| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,617.50 |
3,596.00 |
-21.50 |
-0.6% |
3,512.75 |
| High |
3,619.75 |
3,615.00 |
-4.75 |
-0.1% |
3,657.50 |
| Low |
3,575.75 |
3,548.75 |
-27.00 |
-0.8% |
3,497.25 |
| Close |
3,598.50 |
3,556.50 |
-42.00 |
-1.2% |
3,572.75 |
| Range |
44.00 |
66.25 |
22.25 |
50.6% |
160.25 |
| ATR |
71.87 |
71.47 |
-0.40 |
-0.6% |
0.00 |
| Volume |
5,087 |
10,939 |
5,852 |
115.0% |
25,380 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,772.25 |
3,730.50 |
3,593.00 |
|
| R3 |
3,706.00 |
3,664.25 |
3,574.75 |
|
| R2 |
3,639.75 |
3,639.75 |
3,568.75 |
|
| R1 |
3,598.00 |
3,598.00 |
3,562.50 |
3,585.75 |
| PP |
3,573.50 |
3,573.50 |
3,573.50 |
3,567.25 |
| S1 |
3,531.75 |
3,531.75 |
3,550.50 |
3,519.50 |
| S2 |
3,507.25 |
3,507.25 |
3,544.25 |
|
| S3 |
3,441.00 |
3,465.50 |
3,538.25 |
|
| S4 |
3,374.75 |
3,399.25 |
3,520.00 |
|
|
| 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 |
3.5% |
56.75 |
1.6% |
42% |
False |
False |
6,088 |
| 10 |
3,657.50 |
3,418.75 |
238.75 |
6.7% |
68.75 |
1.9% |
58% |
False |
False |
5,300 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.4% |
73.75 |
2.1% |
77% |
False |
False |
3,812 |
| 40 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
67.25 |
1.9% |
78% |
False |
False |
2,939 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
69.50 |
2.0% |
78% |
False |
False |
2,286 |
| 80 |
3,657.50 |
3,177.75 |
479.75 |
13.5% |
61.25 |
1.7% |
79% |
False |
False |
1,723 |
| 100 |
3,657.50 |
3,014.75 |
642.75 |
18.1% |
59.00 |
1.7% |
84% |
False |
False |
1,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,896.50 |
|
2.618 |
3,788.50 |
|
1.618 |
3,722.25 |
|
1.000 |
3,681.25 |
|
0.618 |
3,656.00 |
|
HIGH |
3,615.00 |
|
0.618 |
3,589.75 |
|
0.500 |
3,582.00 |
|
0.382 |
3,574.00 |
|
LOW |
3,548.75 |
|
0.618 |
3,507.75 |
|
1.000 |
3,482.50 |
|
1.618 |
3,441.50 |
|
2.618 |
3,375.25 |
|
4.250 |
3,267.25 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,582.00 |
3,588.00 |
| PP |
3,573.50 |
3,577.50 |
| S1 |
3,565.00 |
3,567.00 |
|