| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,585.25 |
3,617.50 |
32.25 |
0.9% |
3,512.75 |
| High |
3,627.25 |
3,619.75 |
-7.50 |
-0.2% |
3,657.50 |
| Low |
3,585.25 |
3,575.75 |
-9.50 |
-0.3% |
3,497.25 |
| Close |
3,614.25 |
3,598.50 |
-15.75 |
-0.4% |
3,572.75 |
| Range |
42.00 |
44.00 |
2.00 |
4.8% |
160.25 |
| ATR |
74.02 |
71.87 |
-2.14 |
-2.9% |
0.00 |
| Volume |
7,231 |
5,087 |
-2,144 |
-29.7% |
25,380 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,730.00 |
3,708.25 |
3,622.75 |
|
| R3 |
3,686.00 |
3,664.25 |
3,610.50 |
|
| R2 |
3,642.00 |
3,642.00 |
3,606.50 |
|
| R1 |
3,620.25 |
3,620.25 |
3,602.50 |
3,609.00 |
| PP |
3,598.00 |
3,598.00 |
3,598.00 |
3,592.50 |
| S1 |
3,576.25 |
3,576.25 |
3,594.50 |
3,565.00 |
| S2 |
3,554.00 |
3,554.00 |
3,590.50 |
|
| S3 |
3,510.00 |
3,532.25 |
3,586.50 |
|
| S4 |
3,466.00 |
3,488.25 |
3,574.25 |
|
|
| 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 |
3,504.50 |
122.75 |
3.4% |
52.50 |
1.5% |
77% |
False |
False |
4,617 |
| 10 |
3,657.50 |
3,311.00 |
346.50 |
9.6% |
78.00 |
2.2% |
83% |
False |
False |
4,876 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.3% |
72.50 |
2.0% |
87% |
False |
False |
3,354 |
| 40 |
3,657.50 |
3,190.25 |
467.25 |
13.0% |
68.00 |
1.9% |
87% |
False |
False |
2,710 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.0% |
69.00 |
1.9% |
87% |
False |
False |
2,106 |
| 80 |
3,657.50 |
3,177.75 |
479.75 |
13.3% |
61.00 |
1.7% |
88% |
False |
False |
1,586 |
| 100 |
3,657.50 |
2,969.50 |
688.00 |
19.1% |
59.00 |
1.6% |
91% |
False |
False |
1,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,806.75 |
|
2.618 |
3,735.00 |
|
1.618 |
3,691.00 |
|
1.000 |
3,663.75 |
|
0.618 |
3,647.00 |
|
HIGH |
3,619.75 |
|
0.618 |
3,603.00 |
|
0.500 |
3,597.75 |
|
0.382 |
3,592.50 |
|
LOW |
3,575.75 |
|
0.618 |
3,548.50 |
|
1.000 |
3,531.75 |
|
1.618 |
3,504.50 |
|
2.618 |
3,460.50 |
|
4.250 |
3,388.75 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,598.25 |
3,588.50 |
| PP |
3,598.00 |
3,578.50 |
| S1 |
3,597.75 |
3,568.50 |
|