| 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 |
12,061.25 |
11,972.00 |
-89.25 |
-0.7% |
12,139.25 |
| High |
12,098.75 |
12,027.50 |
-71.25 |
-0.6% |
12,408.75 |
| Low |
11,953.75 |
11,861.50 |
-92.25 |
-0.8% |
11,503.25 |
| Close |
11,975.00 |
11,897.00 |
-78.00 |
-0.7% |
11,933.50 |
| Range |
145.00 |
166.00 |
21.00 |
14.5% |
905.50 |
| ATR |
295.49 |
286.24 |
-9.25 |
-3.1% |
0.00 |
| Volume |
401,505 |
475,826 |
74,321 |
18.5% |
3,113,074 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,426.75 |
12,327.75 |
11,988.25 |
|
| R3 |
12,260.75 |
12,161.75 |
11,942.75 |
|
| R2 |
12,094.75 |
12,094.75 |
11,927.50 |
|
| R1 |
11,995.75 |
11,995.75 |
11,912.25 |
11,962.25 |
| PP |
11,928.75 |
11,928.75 |
11,928.75 |
11,912.00 |
| S1 |
11,829.75 |
11,829.75 |
11,881.75 |
11,796.25 |
| S2 |
11,762.75 |
11,762.75 |
11,866.50 |
|
| S3 |
11,596.75 |
11,663.75 |
11,851.25 |
|
| S4 |
11,430.75 |
11,497.75 |
11,805.75 |
|
|
| 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 |
11,775.75 |
323.00 |
2.7% |
175.00 |
1.5% |
38% |
False |
False |
469,774 |
| 10 |
12,408.75 |
11,503.25 |
905.50 |
7.6% |
280.25 |
2.4% |
43% |
False |
False |
559,243 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
295.50 |
2.5% |
65% |
False |
False |
600,780 |
| 40 |
12,408.75 |
10,660.25 |
1,748.50 |
14.7% |
285.25 |
2.4% |
71% |
False |
False |
594,962 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.1% |
314.25 |
2.6% |
69% |
False |
False |
493,079 |
| 80 |
12,448.75 |
10,489.00 |
1,959.75 |
16.5% |
286.00 |
2.4% |
72% |
False |
False |
369,985 |
| 100 |
12,448.75 |
9,930.25 |
2,518.50 |
21.2% |
280.25 |
2.4% |
78% |
False |
False |
296,106 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
25.7% |
271.75 |
2.3% |
82% |
False |
False |
246,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,733.00 |
|
2.618 |
12,462.00 |
|
1.618 |
12,296.00 |
|
1.000 |
12,193.50 |
|
0.618 |
12,130.00 |
|
HIGH |
12,027.50 |
|
0.618 |
11,964.00 |
|
0.500 |
11,944.50 |
|
0.382 |
11,925.00 |
|
LOW |
11,861.50 |
|
0.618 |
11,759.00 |
|
1.000 |
11,695.50 |
|
1.618 |
11,593.00 |
|
2.618 |
11,427.00 |
|
4.250 |
11,156.00 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,944.50 |
11,975.25 |
| PP |
11,928.75 |
11,949.25 |
| S1 |
11,912.75 |
11,923.00 |
|