| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,872.0 |
1,878.9 |
6.9 |
0.4% |
1,900.6 |
| High |
1,888.8 |
1,884.0 |
-4.8 |
-0.3% |
1,908.0 |
| Low |
1,869.1 |
1,838.5 |
-30.6 |
-1.6% |
1,860.0 |
| Close |
1,882.4 |
1,848.2 |
-34.2 |
-1.8% |
1,882.4 |
| Range |
19.7 |
45.5 |
25.8 |
131.0% |
48.0 |
| ATR |
29.7 |
30.9 |
1.1 |
3.8% |
0.0 |
| Volume |
3,938 |
8,087 |
4,149 |
105.4% |
23,590 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.4 |
1,966.3 |
1,873.2 |
|
| R3 |
1,947.9 |
1,920.8 |
1,860.7 |
|
| R2 |
1,902.4 |
1,902.4 |
1,856.5 |
|
| R1 |
1,875.3 |
1,875.3 |
1,852.4 |
1,866.1 |
| PP |
1,856.9 |
1,856.9 |
1,856.9 |
1,852.3 |
| S1 |
1,829.8 |
1,829.8 |
1,844.0 |
1,820.6 |
| S2 |
1,811.4 |
1,811.4 |
1,839.9 |
|
| S3 |
1,765.9 |
1,784.3 |
1,835.7 |
|
| S4 |
1,720.4 |
1,738.8 |
1,823.2 |
|
|
| 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 |
1,903.3 |
1,838.5 |
64.8 |
3.5% |
24.7 |
1.3% |
15% |
False |
True |
5,618 |
| 10 |
1,908.0 |
1,838.5 |
69.5 |
3.8% |
25.4 |
1.4% |
14% |
False |
True |
6,008 |
| 20 |
1,978.2 |
1,838.5 |
139.7 |
7.6% |
31.5 |
1.7% |
7% |
False |
True |
5,341 |
| 40 |
1,978.2 |
1,838.5 |
139.7 |
7.6% |
28.2 |
1.5% |
7% |
False |
True |
3,779 |
| 60 |
2,011.6 |
1,838.5 |
173.1 |
9.4% |
28.9 |
1.6% |
6% |
False |
True |
2,842 |
| 80 |
2,107.6 |
1,838.5 |
269.1 |
14.6% |
34.6 |
1.9% |
4% |
False |
True |
2,657 |
| 100 |
2,107.6 |
1,820.0 |
287.6 |
15.6% |
32.4 |
1.8% |
10% |
False |
False |
2,321 |
| 120 |
2,107.6 |
1,704.6 |
403.0 |
21.8% |
29.1 |
1.6% |
36% |
False |
False |
2,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,077.4 |
|
2.618 |
2,003.1 |
|
1.618 |
1,957.6 |
|
1.000 |
1,929.5 |
|
0.618 |
1,912.1 |
|
HIGH |
1,884.0 |
|
0.618 |
1,866.6 |
|
0.500 |
1,861.3 |
|
0.382 |
1,855.9 |
|
LOW |
1,838.5 |
|
0.618 |
1,810.4 |
|
1.000 |
1,793.0 |
|
1.618 |
1,764.9 |
|
2.618 |
1,719.4 |
|
4.250 |
1,645.1 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,861.3 |
1,863.7 |
| PP |
1,856.9 |
1,858.5 |
| S1 |
1,852.6 |
1,853.4 |
|