Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,876.34 |
1,889.48 |
13.14 |
0.7% |
1,951.13 |
High |
1,894.64 |
1,897.92 |
3.28 |
0.2% |
1,964.66 |
Low |
1,874.46 |
1,870.78 |
-3.68 |
-0.2% |
1,853.00 |
Close |
1,888.95 |
1,888.34 |
-0.61 |
0.0% |
1,888.95 |
Range |
20.18 |
27.14 |
6.96 |
34.5% |
111.66 |
ATR |
29.70 |
29.51 |
-0.18 |
-0.6% |
0.00 |
Volume |
7,015 |
4,098 |
-2,917 |
-41.6% |
33,645 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.10 |
1,954.86 |
1,903.27 |
|
R3 |
1,939.96 |
1,927.72 |
1,895.80 |
|
R2 |
1,912.82 |
1,912.82 |
1,893.32 |
|
R1 |
1,900.58 |
1,900.58 |
1,890.83 |
1,893.13 |
PP |
1,885.68 |
1,885.68 |
1,885.68 |
1,881.96 |
S1 |
1,873.44 |
1,873.44 |
1,885.85 |
1,865.99 |
S2 |
1,858.54 |
1,858.54 |
1,883.36 |
|
S3 |
1,831.40 |
1,846.30 |
1,880.88 |
|
S4 |
1,804.26 |
1,819.16 |
1,873.41 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,237.18 |
2,174.73 |
1,950.36 |
|
R3 |
2,125.52 |
2,063.07 |
1,919.66 |
|
R2 |
2,013.86 |
2,013.86 |
1,909.42 |
|
R1 |
1,951.41 |
1,951.41 |
1,899.19 |
1,926.81 |
PP |
1,902.20 |
1,902.20 |
1,902.20 |
1,889.90 |
S1 |
1,839.75 |
1,839.75 |
1,878.71 |
1,815.15 |
S2 |
1,790.54 |
1,790.54 |
1,868.48 |
|
S3 |
1,678.88 |
1,728.09 |
1,858.24 |
|
S4 |
1,567.22 |
1,616.43 |
1,827.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,897.92 |
1,857.42 |
40.50 |
2.1% |
24.16 |
1.3% |
76% |
True |
False |
6,258 |
10 |
1,964.66 |
1,853.00 |
111.66 |
5.9% |
35.45 |
1.9% |
32% |
False |
False |
6,442 |
20 |
1,964.66 |
1,853.00 |
111.66 |
5.9% |
28.77 |
1.5% |
32% |
False |
False |
6,856 |
40 |
1,964.66 |
1,849.22 |
115.44 |
6.1% |
27.17 |
1.4% |
34% |
False |
False |
6,733 |
60 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
27.88 |
1.5% |
28% |
False |
False |
6,865 |
80 |
2,070.48 |
1,849.22 |
221.26 |
11.7% |
32.48 |
1.7% |
18% |
False |
False |
6,712 |
100 |
2,070.48 |
1,759.10 |
311.38 |
16.5% |
30.05 |
1.6% |
42% |
False |
False |
6,701 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.1% |
28.77 |
1.5% |
54% |
False |
False |
6,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.27 |
2.618 |
1,968.97 |
1.618 |
1,941.83 |
1.000 |
1,925.06 |
0.618 |
1,914.69 |
HIGH |
1,897.92 |
0.618 |
1,887.55 |
0.500 |
1,884.35 |
0.382 |
1,881.15 |
LOW |
1,870.78 |
0.618 |
1,854.01 |
1.000 |
1,843.64 |
1.618 |
1,826.87 |
2.618 |
1,799.73 |
4.250 |
1,755.44 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,887.01 |
1,885.65 |
PP |
1,885.68 |
1,882.97 |
S1 |
1,884.35 |
1,880.28 |
|