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 |
1,888.16 |
1,879.86 |
-8.30 |
-0.4% |
1,951.13 |
High |
1,891.73 |
1,883.85 |
-7.88 |
-0.4% |
1,964.66 |
Low |
1,879.86 |
1,866.90 |
-12.96 |
-0.7% |
1,853.00 |
Close |
1,879.89 |
1,871.73 |
-8.16 |
-0.4% |
1,888.95 |
Range |
11.87 |
16.95 |
5.08 |
42.8% |
111.66 |
ATR |
28.25 |
27.45 |
-0.81 |
-2.9% |
0.00 |
Volume |
3,992 |
4,588 |
596 |
14.9% |
33,645 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.01 |
1,915.32 |
1,881.05 |
|
R3 |
1,908.06 |
1,898.37 |
1,876.39 |
|
R2 |
1,891.11 |
1,891.11 |
1,874.84 |
|
R1 |
1,881.42 |
1,881.42 |
1,873.28 |
1,877.79 |
PP |
1,874.16 |
1,874.16 |
1,874.16 |
1,872.35 |
S1 |
1,864.47 |
1,864.47 |
1,870.18 |
1,860.84 |
S2 |
1,857.21 |
1,857.21 |
1,868.62 |
|
S3 |
1,840.26 |
1,847.52 |
1,867.07 |
|
S4 |
1,823.31 |
1,830.57 |
1,862.41 |
|
|
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 |
1,862.64 |
35.28 |
1.9% |
19.12 |
1.0% |
26% |
False |
False |
5,301 |
10 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
33.32 |
1.8% |
17% |
False |
False |
5,979 |
20 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
28.16 |
1.5% |
17% |
False |
False |
6,519 |
40 |
1,964.66 |
1,849.22 |
115.44 |
6.2% |
26.19 |
1.4% |
19% |
False |
False |
6,615 |
60 |
1,991.22 |
1,849.22 |
142.00 |
7.6% |
27.16 |
1.5% |
16% |
False |
False |
6,779 |
80 |
2,070.48 |
1,849.22 |
221.26 |
11.8% |
31.65 |
1.7% |
10% |
False |
False |
6,655 |
100 |
2,070.48 |
1,759.10 |
311.38 |
16.6% |
29.88 |
1.6% |
36% |
False |
False |
6,669 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.2% |
28.50 |
1.5% |
50% |
False |
False |
6,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,955.89 |
2.618 |
1,928.23 |
1.618 |
1,911.28 |
1.000 |
1,900.80 |
0.618 |
1,894.33 |
HIGH |
1,883.85 |
0.618 |
1,877.38 |
0.500 |
1,875.38 |
0.382 |
1,873.37 |
LOW |
1,866.90 |
0.618 |
1,856.42 |
1.000 |
1,849.95 |
1.618 |
1,839.47 |
2.618 |
1,822.52 |
4.250 |
1,794.86 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,875.38 |
1,882.41 |
PP |
1,874.16 |
1,878.85 |
S1 |
1,872.95 |
1,875.29 |
|