Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,898.6 |
1,892.1 |
-6.5 |
-0.3% |
1,969.2 |
High |
1,903.3 |
1,894.0 |
-9.3 |
-0.5% |
1,978.2 |
Low |
1,888.0 |
1,870.4 |
-17.6 |
-0.9% |
1,859.6 |
Close |
1,895.8 |
1,883.2 |
-12.6 |
-0.7% |
1,898.3 |
Range |
15.3 |
23.6 |
8.3 |
54.2% |
118.6 |
ATR |
31.5 |
31.1 |
-0.4 |
-1.4% |
0.0 |
Volume |
6,581 |
4,664 |
-1,917 |
-29.1% |
40,943 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.3 |
1,941.9 |
1,896.2 |
|
R3 |
1,929.7 |
1,918.3 |
1,889.7 |
|
R2 |
1,906.1 |
1,906.1 |
1,887.5 |
|
R1 |
1,894.7 |
1,894.7 |
1,885.4 |
1,888.6 |
PP |
1,882.5 |
1,882.5 |
1,882.5 |
1,879.5 |
S1 |
1,871.1 |
1,871.1 |
1,881.0 |
1,865.0 |
S2 |
1,858.9 |
1,858.9 |
1,878.9 |
|
S3 |
1,835.3 |
1,847.5 |
1,876.7 |
|
S4 |
1,811.7 |
1,823.9 |
1,870.2 |
|
|
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 |
1,870.4 |
37.6 |
2.0% |
22.9 |
1.2% |
34% |
False |
True |
4,780 |
10 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
36.3 |
1.9% |
20% |
False |
False |
7,019 |
20 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
30.8 |
1.6% |
20% |
False |
False |
4,742 |
40 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
28.3 |
1.5% |
20% |
False |
False |
3,433 |
60 |
2,011.6 |
1,859.6 |
152.0 |
8.1% |
30.4 |
1.6% |
16% |
False |
False |
2,631 |
80 |
2,107.6 |
1,859.6 |
248.0 |
13.2% |
34.9 |
1.9% |
10% |
False |
False |
2,478 |
100 |
2,107.6 |
1,798.8 |
308.8 |
16.4% |
32.0 |
1.7% |
27% |
False |
False |
2,161 |
120 |
2,107.6 |
1,704.6 |
403.0 |
21.4% |
29.0 |
1.5% |
44% |
False |
False |
1,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.3 |
2.618 |
1,955.8 |
1.618 |
1,932.2 |
1.000 |
1,917.6 |
0.618 |
1,908.6 |
HIGH |
1,894.0 |
0.618 |
1,885.0 |
0.500 |
1,882.2 |
0.382 |
1,879.4 |
LOW |
1,870.4 |
0.618 |
1,855.8 |
1.000 |
1,846.8 |
1.618 |
1,832.2 |
2.618 |
1,808.6 |
4.250 |
1,770.1 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,882.9 |
1,889.2 |
PP |
1,882.5 |
1,887.2 |
S1 |
1,882.2 |
1,885.2 |
|