| 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 |
11,876.00 |
11,960.00 |
84.00 |
0.7% |
11,957.25 |
| High |
12,000.00 |
12,021.00 |
21.00 |
0.2% |
12,098.75 |
| Low |
11,804.50 |
11,873.50 |
69.00 |
0.6% |
11,804.50 |
| Close |
11,987.25 |
11,905.75 |
-81.50 |
-0.7% |
11,905.75 |
| Range |
195.50 |
147.50 |
-48.00 |
-24.6% |
294.25 |
| ATR |
279.76 |
270.31 |
-9.45 |
-3.4% |
0.00 |
| Volume |
421,691 |
358,180 |
-63,511 |
-15.1% |
2,128,303 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,376.00 |
12,288.25 |
11,987.00 |
|
| R3 |
12,228.50 |
12,140.75 |
11,946.25 |
|
| R2 |
12,081.00 |
12,081.00 |
11,932.75 |
|
| R1 |
11,993.25 |
11,993.25 |
11,919.25 |
11,963.50 |
| PP |
11,933.50 |
11,933.50 |
11,933.50 |
11,918.50 |
| S1 |
11,845.75 |
11,845.75 |
11,892.25 |
11,816.00 |
| S2 |
11,786.00 |
11,786.00 |
11,878.75 |
|
| S3 |
11,638.50 |
11,698.25 |
11,865.25 |
|
| S4 |
11,491.00 |
11,550.75 |
11,824.50 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,819.00 |
12,656.75 |
12,067.50 |
|
| R3 |
12,524.75 |
12,362.50 |
11,986.75 |
|
| R2 |
12,230.50 |
12,230.50 |
11,959.75 |
|
| R1 |
12,068.25 |
12,068.25 |
11,932.75 |
12,002.25 |
| PP |
11,936.25 |
11,936.25 |
11,936.25 |
11,903.50 |
| S1 |
11,774.00 |
11,774.00 |
11,878.75 |
11,708.00 |
| S2 |
11,642.00 |
11,642.00 |
11,851.75 |
|
| S3 |
11,347.75 |
11,479.75 |
11,824.75 |
|
| S4 |
11,053.50 |
11,185.50 |
11,744.00 |
|
|
| 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 |
11,804.50 |
294.25 |
2.5% |
173.50 |
1.5% |
34% |
False |
False |
425,660 |
| 10 |
12,408.75 |
11,503.25 |
905.50 |
7.6% |
255.50 |
2.1% |
44% |
False |
False |
524,137 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
295.00 |
2.5% |
66% |
False |
False |
585,528 |
| 40 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
276.25 |
2.3% |
66% |
False |
False |
579,643 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.1% |
312.00 |
2.6% |
70% |
False |
False |
506,024 |
| 80 |
12,448.75 |
10,656.50 |
1,792.25 |
15.1% |
283.25 |
2.4% |
70% |
False |
False |
379,719 |
| 100 |
12,448.75 |
10,240.00 |
2,208.75 |
18.6% |
279.25 |
2.3% |
75% |
False |
False |
303,898 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
25.7% |
273.25 |
2.3% |
82% |
False |
False |
253,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,648.00 |
|
2.618 |
12,407.25 |
|
1.618 |
12,259.75 |
|
1.000 |
12,168.50 |
|
0.618 |
12,112.25 |
|
HIGH |
12,021.00 |
|
0.618 |
11,964.75 |
|
0.500 |
11,947.25 |
|
0.382 |
11,929.75 |
|
LOW |
11,873.50 |
|
0.618 |
11,782.25 |
|
1.000 |
11,726.00 |
|
1.618 |
11,634.75 |
|
2.618 |
11,487.25 |
|
4.250 |
11,246.50 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,947.25 |
11,916.00 |
| PP |
11,933.50 |
11,912.50 |
| S1 |
11,919.50 |
11,909.25 |
|