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 |
1,871.77 |
1,866.22 |
-5.55 |
-0.3% |
1,889.48 |
High |
1,873.54 |
1,878.82 |
5.28 |
0.3% |
1,897.92 |
Low |
1,853.94 |
1,861.02 |
7.08 |
0.4% |
1,853.94 |
Close |
1,866.38 |
1,870.49 |
4.11 |
0.2% |
1,870.49 |
Range |
19.60 |
17.80 |
-1.80 |
-9.2% |
43.98 |
ATR |
26.89 |
26.24 |
-0.65 |
-2.4% |
0.00 |
Volume |
6,877 |
6,995 |
118 |
1.7% |
26,550 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.51 |
1,914.80 |
1,880.28 |
|
R3 |
1,905.71 |
1,897.00 |
1,875.39 |
|
R2 |
1,887.91 |
1,887.91 |
1,873.75 |
|
R1 |
1,879.20 |
1,879.20 |
1,872.12 |
1,883.56 |
PP |
1,870.11 |
1,870.11 |
1,870.11 |
1,872.29 |
S1 |
1,861.40 |
1,861.40 |
1,868.86 |
1,865.76 |
S2 |
1,852.31 |
1,852.31 |
1,867.23 |
|
S3 |
1,834.51 |
1,843.60 |
1,865.60 |
|
S4 |
1,816.71 |
1,825.80 |
1,860.70 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.06 |
1,982.25 |
1,894.68 |
|
R3 |
1,962.08 |
1,938.27 |
1,882.58 |
|
R2 |
1,918.10 |
1,918.10 |
1,878.55 |
|
R1 |
1,894.29 |
1,894.29 |
1,874.52 |
1,884.21 |
PP |
1,874.12 |
1,874.12 |
1,874.12 |
1,869.07 |
S1 |
1,850.31 |
1,850.31 |
1,866.46 |
1,840.23 |
S2 |
1,830.14 |
1,830.14 |
1,862.43 |
|
S3 |
1,786.16 |
1,806.33 |
1,858.40 |
|
S4 |
1,742.18 |
1,762.35 |
1,846.30 |
|
|
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% |
18.67 |
1.0% |
38% |
False |
False |
5,310 |
10 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
29.87 |
1.6% |
16% |
False |
False |
6,019 |
20 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
27.66 |
1.5% |
16% |
False |
False |
6,442 |
40 |
1,964.66 |
1,850.83 |
113.83 |
6.1% |
25.99 |
1.4% |
17% |
False |
False |
6,638 |
60 |
1,991.22 |
1,849.22 |
142.00 |
7.6% |
26.15 |
1.4% |
15% |
False |
False |
6,784 |
80 |
2,070.48 |
1,849.22 |
221.26 |
11.8% |
31.47 |
1.7% |
10% |
False |
False |
6,655 |
100 |
2,070.48 |
1,770.76 |
299.72 |
16.0% |
30.02 |
1.6% |
33% |
False |
False |
6,686 |
120 |
2,070.48 |
1,678.27 |
392.21 |
21.0% |
28.27 |
1.5% |
49% |
False |
False |
6,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.47 |
2.618 |
1,925.42 |
1.618 |
1,907.62 |
1.000 |
1,896.62 |
0.618 |
1,889.82 |
HIGH |
1,878.82 |
0.618 |
1,872.02 |
0.500 |
1,869.92 |
0.382 |
1,867.82 |
LOW |
1,861.02 |
0.618 |
1,850.02 |
1.000 |
1,843.22 |
1.618 |
1,832.22 |
2.618 |
1,814.42 |
4.250 |
1,785.37 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,870.30 |
1,869.96 |
PP |
1,870.11 |
1,869.43 |
S1 |
1,869.92 |
1,868.90 |
|