| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,873.5 |
1,883.0 |
9.5 |
0.5% |
1,961.7 |
| High |
1,889.5 |
1,902.4 |
12.9 |
0.7% |
1,973.3 |
| Low |
1,867.2 |
1,878.8 |
11.6 |
0.6% |
1,854.0 |
| Close |
1,880.2 |
1,893.0 |
12.8 |
0.7% |
1,893.0 |
| Range |
22.3 |
23.6 |
1.3 |
5.8% |
119.3 |
| ATR |
34.6 |
33.8 |
-0.8 |
-2.3% |
0.0 |
| Volume |
46,074 |
20,390 |
-25,684 |
-55.7% |
260,571 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,962.2 |
1,951.2 |
1,906.0 |
|
| R3 |
1,938.6 |
1,927.6 |
1,899.5 |
|
| R2 |
1,915.0 |
1,915.0 |
1,897.3 |
|
| R1 |
1,904.0 |
1,904.0 |
1,895.2 |
1,909.5 |
| PP |
1,891.4 |
1,891.4 |
1,891.4 |
1,894.2 |
| S1 |
1,880.4 |
1,880.4 |
1,890.8 |
1,885.9 |
| S2 |
1,867.8 |
1,867.8 |
1,888.7 |
|
| S3 |
1,844.2 |
1,856.8 |
1,886.5 |
|
| S4 |
1,820.6 |
1,833.2 |
1,880.0 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.7 |
2,198.1 |
1,958.6 |
|
| R3 |
2,145.4 |
2,078.8 |
1,925.8 |
|
| R2 |
2,026.1 |
2,026.1 |
1,914.9 |
|
| R1 |
1,959.5 |
1,959.5 |
1,903.9 |
1,933.2 |
| PP |
1,906.8 |
1,906.8 |
1,906.8 |
1,893.6 |
| S1 |
1,840.2 |
1,840.2 |
1,882.1 |
1,813.9 |
| S2 |
1,787.5 |
1,787.5 |
1,871.1 |
|
| S3 |
1,668.2 |
1,720.9 |
1,860.2 |
|
| S4 |
1,548.9 |
1,601.6 |
1,827.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
44.7 |
2.4% |
33% |
False |
False |
52,114 |
| 10 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
38.2 |
2.0% |
33% |
False |
False |
37,123 |
| 20 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
31.7 |
1.7% |
33% |
False |
False |
21,568 |
| 40 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
31.6 |
1.7% |
33% |
False |
False |
12,640 |
| 60 |
2,008.2 |
1,854.0 |
154.2 |
8.1% |
32.3 |
1.7% |
25% |
False |
False |
9,293 |
| 80 |
2,099.2 |
1,854.0 |
245.2 |
13.0% |
36.8 |
1.9% |
16% |
False |
False |
8,099 |
| 100 |
2,099.2 |
1,778.8 |
320.4 |
16.9% |
34.1 |
1.8% |
36% |
False |
False |
6,923 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.2% |
32.8 |
1.7% |
49% |
False |
False |
6,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,002.7 |
|
2.618 |
1,964.2 |
|
1.618 |
1,940.6 |
|
1.000 |
1,926.0 |
|
0.618 |
1,917.0 |
|
HIGH |
1,902.4 |
|
0.618 |
1,893.4 |
|
0.500 |
1,890.6 |
|
0.382 |
1,887.8 |
|
LOW |
1,878.8 |
|
0.618 |
1,864.2 |
|
1.000 |
1,855.2 |
|
1.618 |
1,840.6 |
|
2.618 |
1,817.0 |
|
4.250 |
1,778.5 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,892.2 |
1,889.1 |
| PP |
1,891.4 |
1,885.2 |
| S1 |
1,890.6 |
1,881.3 |
|