| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,895.5 |
1,906.3 |
10.8 |
0.6% |
1,973.8 |
| High |
1,910.7 |
1,913.6 |
2.9 |
0.2% |
1,983.0 |
| Low |
1,891.0 |
1,878.1 |
-12.9 |
-0.7% |
1,864.4 |
| Close |
1,902.8 |
1,902.8 |
0.0 |
0.0% |
1,902.8 |
| Range |
19.7 |
35.5 |
15.8 |
80.2% |
118.6 |
| ATR |
32.1 |
32.3 |
0.2 |
0.8% |
0.0 |
| Volume |
1,477 |
4,186 |
2,709 |
183.4% |
11,756 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.7 |
1,989.2 |
1,922.3 |
|
| R3 |
1,969.2 |
1,953.7 |
1,912.6 |
|
| R2 |
1,933.7 |
1,933.7 |
1,909.3 |
|
| R1 |
1,918.2 |
1,918.2 |
1,906.1 |
1,908.2 |
| PP |
1,898.2 |
1,898.2 |
1,898.2 |
1,893.2 |
| S1 |
1,882.7 |
1,882.7 |
1,899.5 |
1,872.7 |
| S2 |
1,862.7 |
1,862.7 |
1,896.3 |
|
| S3 |
1,827.2 |
1,847.2 |
1,893.0 |
|
| S4 |
1,791.7 |
1,811.7 |
1,883.3 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.5 |
2,206.3 |
1,968.0 |
|
| R3 |
2,153.9 |
2,087.7 |
1,935.4 |
|
| R2 |
2,035.3 |
2,035.3 |
1,924.5 |
|
| R1 |
1,969.1 |
1,969.1 |
1,913.7 |
1,942.9 |
| PP |
1,916.7 |
1,916.7 |
1,916.7 |
1,903.7 |
| S1 |
1,850.5 |
1,850.5 |
1,891.9 |
1,824.3 |
| S2 |
1,798.1 |
1,798.1 |
1,881.1 |
|
| S3 |
1,679.5 |
1,731.9 |
1,870.2 |
|
| S4 |
1,560.9 |
1,613.3 |
1,837.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,913.6 |
1,870.0 |
43.6 |
2.3% |
26.0 |
1.4% |
75% |
True |
False |
2,484 |
| 10 |
1,983.0 |
1,864.4 |
118.6 |
6.2% |
37.9 |
2.0% |
32% |
False |
False |
2,539 |
| 20 |
1,983.0 |
1,864.4 |
118.6 |
6.2% |
30.5 |
1.6% |
32% |
False |
False |
1,814 |
| 40 |
1,983.0 |
1,864.4 |
118.6 |
6.2% |
28.3 |
1.5% |
32% |
False |
False |
1,650 |
| 60 |
2,013.8 |
1,864.4 |
149.4 |
7.9% |
28.9 |
1.5% |
26% |
False |
False |
1,286 |
| 80 |
2,112.7 |
1,864.4 |
248.3 |
13.0% |
32.1 |
1.7% |
15% |
False |
False |
1,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,064.5 |
|
2.618 |
2,006.5 |
|
1.618 |
1,971.0 |
|
1.000 |
1,949.1 |
|
0.618 |
1,935.5 |
|
HIGH |
1,913.6 |
|
0.618 |
1,900.0 |
|
0.500 |
1,895.9 |
|
0.382 |
1,891.7 |
|
LOW |
1,878.1 |
|
0.618 |
1,856.2 |
|
1.000 |
1,842.6 |
|
1.618 |
1,820.7 |
|
2.618 |
1,785.2 |
|
4.250 |
1,727.2 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,900.5 |
1,900.5 |
| PP |
1,898.2 |
1,898.2 |
| S1 |
1,895.9 |
1,895.9 |
|