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 |
1,889.48 |
1,888.16 |
-1.32 |
-0.1% |
1,951.13 |
High |
1,897.92 |
1,891.73 |
-6.19 |
-0.3% |
1,964.66 |
Low |
1,870.78 |
1,879.86 |
9.08 |
0.5% |
1,853.00 |
Close |
1,888.34 |
1,879.89 |
-8.45 |
-0.4% |
1,888.95 |
Range |
27.14 |
11.87 |
-15.27 |
-56.3% |
111.66 |
ATR |
29.51 |
28.25 |
-1.26 |
-4.3% |
0.00 |
Volume |
4,098 |
3,992 |
-106 |
-2.6% |
33,645 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.44 |
1,911.53 |
1,886.42 |
|
R3 |
1,907.57 |
1,899.66 |
1,883.15 |
|
R2 |
1,895.70 |
1,895.70 |
1,882.07 |
|
R1 |
1,887.79 |
1,887.79 |
1,880.98 |
1,885.81 |
PP |
1,883.83 |
1,883.83 |
1,883.83 |
1,882.84 |
S1 |
1,875.92 |
1,875.92 |
1,878.80 |
1,873.94 |
S2 |
1,871.96 |
1,871.96 |
1,877.71 |
|
S3 |
1,860.09 |
1,864.05 |
1,876.63 |
|
S4 |
1,848.22 |
1,852.18 |
1,873.36 |
|
|
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 |
2.2% |
20.90 |
1.1% |
55% |
False |
False |
5,724 |
10 |
1,964.66 |
1,853.00 |
111.66 |
5.9% |
34.49 |
1.8% |
24% |
False |
False |
6,156 |
20 |
1,964.66 |
1,853.00 |
111.66 |
5.9% |
28.48 |
1.5% |
24% |
False |
False |
6,677 |
40 |
1,964.66 |
1,849.22 |
115.44 |
6.1% |
26.92 |
1.4% |
27% |
False |
False |
6,658 |
60 |
1,991.22 |
1,849.22 |
142.00 |
7.6% |
27.72 |
1.5% |
22% |
False |
False |
6,817 |
80 |
2,070.48 |
1,849.22 |
221.26 |
11.8% |
31.82 |
1.7% |
14% |
False |
False |
6,680 |
100 |
2,070.48 |
1,759.10 |
311.38 |
16.6% |
29.98 |
1.6% |
39% |
False |
False |
6,681 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.2% |
28.70 |
1.5% |
52% |
False |
False |
6,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.18 |
2.618 |
1,922.81 |
1.618 |
1,910.94 |
1.000 |
1,903.60 |
0.618 |
1,899.07 |
HIGH |
1,891.73 |
0.618 |
1,887.20 |
0.500 |
1,885.80 |
0.382 |
1,884.39 |
LOW |
1,879.86 |
0.618 |
1,872.52 |
1.000 |
1,867.99 |
1.618 |
1,860.65 |
2.618 |
1,848.78 |
4.250 |
1,829.41 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,885.80 |
1,884.35 |
PP |
1,883.83 |
1,882.86 |
S1 |
1,881.86 |
1,881.38 |
|