| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,551.50 |
3,542.50 |
-9.00 |
-0.3% |
3,585.25 |
| High |
3,574.00 |
3,579.00 |
5.00 |
0.1% |
3,627.25 |
| Low |
3,534.00 |
3,537.75 |
3.75 |
0.1% |
3,534.00 |
| Close |
3,545.50 |
3,567.50 |
22.00 |
0.6% |
3,545.50 |
| Range |
40.00 |
41.25 |
1.25 |
3.1% |
93.25 |
| ATR |
67.13 |
65.29 |
-1.85 |
-2.8% |
0.00 |
| Volume |
13,565 |
12,096 |
-1,469 |
-10.8% |
44,381 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,685.25 |
3,667.50 |
3,590.25 |
|
| R3 |
3,644.00 |
3,626.25 |
3,578.75 |
|
| R2 |
3,602.75 |
3,602.75 |
3,575.00 |
|
| R1 |
3,585.00 |
3,585.00 |
3,571.25 |
3,594.00 |
| PP |
3,561.50 |
3,561.50 |
3,561.50 |
3,565.75 |
| S1 |
3,543.75 |
3,543.75 |
3,563.75 |
3,552.50 |
| S2 |
3,520.25 |
3,520.25 |
3,560.00 |
|
| S3 |
3,479.00 |
3,502.50 |
3,556.25 |
|
| S4 |
3,437.75 |
3,461.25 |
3,544.75 |
|
|
| 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 |
3,619.75 |
3,534.00 |
85.75 |
2.4% |
46.25 |
1.3% |
39% |
False |
False |
9,849 |
| 10 |
3,627.25 |
3,497.25 |
130.00 |
3.6% |
50.50 |
1.4% |
54% |
False |
False |
7,019 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.4% |
71.25 |
2.0% |
80% |
False |
False |
5,314 |
| 40 |
3,657.50 |
3,215.75 |
441.75 |
12.4% |
65.00 |
1.8% |
80% |
False |
False |
3,529 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
70.00 |
2.0% |
81% |
False |
False |
2,835 |
| 80 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
60.50 |
1.7% |
81% |
False |
False |
2,138 |
| 100 |
3,657.50 |
3,087.50 |
570.00 |
16.0% |
58.50 |
1.6% |
84% |
False |
False |
1,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,754.25 |
|
2.618 |
3,687.00 |
|
1.618 |
3,645.75 |
|
1.000 |
3,620.25 |
|
0.618 |
3,604.50 |
|
HIGH |
3,579.00 |
|
0.618 |
3,563.25 |
|
0.500 |
3,558.50 |
|
0.382 |
3,553.50 |
|
LOW |
3,537.75 |
|
0.618 |
3,512.25 |
|
1.000 |
3,496.50 |
|
1.618 |
3,471.00 |
|
2.618 |
3,429.75 |
|
4.250 |
3,362.50 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,564.50 |
3,563.75 |
| PP |
3,561.50 |
3,560.25 |
| S1 |
3,558.50 |
3,556.50 |
|