Trading Metrics calculated at close of trading on 17-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,900.6 |
1,898.6 |
-2.0 |
-0.1% |
1,969.2 |
High |
1,908.0 |
1,903.3 |
-4.7 |
-0.2% |
1,978.2 |
Low |
1,874.3 |
1,888.0 |
13.7 |
0.7% |
1,859.6 |
Close |
1,899.0 |
1,895.8 |
-3.2 |
-0.2% |
1,898.3 |
Range |
33.7 |
15.3 |
-18.4 |
-54.6% |
118.6 |
ATR |
32.8 |
31.5 |
-1.2 |
-3.8% |
0.0 |
Volume |
3,583 |
6,581 |
2,998 |
83.7% |
40,943 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,941.6 |
1,934.0 |
1,904.2 |
|
R3 |
1,926.3 |
1,918.7 |
1,900.0 |
|
R2 |
1,911.0 |
1,911.0 |
1,898.6 |
|
R1 |
1,903.4 |
1,903.4 |
1,897.2 |
1,899.6 |
PP |
1,895.7 |
1,895.7 |
1,895.7 |
1,893.8 |
S1 |
1,888.1 |
1,888.1 |
1,894.4 |
1,884.3 |
S2 |
1,880.4 |
1,880.4 |
1,893.0 |
|
S3 |
1,865.1 |
1,872.8 |
1,891.6 |
|
S4 |
1,849.8 |
1,857.5 |
1,887.4 |
|
|
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% |
23.6 |
1.2% |
71% |
False |
False |
5,361 |
10 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
37.2 |
2.0% |
31% |
False |
False |
7,136 |
20 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
30.8 |
1.6% |
31% |
False |
False |
4,635 |
40 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
29.0 |
1.5% |
31% |
False |
False |
3,359 |
60 |
2,011.6 |
1,859.6 |
152.0 |
8.0% |
30.4 |
1.6% |
24% |
False |
False |
2,567 |
80 |
2,107.6 |
1,859.6 |
248.0 |
13.1% |
35.3 |
1.9% |
15% |
False |
False |
2,434 |
100 |
2,107.6 |
1,798.8 |
308.8 |
16.3% |
31.9 |
1.7% |
31% |
False |
False |
2,118 |
120 |
2,107.6 |
1,704.6 |
403.0 |
21.3% |
28.8 |
1.5% |
47% |
False |
False |
1,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.3 |
2.618 |
1,943.4 |
1.618 |
1,928.1 |
1.000 |
1,918.6 |
0.618 |
1,912.8 |
HIGH |
1,903.3 |
0.618 |
1,897.5 |
0.500 |
1,895.7 |
0.382 |
1,893.8 |
LOW |
1,888.0 |
0.618 |
1,878.5 |
1.000 |
1,872.7 |
1.618 |
1,863.2 |
2.618 |
1,847.9 |
4.250 |
1,823.0 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,895.8 |
1,894.3 |
PP |
1,895.7 |
1,892.7 |
S1 |
1,895.7 |
1,891.2 |
|