Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,877.3 |
1,872.0 |
-5.3 |
-0.3% |
1,900.6 |
High |
1,879.4 |
1,888.8 |
9.4 |
0.5% |
1,908.0 |
Low |
1,860.0 |
1,869.1 |
9.1 |
0.5% |
1,860.0 |
Close |
1,871.1 |
1,882.4 |
11.3 |
0.6% |
1,882.4 |
Range |
19.4 |
19.7 |
0.3 |
1.5% |
48.0 |
ATR |
30.5 |
29.7 |
-0.8 |
-2.5% |
0.0 |
Volume |
4,824 |
3,938 |
-886 |
-18.4% |
23,590 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.2 |
1,930.5 |
1,893.2 |
|
R3 |
1,919.5 |
1,910.8 |
1,887.8 |
|
R2 |
1,899.8 |
1,899.8 |
1,886.0 |
|
R1 |
1,891.1 |
1,891.1 |
1,884.2 |
1,895.5 |
PP |
1,880.1 |
1,880.1 |
1,880.1 |
1,882.3 |
S1 |
1,871.4 |
1,871.4 |
1,880.6 |
1,875.8 |
S2 |
1,860.4 |
1,860.4 |
1,878.8 |
|
S3 |
1,840.7 |
1,851.7 |
1,877.0 |
|
S4 |
1,821.0 |
1,832.0 |
1,871.6 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.5 |
2,002.9 |
1,908.8 |
|
R3 |
1,979.5 |
1,954.9 |
1,895.6 |
|
R2 |
1,931.5 |
1,931.5 |
1,891.2 |
|
R1 |
1,906.9 |
1,906.9 |
1,886.8 |
1,895.2 |
PP |
1,883.5 |
1,883.5 |
1,883.5 |
1,877.6 |
S1 |
1,858.9 |
1,858.9 |
1,878.0 |
1,847.2 |
S2 |
1,835.5 |
1,835.5 |
1,873.6 |
|
S3 |
1,787.5 |
1,810.9 |
1,869.2 |
|
S4 |
1,739.5 |
1,762.9 |
1,856.0 |
|
|
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 |
2.5% |
22.3 |
1.2% |
47% |
False |
False |
4,718 |
10 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
32.7 |
1.7% |
19% |
False |
False |
6,453 |
20 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
30.0 |
1.6% |
19% |
False |
False |
4,982 |
40 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
28.0 |
1.5% |
19% |
False |
False |
3,595 |
60 |
2,011.6 |
1,859.6 |
152.0 |
8.1% |
29.0 |
1.5% |
15% |
False |
False |
2,739 |
80 |
2,107.6 |
1,859.6 |
248.0 |
13.2% |
34.4 |
1.8% |
9% |
False |
False |
2,566 |
100 |
2,107.6 |
1,798.8 |
308.8 |
16.4% |
32.2 |
1.7% |
27% |
False |
False |
2,243 |
120 |
2,107.6 |
1,704.6 |
403.0 |
21.4% |
28.8 |
1.5% |
44% |
False |
False |
1,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.5 |
2.618 |
1,940.4 |
1.618 |
1,920.7 |
1.000 |
1,908.5 |
0.618 |
1,901.0 |
HIGH |
1,888.8 |
0.618 |
1,881.3 |
0.500 |
1,879.0 |
0.382 |
1,876.6 |
LOW |
1,869.1 |
0.618 |
1,856.9 |
1.000 |
1,849.4 |
1.618 |
1,837.2 |
2.618 |
1,817.5 |
4.250 |
1,785.4 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,881.3 |
1,880.6 |
PP |
1,880.1 |
1,878.8 |
S1 |
1,879.0 |
1,877.0 |
|