| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,884.7 |
1,875.6 |
-9.1 |
-0.5% |
1,906.3 |
| High |
1,884.7 |
1,891.6 |
6.9 |
0.4% |
1,913.6 |
| Low |
1,863.2 |
1,872.7 |
9.5 |
0.5% |
1,863.2 |
| Close |
1,874.4 |
1,885.4 |
11.0 |
0.6% |
1,885.4 |
| Range |
21.5 |
18.9 |
-2.6 |
-12.1% |
50.4 |
| ATR |
30.1 |
29.3 |
-0.8 |
-2.7% |
0.0 |
| Volume |
1,610 |
2,712 |
1,102 |
68.4% |
14,276 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,939.9 |
1,931.6 |
1,895.8 |
|
| R3 |
1,921.0 |
1,912.7 |
1,890.6 |
|
| R2 |
1,902.1 |
1,902.1 |
1,888.9 |
|
| R1 |
1,893.8 |
1,893.8 |
1,887.1 |
1,898.0 |
| PP |
1,883.2 |
1,883.2 |
1,883.2 |
1,885.3 |
| S1 |
1,874.9 |
1,874.9 |
1,883.7 |
1,879.1 |
| S2 |
1,864.3 |
1,864.3 |
1,881.9 |
|
| S3 |
1,845.4 |
1,856.0 |
1,880.2 |
|
| S4 |
1,826.5 |
1,837.1 |
1,875.0 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.6 |
2,012.4 |
1,913.1 |
|
| R3 |
1,988.2 |
1,962.0 |
1,899.3 |
|
| R2 |
1,937.8 |
1,937.8 |
1,894.6 |
|
| R1 |
1,911.6 |
1,911.6 |
1,890.0 |
1,899.5 |
| PP |
1,887.4 |
1,887.4 |
1,887.4 |
1,881.4 |
| S1 |
1,861.2 |
1,861.2 |
1,880.8 |
1,849.1 |
| S2 |
1,837.0 |
1,837.0 |
1,876.2 |
|
| S3 |
1,786.6 |
1,810.8 |
1,871.5 |
|
| S4 |
1,736.2 |
1,760.4 |
1,857.7 |
|
|
| 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% |
22.7 |
1.2% |
44% |
False |
False |
2,855 |
| 10 |
1,983.0 |
1,863.2 |
119.8 |
6.4% |
32.7 |
1.7% |
19% |
False |
False |
2,603 |
| 20 |
1,983.0 |
1,863.2 |
119.8 |
6.4% |
30.0 |
1.6% |
19% |
False |
False |
2,130 |
| 40 |
1,983.0 |
1,863.2 |
119.8 |
6.4% |
27.6 |
1.5% |
19% |
False |
False |
1,855 |
| 60 |
2,013.8 |
1,863.2 |
150.6 |
8.0% |
27.6 |
1.5% |
15% |
False |
False |
1,418 |
| 80 |
2,112.7 |
1,863.2 |
249.5 |
13.2% |
31.3 |
1.7% |
9% |
False |
False |
1,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,971.9 |
|
2.618 |
1,941.1 |
|
1.618 |
1,922.2 |
|
1.000 |
1,910.5 |
|
0.618 |
1,903.3 |
|
HIGH |
1,891.6 |
|
0.618 |
1,884.4 |
|
0.500 |
1,882.2 |
|
0.382 |
1,879.9 |
|
LOW |
1,872.7 |
|
0.618 |
1,861.0 |
|
1.000 |
1,853.8 |
|
1.618 |
1,842.1 |
|
2.618 |
1,823.2 |
|
4.250 |
1,792.4 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.3 |
1,883.7 |
| PP |
1,883.2 |
1,881.9 |
| S1 |
1,882.2 |
1,880.2 |
|