Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
3,596.00 |
3,556.00 |
-40.00 |
-1.1% |
3,512.75 |
High |
3,615.00 |
3,574.50 |
-40.50 |
-1.1% |
3,657.50 |
Low |
3,548.75 |
3,534.50 |
-14.25 |
-0.4% |
3,497.25 |
Close |
3,556.50 |
3,571.50 |
15.00 |
0.4% |
3,572.75 |
Range |
66.25 |
40.00 |
-26.25 |
-39.6% |
160.25 |
ATR |
71.47 |
69.22 |
-2.25 |
-3.1% |
0.00 |
Volume |
10,939 |
7,559 |
-3,380 |
-30.9% |
25,380 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,680.25 |
3,665.75 |
3,593.50 |
|
R3 |
3,640.25 |
3,625.75 |
3,582.50 |
|
R2 |
3,600.25 |
3,600.25 |
3,578.75 |
|
R1 |
3,585.75 |
3,585.75 |
3,575.25 |
3,593.00 |
PP |
3,560.25 |
3,560.25 |
3,560.25 |
3,563.75 |
S1 |
3,545.75 |
3,545.75 |
3,567.75 |
3,553.00 |
S2 |
3,520.25 |
3,520.25 |
3,564.25 |
|
S3 |
3,480.25 |
3,505.75 |
3,560.50 |
|
S4 |
3,440.25 |
3,465.75 |
3,549.50 |
|
|
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 |
3,509.50 |
117.75 |
3.3% |
52.50 |
1.5% |
53% |
False |
False |
7,126 |
10 |
3,657.50 |
3,447.75 |
209.75 |
5.9% |
63.50 |
1.8% |
59% |
False |
False |
5,800 |
20 |
3,657.50 |
3,215.75 |
441.75 |
12.4% |
73.25 |
2.1% |
81% |
False |
False |
4,111 |
40 |
3,657.50 |
3,198.50 |
459.00 |
12.9% |
66.50 |
1.9% |
81% |
False |
False |
3,072 |
60 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
69.50 |
1.9% |
82% |
False |
False |
2,409 |
80 |
3,657.50 |
3,177.75 |
479.75 |
13.4% |
61.25 |
1.7% |
82% |
False |
False |
1,818 |
100 |
3,657.50 |
3,047.00 |
610.50 |
17.1% |
58.75 |
1.6% |
86% |
False |
False |
1,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,744.50 |
2.618 |
3,679.25 |
1.618 |
3,639.25 |
1.000 |
3,614.50 |
0.618 |
3,599.25 |
HIGH |
3,574.50 |
0.618 |
3,559.25 |
0.500 |
3,554.50 |
0.382 |
3,549.75 |
LOW |
3,534.50 |
0.618 |
3,509.75 |
1.000 |
3,494.50 |
1.618 |
3,469.75 |
2.618 |
3,429.75 |
4.250 |
3,364.50 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,565.75 |
3,577.00 |
PP |
3,560.25 |
3,575.25 |
S1 |
3,554.50 |
3,573.50 |
|