| 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 |
1,886.0 |
1,877.0 |
-9.0 |
-0.5% |
1,961.7 |
| High |
1,889.7 |
1,877.8 |
-11.9 |
-0.6% |
1,973.3 |
| Low |
1,866.2 |
1,855.7 |
-10.5 |
-0.6% |
1,854.0 |
| Close |
1,879.2 |
1,866.9 |
-12.3 |
-0.7% |
1,893.0 |
| Range |
23.5 |
22.1 |
-1.4 |
-6.0% |
119.3 |
| ATR |
32.1 |
31.5 |
-0.6 |
-1.9% |
0.0 |
| Volume |
46,701 |
42,387 |
-4,314 |
-9.2% |
260,571 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,933.1 |
1,922.1 |
1,879.1 |
|
| R3 |
1,911.0 |
1,900.0 |
1,873.0 |
|
| R2 |
1,888.9 |
1,888.9 |
1,871.0 |
|
| R1 |
1,877.9 |
1,877.9 |
1,868.9 |
1,872.4 |
| PP |
1,866.8 |
1,866.8 |
1,866.8 |
1,864.0 |
| S1 |
1,855.8 |
1,855.8 |
1,864.9 |
1,850.3 |
| S2 |
1,844.7 |
1,844.7 |
1,862.8 |
|
| S3 |
1,822.6 |
1,833.7 |
1,860.8 |
|
| S4 |
1,800.5 |
1,811.6 |
1,854.7 |
|
|
| 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 |
1,855.7 |
48.6 |
2.6% |
24.2 |
1.3% |
23% |
False |
True |
32,460 |
| 10 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
34.5 |
1.8% |
11% |
False |
False |
43,977 |
| 20 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
31.4 |
1.7% |
11% |
False |
False |
27,623 |
| 40 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
29.4 |
1.6% |
11% |
False |
False |
15,835 |
| 60 |
2,008.2 |
1,854.0 |
154.2 |
8.3% |
31.2 |
1.7% |
8% |
False |
False |
11,527 |
| 80 |
2,099.2 |
1,854.0 |
245.2 |
13.1% |
35.8 |
1.9% |
5% |
False |
False |
9,592 |
| 100 |
2,099.2 |
1,795.6 |
303.6 |
16.3% |
34.2 |
1.8% |
23% |
False |
False |
8,293 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.5% |
32.8 |
1.8% |
42% |
False |
False |
7,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,971.7 |
|
2.618 |
1,935.7 |
|
1.618 |
1,913.6 |
|
1.000 |
1,899.9 |
|
0.618 |
1,891.5 |
|
HIGH |
1,877.8 |
|
0.618 |
1,869.4 |
|
0.500 |
1,866.8 |
|
0.382 |
1,864.1 |
|
LOW |
1,855.7 |
|
0.618 |
1,842.0 |
|
1.000 |
1,833.6 |
|
1.618 |
1,819.9 |
|
2.618 |
1,797.8 |
|
4.250 |
1,761.8 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,866.9 |
1,877.3 |
| PP |
1,866.8 |
1,873.8 |
| S1 |
1,866.8 |
1,870.4 |
|