| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,527.75 |
3,585.25 |
57.50 |
1.6% |
3,512.75 |
| High |
3,580.25 |
3,627.25 |
47.00 |
1.3% |
3,657.50 |
| Low |
3,509.50 |
3,585.25 |
75.75 |
2.2% |
3,497.25 |
| Close |
3,572.75 |
3,614.25 |
41.50 |
1.2% |
3,572.75 |
| Range |
70.75 |
42.00 |
-28.75 |
-40.6% |
160.25 |
| ATR |
75.52 |
74.02 |
-1.50 |
-2.0% |
0.00 |
| Volume |
4,818 |
7,231 |
2,413 |
50.1% |
25,380 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,735.00 |
3,716.50 |
3,637.25 |
|
| R3 |
3,693.00 |
3,674.50 |
3,625.75 |
|
| R2 |
3,651.00 |
3,651.00 |
3,622.00 |
|
| R1 |
3,632.50 |
3,632.50 |
3,618.00 |
3,641.75 |
| PP |
3,609.00 |
3,609.00 |
3,609.00 |
3,613.50 |
| S1 |
3,590.50 |
3,590.50 |
3,610.50 |
3,599.75 |
| S2 |
3,567.00 |
3,567.00 |
3,606.50 |
|
| S3 |
3,525.00 |
3,548.50 |
3,602.75 |
|
| S4 |
3,483.00 |
3,506.50 |
3,591.25 |
|
|
| 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 |
3,627.25 |
3,497.25 |
130.00 |
3.6% |
54.75 |
1.5% |
90% |
True |
False |
4,190 |
| 10 |
3,657.50 |
3,295.50 |
362.00 |
10.0% |
81.50 |
2.3% |
88% |
False |
False |
4,618 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.2% |
72.75 |
2.0% |
90% |
False |
False |
3,148 |
| 40 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
68.25 |
1.9% |
91% |
False |
False |
2,695 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
12.9% |
68.75 |
1.9% |
91% |
False |
False |
2,024 |
| 80 |
3,657.50 |
3,177.75 |
479.75 |
13.3% |
60.75 |
1.7% |
91% |
False |
False |
1,523 |
| 100 |
3,657.50 |
2,969.50 |
688.00 |
19.0% |
59.25 |
1.6% |
94% |
False |
False |
1,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,805.75 |
|
2.618 |
3,737.25 |
|
1.618 |
3,695.25 |
|
1.000 |
3,669.25 |
|
0.618 |
3,653.25 |
|
HIGH |
3,627.25 |
|
0.618 |
3,611.25 |
|
0.500 |
3,606.25 |
|
0.382 |
3,601.25 |
|
LOW |
3,585.25 |
|
0.618 |
3,559.25 |
|
1.000 |
3,543.25 |
|
1.618 |
3,517.25 |
|
2.618 |
3,475.25 |
|
4.250 |
3,406.75 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,611.50 |
3,598.00 |
| PP |
3,609.00 |
3,582.00 |
| S1 |
3,606.25 |
3,566.00 |
|