 |
3,483.00 |
3,537.00 |
|
| S3 |
3,388.25 |
3,424.00 |
3,528.25 |
|
| S4 |
3,293.50 |
3,329.25 |
3,502.25 |
|
|
| 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 |
3,542.25 |
94.75 |
2.7% |
48.75 |
1.4% |
13% |
False |
False |
1,275,638 |
| 10 |
3,668.00 |
3,506.50 |
161.50 |
4.5% |
63.00 |
1.8% |
30% |
False |
False |
1,548,923 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.5% |
75.25 |
2.1% |
74% |
False |
False |
1,786,957 |
| 40 |
3,668.00 |
3,225.00 |
443.00 |
12.5% |
66.75 |
1.9% |
74% |
False |
False |
1,652,559 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.2% |
71.00 |
2.0% |
76% |
False |
False |
1,499,637 |
| 80 |
3,668.00 |
3,198.00 |
470.00 |
13.2% |
62.25 |
1.8% |
76% |
False |
False |
1,125,781 |
| 100 |
3,668.00 |
3,085.50 |
582.50 |
16.4% |
60.75 |
1.7% |
80% |
False |
False |
900,902 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
21.1% |
64.25 |
1.8% |
85% |
False |
False |
751,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,751.50 |
|
2.618 |
3,686.50 |
|
1.618 |
3,646.75 |
|
1.000 |
3,622.25 |
|
0.618 |
3,607.00 |
|
HIGH |
3,582.50 |
|
0.618 |
3,567.25 |
|
0.500 |
3,562.50 |
|
0.382 |
3,558.00 |
|
LOW |
3,542.75 |
|
0.618 |
3,518.25 |
|
1.000 |
3,503.00 |
|
1.618 |
3,478.50 |
|
2.618 |
3,438.75 |
|
4.250 |
3,373.75 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,562.50 |
3,582.75 |
| PP |
3,559.75 |
3,573.25 |
| S1 |
3,557.00 |
3,563.75 |
|