| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,565.00 |
3,527.75 |
-37.25 |
-1.0% |
3,512.75 |
| High |
3,565.00 |
3,580.25 |
15.25 |
0.4% |
3,657.50 |
| Low |
3,504.50 |
3,509.50 |
5.00 |
0.1% |
3,497.25 |
| Close |
3,523.50 |
3,572.75 |
49.25 |
1.4% |
3,572.75 |
| Range |
60.50 |
70.75 |
10.25 |
16.9% |
160.25 |
| ATR |
75.88 |
75.52 |
-0.37 |
-0.5% |
0.00 |
| Volume |
2,368 |
4,818 |
2,450 |
103.5% |
25,380 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,766.50 |
3,740.25 |
3,611.75 |
|
| R3 |
3,695.75 |
3,669.50 |
3,592.25 |
|
| R2 |
3,625.00 |
3,625.00 |
3,585.75 |
|
| R1 |
3,598.75 |
3,598.75 |
3,579.25 |
3,612.00 |
| PP |
3,554.25 |
3,554.25 |
3,554.25 |
3,560.75 |
| S1 |
3,528.00 |
3,528.00 |
3,566.25 |
3,541.00 |
| S2 |
3,483.50 |
3,483.50 |
3,559.75 |
|
| S3 |
3,412.75 |
3,457.25 |
3,553.25 |
|
| S4 |
3,342.00 |
3,386.50 |
3,533.75 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,056.50 |
3,975.00 |
3,661.00 |
|
| R3 |
3,896.25 |
3,814.75 |
3,616.75 |
|
| R2 |
3,736.00 |
3,736.00 |
3,602.25 |
|
| R1 |
3,654.50 |
3,654.50 |
3,587.50 |
3,695.25 |
| PP |
3,575.75 |
3,575.75 |
3,575.75 |
3,596.25 |
| S1 |
3,494.25 |
3,494.25 |
3,558.00 |
3,535.00 |
| S2 |
3,415.50 |
3,415.50 |
3,543.25 |
|
| S3 |
3,255.25 |
3,334.00 |
3,528.75 |
|
| S4 |
3,095.00 |
3,173.75 |
3,484.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,657.50 |
3,497.25 |
160.25 |
4.5% |
76.00 |
2.1% |
47% |
False |
False |
5,076 |
| 10 |
3,657.50 |
3,234.25 |
423.25 |
11.8% |
85.00 |
2.4% |
80% |
False |
False |
4,100 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.4% |
75.00 |
2.1% |
81% |
False |
False |
2,840 |
| 40 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
70.00 |
2.0% |
82% |
False |
False |
2,607 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
68.75 |
1.9% |
82% |
False |
False |
1,903 |
| 80 |
3,657.50 |
3,173.00 |
484.50 |
13.6% |
60.75 |
1.7% |
83% |
False |
False |
1,434 |
| 100 |
3,657.50 |
2,969.50 |
688.00 |
19.3% |
59.50 |
1.7% |
88% |
False |
False |
1,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,881.00 |
|
2.618 |
3,765.50 |
|
1.618 |
3,694.75 |
|
1.000 |
3,651.00 |
|
0.618 |
3,624.00 |
|
HIGH |
3,580.25 |
|
0.618 |
3,553.25 |
|
0.500 |
3,545.00 |
|
0.382 |
3,536.50 |
|
LOW |
3,509.50 |
|
0.618 |
3,465.75 |
|
1.000 |
3,438.75 |
|
1.618 |
3,395.00 |
|
2.618 |
3,324.25 |
|
4.250 |
3,208.75 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,563.50 |
3,562.50 |
| PP |
3,554.25 |
3,552.50 |
| S1 |
3,545.00 |
3,542.50 |
|