| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,869.8 |
1,875.9 |
6.1 |
0.3% |
1,893.7 |
| High |
1,884.7 |
1,880.7 |
-4.0 |
-0.2% |
1,904.3 |
| Low |
1,864.7 |
1,834.4 |
-30.3 |
-1.6% |
1,855.7 |
| Close |
1,878.2 |
1,844.1 |
-34.1 |
-1.8% |
1,878.2 |
| Range |
20.0 |
46.3 |
26.3 |
131.5% |
48.6 |
| ATR |
30.7 |
31.8 |
1.1 |
3.6% |
0.0 |
| Volume |
46,608 |
108,427 |
61,819 |
132.6% |
188,518 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.0 |
1,964.3 |
1,869.6 |
|
| R3 |
1,945.7 |
1,918.0 |
1,856.8 |
|
| R2 |
1,899.4 |
1,899.4 |
1,852.6 |
|
| R1 |
1,871.7 |
1,871.7 |
1,848.3 |
1,862.4 |
| PP |
1,853.1 |
1,853.1 |
1,853.1 |
1,848.4 |
| S1 |
1,825.4 |
1,825.4 |
1,839.9 |
1,816.1 |
| S2 |
1,806.8 |
1,806.8 |
1,835.6 |
|
| S3 |
1,760.5 |
1,779.1 |
1,831.4 |
|
| S4 |
1,714.2 |
1,732.8 |
1,818.6 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,025.2 |
2,000.3 |
1,904.9 |
|
| R3 |
1,976.6 |
1,951.7 |
1,891.6 |
|
| R2 |
1,928.0 |
1,928.0 |
1,887.1 |
|
| R1 |
1,903.1 |
1,903.1 |
1,882.7 |
1,891.3 |
| PP |
1,879.4 |
1,879.4 |
1,879.4 |
1,873.5 |
| S1 |
1,854.5 |
1,854.5 |
1,873.7 |
1,842.7 |
| S2 |
1,830.8 |
1,830.8 |
1,869.3 |
|
| S3 |
1,782.2 |
1,805.9 |
1,864.8 |
|
| S4 |
1,733.6 |
1,757.3 |
1,851.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,898.9 |
1,834.4 |
64.5 |
3.5% |
25.6 |
1.4% |
15% |
False |
True |
53,153 |
| 10 |
1,904.3 |
1,834.4 |
69.9 |
3.8% |
26.8 |
1.5% |
14% |
False |
True |
46,065 |
| 20 |
1,973.3 |
1,834.4 |
138.9 |
7.5% |
32.7 |
1.8% |
7% |
False |
True |
34,930 |
| 40 |
1,973.3 |
1,834.4 |
138.9 |
7.5% |
29.5 |
1.6% |
7% |
False |
True |
19,596 |
| 60 |
2,008.2 |
1,834.4 |
173.8 |
9.4% |
30.3 |
1.6% |
6% |
False |
True |
13,995 |
| 80 |
2,099.2 |
1,834.4 |
264.8 |
14.4% |
35.9 |
1.9% |
4% |
False |
True |
11,460 |
| 100 |
2,099.2 |
1,809.3 |
289.9 |
15.7% |
34.3 |
1.9% |
12% |
False |
False |
9,812 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.7% |
32.8 |
1.8% |
36% |
False |
False |
8,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,077.5 |
|
2.618 |
2,001.9 |
|
1.618 |
1,955.6 |
|
1.000 |
1,927.0 |
|
0.618 |
1,909.3 |
|
HIGH |
1,880.7 |
|
0.618 |
1,863.0 |
|
0.500 |
1,857.6 |
|
0.382 |
1,852.1 |
|
LOW |
1,834.4 |
|
0.618 |
1,805.8 |
|
1.000 |
1,788.1 |
|
1.618 |
1,759.5 |
|
2.618 |
1,713.2 |
|
4.250 |
1,637.6 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.6 |
1,859.6 |
| PP |
1,853.1 |
1,854.4 |
| S1 |
1,848.6 |
1,849.3 |
|