| 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 |
11,957.25 |
12,061.25 |
104.00 |
0.9% |
12,139.25 |
| High |
12,065.00 |
12,098.75 |
33.75 |
0.3% |
12,408.75 |
| Low |
11,851.75 |
11,953.75 |
102.00 |
0.9% |
11,503.25 |
| Close |
12,005.00 |
11,975.00 |
-30.00 |
-0.2% |
11,933.50 |
| Range |
213.25 |
145.00 |
-68.25 |
-32.0% |
905.50 |
| ATR |
307.07 |
295.49 |
-11.58 |
-3.8% |
0.00 |
| Volume |
471,101 |
401,505 |
-69,596 |
-14.8% |
3,113,074 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,444.25 |
12,354.50 |
12,054.75 |
|
| R3 |
12,299.25 |
12,209.50 |
12,015.00 |
|
| R2 |
12,154.25 |
12,154.25 |
12,001.50 |
|
| R1 |
12,064.50 |
12,064.50 |
11,988.25 |
12,037.00 |
| PP |
12,009.25 |
12,009.25 |
12,009.25 |
11,995.25 |
| S1 |
11,919.50 |
11,919.50 |
11,961.75 |
11,892.00 |
| S2 |
11,864.25 |
11,864.25 |
11,948.50 |
|
| S3 |
11,719.25 |
11,774.50 |
11,935.00 |
|
| S4 |
11,574.25 |
11,629.50 |
11,895.25 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,665.00 |
14,204.75 |
12,431.50 |
|
| R3 |
13,759.50 |
13,299.25 |
12,182.50 |
|
| R2 |
12,854.00 |
12,854.00 |
12,099.50 |
|
| R1 |
12,393.75 |
12,393.75 |
12,016.50 |
12,171.00 |
| PP |
11,948.50 |
11,948.50 |
11,948.50 |
11,837.25 |
| S1 |
11,488.25 |
11,488.25 |
11,850.50 |
11,265.50 |
| S2 |
11,043.00 |
11,043.00 |
11,767.50 |
|
| S3 |
10,137.50 |
10,582.75 |
11,684.50 |
|
| S4 |
9,232.00 |
9,677.25 |
11,435.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,098.75 |
11,575.25 |
523.50 |
4.4% |
210.25 |
1.8% |
76% |
True |
False |
483,853 |
| 10 |
12,408.75 |
11,230.25 |
1,178.50 |
9.8% |
325.00 |
2.7% |
63% |
False |
False |
595,922 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.2% |
297.00 |
2.5% |
70% |
False |
False |
606,982 |
| 40 |
12,408.75 |
10,660.25 |
1,748.50 |
14.6% |
292.00 |
2.4% |
75% |
False |
False |
599,470 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.0% |
314.25 |
2.6% |
74% |
False |
False |
485,169 |
| 80 |
12,448.75 |
10,489.00 |
1,959.75 |
16.4% |
287.00 |
2.4% |
76% |
False |
False |
364,043 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
22.8% |
281.25 |
2.3% |
83% |
False |
False |
291,351 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
25.5% |
271.50 |
2.3% |
85% |
False |
False |
242,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,715.00 |
|
2.618 |
12,478.25 |
|
1.618 |
12,333.25 |
|
1.000 |
12,243.75 |
|
0.618 |
12,188.25 |
|
HIGH |
12,098.75 |
|
0.618 |
12,043.25 |
|
0.500 |
12,026.25 |
|
0.382 |
12,009.25 |
|
LOW |
11,953.75 |
|
0.618 |
11,864.25 |
|
1.000 |
11,808.75 |
|
1.618 |
11,719.25 |
|
2.618 |
11,574.25 |
|
4.250 |
11,337.50 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,026.25 |
11,966.75 |
| PP |
12,009.25 |
11,958.50 |
| S1 |
11,992.00 |
11,950.25 |
|