| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,886.8 |
1,900.6 |
13.8 |
0.7% |
1,969.2 |
| High |
1,906.6 |
1,908.0 |
1.4 |
0.1% |
1,978.2 |
| Low |
1,886.0 |
1,874.3 |
-11.7 |
-0.6% |
1,859.6 |
| Close |
1,898.3 |
1,899.0 |
0.7 |
0.0% |
1,898.3 |
| Range |
20.6 |
33.7 |
13.1 |
63.6% |
118.6 |
| ATR |
32.7 |
32.8 |
0.1 |
0.2% |
0.0 |
| Volume |
3,653 |
3,583 |
-70 |
-1.9% |
40,943 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.9 |
1,980.6 |
1,917.5 |
|
| R3 |
1,961.2 |
1,946.9 |
1,908.3 |
|
| R2 |
1,927.5 |
1,927.5 |
1,905.2 |
|
| R1 |
1,913.2 |
1,913.2 |
1,902.1 |
1,903.5 |
| PP |
1,893.8 |
1,893.8 |
1,893.8 |
1,888.9 |
| S1 |
1,879.5 |
1,879.5 |
1,895.9 |
1,869.8 |
| S2 |
1,860.1 |
1,860.1 |
1,892.8 |
|
| S3 |
1,826.4 |
1,845.8 |
1,889.7 |
|
| S4 |
1,792.7 |
1,812.1 |
1,880.5 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.8 |
2,201.7 |
1,963.5 |
|
| R3 |
2,149.2 |
2,083.1 |
1,930.9 |
|
| R2 |
2,030.6 |
2,030.6 |
1,920.0 |
|
| R1 |
1,964.5 |
1,964.5 |
1,909.2 |
1,938.3 |
| PP |
1,912.0 |
1,912.0 |
1,912.0 |
1,898.9 |
| S1 |
1,845.9 |
1,845.9 |
1,887.4 |
1,819.7 |
| S2 |
1,793.4 |
1,793.4 |
1,876.6 |
|
| S3 |
1,674.8 |
1,727.3 |
1,865.7 |
|
| S4 |
1,556.2 |
1,608.7 |
1,833.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,908.0 |
1,866.1 |
41.9 |
2.2% |
26.0 |
1.4% |
79% |
True |
False |
6,399 |
| 10 |
1,978.2 |
1,859.6 |
118.6 |
6.2% |
38.0 |
2.0% |
33% |
False |
False |
6,763 |
| 20 |
1,978.2 |
1,859.6 |
118.6 |
6.2% |
31.0 |
1.6% |
33% |
False |
False |
4,369 |
| 40 |
1,978.2 |
1,859.6 |
118.6 |
6.2% |
29.2 |
1.5% |
33% |
False |
False |
3,207 |
| 60 |
2,011.6 |
1,859.6 |
152.0 |
8.0% |
30.7 |
1.6% |
26% |
False |
False |
2,481 |
| 80 |
2,107.6 |
1,859.6 |
248.0 |
13.1% |
35.6 |
1.9% |
16% |
False |
False |
2,395 |
| 100 |
2,107.6 |
1,785.3 |
322.3 |
17.0% |
32.0 |
1.7% |
35% |
False |
False |
2,055 |
| 120 |
2,107.6 |
1,704.6 |
403.0 |
21.2% |
28.9 |
1.5% |
48% |
False |
False |
1,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,051.2 |
|
2.618 |
1,996.2 |
|
1.618 |
1,962.5 |
|
1.000 |
1,941.7 |
|
0.618 |
1,928.8 |
|
HIGH |
1,908.0 |
|
0.618 |
1,895.1 |
|
0.500 |
1,891.2 |
|
0.382 |
1,887.2 |
|
LOW |
1,874.3 |
|
0.618 |
1,853.5 |
|
1.000 |
1,840.6 |
|
1.618 |
1,819.8 |
|
2.618 |
1,786.1 |
|
4.250 |
1,731.1 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,896.4 |
1,896.1 |
| PP |
1,893.8 |
1,893.3 |
| S1 |
1,891.2 |
1,890.4 |
|