Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,879.86 |
1,871.77 |
-8.09 |
-0.4% |
1,951.13 |
High |
1,883.85 |
1,873.54 |
-10.31 |
-0.5% |
1,964.66 |
Low |
1,866.90 |
1,853.94 |
-12.96 |
-0.7% |
1,853.00 |
Close |
1,871.73 |
1,866.38 |
-5.35 |
-0.3% |
1,888.95 |
Range |
16.95 |
19.60 |
2.65 |
15.6% |
111.66 |
ATR |
27.45 |
26.89 |
-0.56 |
-2.0% |
0.00 |
Volume |
4,588 |
6,877 |
2,289 |
49.9% |
33,645 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.42 |
1,914.50 |
1,877.16 |
|
R3 |
1,903.82 |
1,894.90 |
1,871.77 |
|
R2 |
1,884.22 |
1,884.22 |
1,869.97 |
|
R1 |
1,875.30 |
1,875.30 |
1,868.18 |
1,869.96 |
PP |
1,864.62 |
1,864.62 |
1,864.62 |
1,861.95 |
S1 |
1,855.70 |
1,855.70 |
1,864.58 |
1,850.36 |
S2 |
1,845.02 |
1,845.02 |
1,862.79 |
|
S3 |
1,825.42 |
1,836.10 |
1,860.99 |
|
S4 |
1,805.82 |
1,816.50 |
1,855.60 |
|
|
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 |
1,853.94 |
43.98 |
2.4% |
19.15 |
1.0% |
28% |
False |
True |
5,314 |
10 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
30.41 |
1.6% |
12% |
False |
False |
5,992 |
20 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
27.66 |
1.5% |
12% |
False |
False |
6,478 |
40 |
1,964.66 |
1,850.83 |
113.83 |
6.1% |
26.01 |
1.4% |
14% |
False |
False |
6,624 |
60 |
1,991.22 |
1,849.22 |
142.00 |
7.6% |
26.66 |
1.4% |
12% |
False |
False |
6,788 |
80 |
2,070.48 |
1,849.22 |
221.26 |
11.9% |
31.52 |
1.7% |
8% |
False |
False |
6,655 |
100 |
2,070.48 |
1,770.76 |
299.72 |
16.1% |
29.88 |
1.6% |
32% |
False |
False |
6,679 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.3% |
28.47 |
1.5% |
49% |
False |
False |
6,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.84 |
2.618 |
1,924.85 |
1.618 |
1,905.25 |
1.000 |
1,893.14 |
0.618 |
1,885.65 |
HIGH |
1,873.54 |
0.618 |
1,866.05 |
0.500 |
1,863.74 |
0.382 |
1,861.43 |
LOW |
1,853.94 |
0.618 |
1,841.83 |
1.000 |
1,834.34 |
1.618 |
1,822.23 |
2.618 |
1,802.63 |
4.250 |
1,770.64 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,865.50 |
1,872.84 |
PP |
1,864.62 |
1,870.68 |
S1 |
1,863.74 |
1,868.53 |
|