Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,895.4 |
1,884.7 |
-10.7 |
-0.6% |
1,973.8 |
High |
1,897.2 |
1,884.7 |
-12.5 |
-0.7% |
1,983.0 |
Low |
1,874.4 |
1,863.2 |
-11.2 |
-0.6% |
1,864.4 |
Close |
1,886.6 |
1,874.4 |
-12.2 |
-0.6% |
1,902.8 |
Range |
22.8 |
21.5 |
-1.3 |
-5.7% |
118.6 |
ATR |
30.7 |
30.1 |
-0.5 |
-1.7% |
0.0 |
Volume |
3,000 |
1,610 |
-1,390 |
-46.3% |
11,756 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.6 |
1,928.0 |
1,886.2 |
|
R3 |
1,917.1 |
1,906.5 |
1,880.3 |
|
R2 |
1,895.6 |
1,895.6 |
1,878.3 |
|
R1 |
1,885.0 |
1,885.0 |
1,876.4 |
1,879.6 |
PP |
1,874.1 |
1,874.1 |
1,874.1 |
1,871.4 |
S1 |
1,863.5 |
1,863.5 |
1,872.4 |
1,858.1 |
S2 |
1,852.6 |
1,852.6 |
1,870.5 |
|
S3 |
1,831.1 |
1,842.0 |
1,868.5 |
|
S4 |
1,809.6 |
1,820.5 |
1,862.6 |
|
|
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 |
1,863.2 |
50.4 |
2.7% |
22.9 |
1.2% |
22% |
False |
True |
2,608 |
10 |
1,983.0 |
1,863.2 |
119.8 |
6.4% |
33.2 |
1.8% |
9% |
False |
True |
2,538 |
20 |
1,983.0 |
1,863.2 |
119.8 |
6.4% |
30.0 |
1.6% |
9% |
False |
True |
2,028 |
40 |
1,983.0 |
1,863.2 |
119.8 |
6.4% |
27.6 |
1.5% |
9% |
False |
True |
1,796 |
60 |
2,013.8 |
1,863.2 |
150.6 |
8.0% |
28.3 |
1.5% |
7% |
False |
True |
1,389 |
80 |
2,112.7 |
1,863.2 |
249.5 |
13.3% |
31.4 |
1.7% |
4% |
False |
True |
1,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,976.1 |
2.618 |
1,941.0 |
1.618 |
1,919.5 |
1.000 |
1,906.2 |
0.618 |
1,898.0 |
HIGH |
1,884.7 |
0.618 |
1,876.5 |
0.500 |
1,874.0 |
0.382 |
1,871.4 |
LOW |
1,863.2 |
0.618 |
1,849.9 |
1.000 |
1,841.7 |
1.618 |
1,828.4 |
2.618 |
1,806.9 |
4.250 |
1,771.8 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,874.3 |
1,885.1 |
PP |
1,874.1 |
1,881.5 |
S1 |
1,874.0 |
1,878.0 |
|