| 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 |
1,893.7 |
1,894.3 |
0.6 |
0.0% |
1,961.7 |
| High |
1,904.3 |
1,898.9 |
-5.4 |
-0.3% |
1,973.3 |
| Low |
1,868.8 |
1,882.7 |
13.9 |
0.7% |
1,854.0 |
| Close |
1,894.1 |
1,891.3 |
-2.8 |
-0.1% |
1,893.0 |
| Range |
35.5 |
16.2 |
-19.3 |
-54.4% |
119.3 |
| ATR |
33.9 |
32.7 |
-1.3 |
-3.7% |
0.0 |
| Volume |
31,179 |
21,643 |
-9,536 |
-30.6% |
260,571 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,939.6 |
1,931.6 |
1,900.2 |
|
| R3 |
1,923.4 |
1,915.4 |
1,895.8 |
|
| R2 |
1,907.2 |
1,907.2 |
1,894.3 |
|
| R1 |
1,899.2 |
1,899.2 |
1,892.8 |
1,895.1 |
| PP |
1,891.0 |
1,891.0 |
1,891.0 |
1,888.9 |
| S1 |
1,883.0 |
1,883.0 |
1,889.8 |
1,878.9 |
| S2 |
1,874.8 |
1,874.8 |
1,888.3 |
|
| S3 |
1,858.6 |
1,866.8 |
1,886.8 |
|
| S4 |
1,842.4 |
1,850.6 |
1,882.4 |
|
|
| 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 |
1,904.3 |
1,860.2 |
44.1 |
2.3% |
25.2 |
1.3% |
71% |
False |
False |
32,900 |
| 10 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
38.6 |
2.0% |
31% |
False |
False |
39,738 |
| 20 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
32.1 |
1.7% |
31% |
False |
False |
23,741 |
| 40 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
30.3 |
1.6% |
31% |
False |
False |
13,808 |
| 60 |
2,008.2 |
1,854.0 |
154.2 |
8.2% |
31.8 |
1.7% |
24% |
False |
False |
10,110 |
| 80 |
2,099.2 |
1,854.0 |
245.2 |
13.0% |
36.7 |
1.9% |
15% |
False |
False |
8,597 |
| 100 |
2,099.2 |
1,795.6 |
303.6 |
16.1% |
34.2 |
1.8% |
32% |
False |
False |
7,427 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.2% |
32.8 |
1.7% |
48% |
False |
False |
6,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,967.8 |
|
2.618 |
1,941.3 |
|
1.618 |
1,925.1 |
|
1.000 |
1,915.1 |
|
0.618 |
1,908.9 |
|
HIGH |
1,898.9 |
|
0.618 |
1,892.7 |
|
0.500 |
1,890.8 |
|
0.382 |
1,888.9 |
|
LOW |
1,882.7 |
|
0.618 |
1,872.7 |
|
1.000 |
1,866.5 |
|
1.618 |
1,856.5 |
|
2.618 |
1,840.3 |
|
4.250 |
1,813.9 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,891.1 |
1,889.7 |
| PP |
1,891.0 |
1,888.1 |
| S1 |
1,890.8 |
1,886.6 |
|