| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,556.00 |
3,551.50 |
-4.50 |
-0.1% |
3,585.25 |
| High |
3,574.50 |
3,574.00 |
-0.50 |
0.0% |
3,627.25 |
| Low |
3,534.50 |
3,534.00 |
-0.50 |
0.0% |
3,534.00 |
| Close |
3,571.50 |
3,545.50 |
-26.00 |
-0.7% |
3,545.50 |
| Range |
40.00 |
40.00 |
0.00 |
0.0% |
93.25 |
| ATR |
69.22 |
67.13 |
-2.09 |
-3.0% |
0.00 |
| Volume |
7,559 |
13,565 |
6,006 |
79.5% |
44,381 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,671.25 |
3,648.25 |
3,567.50 |
|
| R3 |
3,631.25 |
3,608.25 |
3,556.50 |
|
| R2 |
3,591.25 |
3,591.25 |
3,552.75 |
|
| R1 |
3,568.25 |
3,568.25 |
3,549.25 |
3,559.75 |
| PP |
3,551.25 |
3,551.25 |
3,551.25 |
3,547.00 |
| S1 |
3,528.25 |
3,528.25 |
3,541.75 |
3,519.75 |
| S2 |
3,511.25 |
3,511.25 |
3,538.25 |
|
| S3 |
3,471.25 |
3,488.25 |
3,534.50 |
|
| S4 |
3,431.25 |
3,448.25 |
3,523.50 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,848.75 |
3,790.25 |
3,596.75 |
|
| R3 |
3,755.50 |
3,697.00 |
3,571.25 |
|
| R2 |
3,662.25 |
3,662.25 |
3,562.50 |
|
| R1 |
3,603.75 |
3,603.75 |
3,554.00 |
3,586.50 |
| PP |
3,569.00 |
3,569.00 |
3,569.00 |
3,560.25 |
| S1 |
3,510.50 |
3,510.50 |
3,537.00 |
3,493.00 |
| S2 |
3,475.75 |
3,475.75 |
3,528.50 |
|
| S3 |
3,382.50 |
3,417.25 |
3,519.75 |
|
| S4 |
3,289.25 |
3,324.00 |
3,494.25 |
|
|
| 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 |
3,534.00 |
93.25 |
2.6% |
46.50 |
1.3% |
12% |
False |
True |
8,876 |
| 10 |
3,657.50 |
3,497.25 |
160.25 |
4.5% |
61.25 |
1.7% |
30% |
False |
False |
6,976 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.5% |
73.75 |
2.1% |
75% |
False |
False |
4,768 |
| 40 |
3,657.50 |
3,215.75 |
441.75 |
12.5% |
65.25 |
1.8% |
75% |
False |
False |
3,246 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.2% |
69.75 |
2.0% |
76% |
False |
False |
2,634 |
| 80 |
3,657.50 |
3,190.25 |
467.25 |
13.2% |
60.75 |
1.7% |
76% |
False |
False |
1,987 |
| 100 |
3,657.50 |
3,081.75 |
575.75 |
16.2% |
58.75 |
1.7% |
81% |
False |
False |
1,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,744.00 |
|
2.618 |
3,678.75 |
|
1.618 |
3,638.75 |
|
1.000 |
3,614.00 |
|
0.618 |
3,598.75 |
|
HIGH |
3,574.00 |
|
0.618 |
3,558.75 |
|
0.500 |
3,554.00 |
|
0.382 |
3,549.25 |
|
LOW |
3,534.00 |
|
0.618 |
3,509.25 |
|
1.000 |
3,494.00 |
|
1.618 |
3,469.25 |
|
2.618 |
3,429.25 |
|
4.250 |
3,364.00 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,554.00 |
3,574.50 |
| PP |
3,551.25 |
3,564.75 |
| S1 |
3,548.25 |
3,555.25 |
|