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 |
1,894.3 |
1,886.0 |
-8.3 |
-0.4% |
1,961.7 |
High |
1,898.9 |
1,889.7 |
-9.2 |
-0.5% |
1,973.3 |
Low |
1,882.7 |
1,866.2 |
-16.5 |
-0.9% |
1,854.0 |
Close |
1,891.3 |
1,879.2 |
-12.1 |
-0.6% |
1,893.0 |
Range |
16.2 |
23.5 |
7.3 |
45.1% |
119.3 |
ATR |
32.7 |
32.1 |
-0.5 |
-1.7% |
0.0 |
Volume |
21,643 |
46,701 |
25,058 |
115.8% |
260,571 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.9 |
1,937.5 |
1,892.1 |
|
R3 |
1,925.4 |
1,914.0 |
1,885.7 |
|
R2 |
1,901.9 |
1,901.9 |
1,883.5 |
|
R1 |
1,890.5 |
1,890.5 |
1,881.4 |
1,884.5 |
PP |
1,878.4 |
1,878.4 |
1,878.4 |
1,875.3 |
S1 |
1,867.0 |
1,867.0 |
1,877.0 |
1,861.0 |
S2 |
1,854.9 |
1,854.9 |
1,874.9 |
|
S3 |
1,831.4 |
1,843.5 |
1,872.7 |
|
S4 |
1,807.9 |
1,820.0 |
1,866.3 |
|
|
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 |
1,866.2 |
38.1 |
2.0% |
24.2 |
1.3% |
34% |
False |
True |
33,197 |
10 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
37.4 |
2.0% |
21% |
False |
False |
42,216 |
20 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
32.0 |
1.7% |
21% |
False |
False |
25,826 |
40 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
29.6 |
1.6% |
21% |
False |
False |
14,851 |
60 |
2,008.2 |
1,854.0 |
154.2 |
8.2% |
31.8 |
1.7% |
16% |
False |
False |
10,865 |
80 |
2,099.2 |
1,854.0 |
245.2 |
13.0% |
36.1 |
1.9% |
10% |
False |
False |
9,143 |
100 |
2,099.2 |
1,795.6 |
303.6 |
16.2% |
34.3 |
1.8% |
28% |
False |
False |
7,884 |
120 |
2,099.2 |
1,698.4 |
400.8 |
21.3% |
32.9 |
1.7% |
45% |
False |
False |
6,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.6 |
2.618 |
1,951.2 |
1.618 |
1,927.7 |
1.000 |
1,913.2 |
0.618 |
1,904.2 |
HIGH |
1,889.7 |
0.618 |
1,880.7 |
0.500 |
1,878.0 |
0.382 |
1,875.2 |
LOW |
1,866.2 |
0.618 |
1,851.7 |
1.000 |
1,842.7 |
1.618 |
1,828.2 |
2.618 |
1,804.7 |
4.250 |
1,766.3 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,878.8 |
1,885.3 |
PP |
1,878.4 |
1,883.2 |
S1 |
1,878.0 |
1,881.2 |
|