Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,892.1 |
1,877.3 |
-14.8 |
-0.8% |
1,969.2 |
High |
1,894.0 |
1,879.4 |
-14.6 |
-0.8% |
1,978.2 |
Low |
1,870.4 |
1,860.0 |
-10.4 |
-0.6% |
1,859.6 |
Close |
1,883.2 |
1,871.1 |
-12.1 |
-0.6% |
1,898.3 |
Range |
23.6 |
19.4 |
-4.2 |
-17.8% |
118.6 |
ATR |
31.1 |
30.5 |
-0.6 |
-1.8% |
0.0 |
Volume |
4,664 |
4,824 |
160 |
3.4% |
40,943 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.4 |
1,919.1 |
1,881.8 |
|
R3 |
1,909.0 |
1,899.7 |
1,876.4 |
|
R2 |
1,889.6 |
1,889.6 |
1,874.7 |
|
R1 |
1,880.3 |
1,880.3 |
1,872.9 |
1,875.3 |
PP |
1,870.2 |
1,870.2 |
1,870.2 |
1,867.6 |
S1 |
1,860.9 |
1,860.9 |
1,869.3 |
1,855.9 |
S2 |
1,850.8 |
1,850.8 |
1,867.5 |
|
S3 |
1,831.4 |
1,841.5 |
1,865.8 |
|
S4 |
1,812.0 |
1,822.1 |
1,860.4 |
|
|
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 |
1,860.0 |
48.0 |
2.6% |
22.5 |
1.2% |
23% |
False |
True |
4,661 |
10 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
33.1 |
1.8% |
10% |
False |
False |
6,676 |
20 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
30.1 |
1.6% |
10% |
False |
False |
4,832 |
40 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
28.1 |
1.5% |
10% |
False |
False |
3,515 |
60 |
2,011.6 |
1,859.6 |
152.0 |
8.1% |
29.8 |
1.6% |
8% |
False |
False |
2,700 |
80 |
2,107.6 |
1,859.6 |
248.0 |
13.3% |
34.6 |
1.8% |
5% |
False |
False |
2,528 |
100 |
2,107.6 |
1,798.8 |
308.8 |
16.5% |
32.1 |
1.7% |
23% |
False |
False |
2,207 |
120 |
2,107.6 |
1,704.6 |
403.0 |
21.5% |
28.9 |
1.5% |
41% |
False |
False |
1,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.9 |
2.618 |
1,930.2 |
1.618 |
1,910.8 |
1.000 |
1,898.8 |
0.618 |
1,891.4 |
HIGH |
1,879.4 |
0.618 |
1,872.0 |
0.500 |
1,869.7 |
0.382 |
1,867.4 |
LOW |
1,860.0 |
0.618 |
1,848.0 |
1.000 |
1,840.6 |
1.618 |
1,828.6 |
2.618 |
1,809.2 |
4.250 |
1,777.6 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,870.6 |
1,881.7 |
PP |
1,870.2 |
1,878.1 |
S1 |
1,869.7 |
1,874.6 |
|