| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,901.8 |
1,895.4 |
-6.4 |
-0.3% |
1,973.8 |
| High |
1,907.0 |
1,897.2 |
-9.8 |
-0.5% |
1,983.0 |
| Low |
1,892.0 |
1,874.4 |
-17.6 |
-0.9% |
1,864.4 |
| Close |
1,899.5 |
1,886.6 |
-12.9 |
-0.7% |
1,902.8 |
| Range |
15.0 |
22.8 |
7.8 |
52.0% |
118.6 |
| ATR |
31.1 |
30.7 |
-0.4 |
-1.4% |
0.0 |
| Volume |
2,768 |
3,000 |
232 |
8.4% |
11,756 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,954.5 |
1,943.3 |
1,899.1 |
|
| R3 |
1,931.7 |
1,920.5 |
1,892.9 |
|
| R2 |
1,908.9 |
1,908.9 |
1,890.8 |
|
| R1 |
1,897.7 |
1,897.7 |
1,888.7 |
1,891.9 |
| PP |
1,886.1 |
1,886.1 |
1,886.1 |
1,883.2 |
| S1 |
1,874.9 |
1,874.9 |
1,884.5 |
1,869.1 |
| S2 |
1,863.3 |
1,863.3 |
1,882.4 |
|
| S3 |
1,840.5 |
1,852.1 |
1,880.3 |
|
| S4 |
1,817.7 |
1,829.3 |
1,874.1 |
|
|
| 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 |
1,874.4 |
39.2 |
2.1% |
22.6 |
1.2% |
31% |
False |
True |
2,686 |
| 10 |
1,983.0 |
1,864.4 |
118.6 |
6.3% |
36.1 |
1.9% |
19% |
False |
False |
2,627 |
| 20 |
1,983.0 |
1,864.4 |
118.6 |
6.3% |
30.4 |
1.6% |
19% |
False |
False |
2,011 |
| 40 |
1,983.0 |
1,864.4 |
118.6 |
6.3% |
27.7 |
1.5% |
19% |
False |
False |
1,768 |
| 60 |
2,013.8 |
1,864.4 |
149.4 |
7.9% |
28.8 |
1.5% |
15% |
False |
False |
1,369 |
| 80 |
2,112.7 |
1,864.4 |
248.3 |
13.2% |
31.5 |
1.7% |
9% |
False |
False |
1,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,994.1 |
|
2.618 |
1,956.9 |
|
1.618 |
1,934.1 |
|
1.000 |
1,920.0 |
|
0.618 |
1,911.3 |
|
HIGH |
1,897.2 |
|
0.618 |
1,888.5 |
|
0.500 |
1,885.8 |
|
0.382 |
1,883.1 |
|
LOW |
1,874.4 |
|
0.618 |
1,860.3 |
|
1.000 |
1,851.6 |
|
1.618 |
1,837.5 |
|
2.618 |
1,814.7 |
|
4.250 |
1,777.5 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,886.3 |
1,894.0 |
| PP |
1,886.1 |
1,891.5 |
| S1 |
1,885.8 |
1,889.1 |
|