| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,906.3 |
1,901.8 |
-4.5 |
-0.2% |
1,973.8 |
| High |
1,913.6 |
1,907.0 |
-6.6 |
-0.3% |
1,983.0 |
| Low |
1,878.1 |
1,892.0 |
13.9 |
0.7% |
1,864.4 |
| Close |
1,902.8 |
1,899.5 |
-3.3 |
-0.2% |
1,902.8 |
| Range |
35.5 |
15.0 |
-20.5 |
-57.7% |
118.6 |
| ATR |
32.3 |
31.1 |
-1.2 |
-3.8% |
0.0 |
| Volume |
4,186 |
2,768 |
-1,418 |
-33.9% |
11,756 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,944.5 |
1,937.0 |
1,907.8 |
|
| R3 |
1,929.5 |
1,922.0 |
1,903.6 |
|
| R2 |
1,914.5 |
1,914.5 |
1,902.3 |
|
| R1 |
1,907.0 |
1,907.0 |
1,900.9 |
1,903.3 |
| PP |
1,899.5 |
1,899.5 |
1,899.5 |
1,897.6 |
| S1 |
1,892.0 |
1,892.0 |
1,898.1 |
1,888.3 |
| S2 |
1,884.5 |
1,884.5 |
1,896.8 |
|
| S3 |
1,869.5 |
1,877.0 |
1,895.4 |
|
| S4 |
1,854.5 |
1,862.0 |
1,891.3 |
|
|
| 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% |
23.7 |
1.2% |
68% |
False |
False |
2,668 |
| 10 |
1,983.0 |
1,864.4 |
118.6 |
6.2% |
37.2 |
2.0% |
30% |
False |
False |
2,658 |
| 20 |
1,983.0 |
1,864.4 |
118.6 |
6.2% |
30.3 |
1.6% |
30% |
False |
False |
1,901 |
| 40 |
1,983.0 |
1,864.4 |
118.6 |
6.2% |
28.2 |
1.5% |
30% |
False |
False |
1,714 |
| 60 |
2,013.8 |
1,864.4 |
149.4 |
7.9% |
28.8 |
1.5% |
23% |
False |
False |
1,324 |
| 80 |
2,112.7 |
1,864.4 |
248.3 |
13.1% |
31.8 |
1.7% |
14% |
False |
False |
1,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,970.8 |
|
2.618 |
1,946.3 |
|
1.618 |
1,931.3 |
|
1.000 |
1,922.0 |
|
0.618 |
1,916.3 |
|
HIGH |
1,907.0 |
|
0.618 |
1,901.3 |
|
0.500 |
1,899.5 |
|
0.382 |
1,897.7 |
|
LOW |
1,892.0 |
|
0.618 |
1,882.7 |
|
1.000 |
1,877.0 |
|
1.618 |
1,867.7 |
|
2.618 |
1,852.7 |
|
4.250 |
1,828.3 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.5 |
1,898.3 |
| PP |
1,899.5 |
1,897.1 |
| S1 |
1,899.5 |
1,895.9 |
|