Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
3,439.0 |
3,431.0 |
-8.0 |
-0.2% |
3,449.0 |
High |
3,449.0 |
3,460.0 |
11.0 |
0.3% |
3,472.0 |
Low |
3,427.0 |
3,431.0 |
4.0 |
0.1% |
3,427.0 |
Close |
3,436.0 |
3,450.0 |
14.0 |
0.4% |
3,450.0 |
Range |
22.0 |
29.0 |
7.0 |
31.8% |
45.0 |
ATR |
65.6 |
63.0 |
-2.6 |
-4.0% |
0.0 |
Volume |
62 |
22,858 |
22,796 |
36,767.7% |
37,004 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,534.0 |
3,521.0 |
3,466.0 |
|
R3 |
3,505.0 |
3,492.0 |
3,458.0 |
|
R2 |
3,476.0 |
3,476.0 |
3,455.3 |
|
R1 |
3,463.0 |
3,463.0 |
3,452.7 |
3,469.5 |
PP |
3,447.0 |
3,447.0 |
3,447.0 |
3,450.3 |
S1 |
3,434.0 |
3,434.0 |
3,447.3 |
3,440.5 |
S2 |
3,418.0 |
3,418.0 |
3,444.7 |
|
S3 |
3,389.0 |
3,405.0 |
3,442.0 |
|
S4 |
3,360.0 |
3,376.0 |
3,434.1 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,584.7 |
3,562.3 |
3,474.8 |
|
R3 |
3,539.7 |
3,517.3 |
3,462.4 |
|
R2 |
3,494.7 |
3,494.7 |
3,458.3 |
|
R1 |
3,472.3 |
3,472.3 |
3,454.1 |
3,483.5 |
PP |
3,449.7 |
3,449.7 |
3,449.7 |
3,455.3 |
S1 |
3,427.3 |
3,427.3 |
3,445.9 |
3,438.5 |
S2 |
3,404.7 |
3,404.7 |
3,441.8 |
|
S3 |
3,359.7 |
3,382.3 |
3,437.6 |
|
S4 |
3,314.7 |
3,337.3 |
3,425.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,472.0 |
3,427.0 |
45.0 |
1.3% |
31.4 |
0.9% |
51% |
False |
False |
7,400 |
10 |
3,472.0 |
3,229.0 |
243.0 |
7.0% |
60.7 |
1.8% |
91% |
False |
False |
9,421 |
20 |
3,472.0 |
2,874.0 |
598.0 |
17.3% |
68.3 |
2.0% |
96% |
False |
False |
7,052 |
40 |
3,472.0 |
2,874.0 |
598.0 |
17.3% |
52.9 |
1.5% |
96% |
False |
False |
4,507 |
60 |
3,472.0 |
2,874.0 |
598.0 |
17.3% |
44.4 |
1.3% |
96% |
False |
False |
3,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,583.3 |
2.618 |
3,535.9 |
1.618 |
3,506.9 |
1.000 |
3,489.0 |
0.618 |
3,477.9 |
HIGH |
3,460.0 |
0.618 |
3,448.9 |
0.500 |
3,445.5 |
0.382 |
3,442.1 |
LOW |
3,431.0 |
0.618 |
3,413.1 |
1.000 |
3,402.0 |
1.618 |
3,384.1 |
2.618 |
3,355.1 |
4.250 |
3,307.8 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,448.5 |
3,449.7 |
PP |
3,447.0 |
3,449.3 |
S1 |
3,445.5 |
3,449.0 |
|