| 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 |
1,875.6 |
1,886.6 |
11.0 |
0.6% |
1,956.0 |
| High |
1,895.8 |
1,898.0 |
2.2 |
0.1% |
1,966.1 |
| Low |
1,872.1 |
1,861.5 |
-10.6 |
-0.6% |
1,848.0 |
| Close |
1,886.2 |
1,887.8 |
1.6 |
0.1% |
1,886.2 |
| Range |
23.7 |
36.5 |
12.8 |
54.0% |
118.1 |
| ATR |
34.1 |
34.3 |
0.2 |
0.5% |
0.0 |
| Volume |
162,538 |
222,937 |
60,399 |
37.2% |
1,348,602 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.9 |
1,976.4 |
1,907.9 |
|
| R3 |
1,955.4 |
1,939.9 |
1,897.8 |
|
| R2 |
1,918.9 |
1,918.9 |
1,894.5 |
|
| R1 |
1,903.4 |
1,903.4 |
1,891.1 |
1,911.2 |
| PP |
1,882.4 |
1,882.4 |
1,882.4 |
1,886.3 |
| S1 |
1,866.9 |
1,866.9 |
1,884.5 |
1,874.7 |
| S2 |
1,845.9 |
1,845.9 |
1,881.1 |
|
| S3 |
1,809.4 |
1,830.4 |
1,877.8 |
|
| S4 |
1,772.9 |
1,793.9 |
1,867.7 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,254.4 |
2,188.4 |
1,951.2 |
|
| R3 |
2,136.3 |
2,070.3 |
1,918.7 |
|
| R2 |
2,018.2 |
2,018.2 |
1,907.9 |
|
| R1 |
1,952.2 |
1,952.2 |
1,897.0 |
1,926.2 |
| PP |
1,900.1 |
1,900.1 |
1,900.1 |
1,887.1 |
| S1 |
1,834.1 |
1,834.1 |
1,875.4 |
1,808.1 |
| S2 |
1,782.0 |
1,782.0 |
1,864.5 |
|
| S3 |
1,663.9 |
1,716.0 |
1,853.7 |
|
| S4 |
1,545.8 |
1,597.9 |
1,821.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,898.0 |
1,853.9 |
44.1 |
2.3% |
28.2 |
1.5% |
77% |
True |
False |
215,090 |
| 10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
39.7 |
2.1% |
34% |
False |
False |
258,114 |
| 20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
32.7 |
1.7% |
34% |
False |
False |
227,741 |
| 40 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
31.2 |
1.7% |
34% |
False |
False |
228,692 |
| 60 |
2,001.2 |
1,848.0 |
153.2 |
8.1% |
32.9 |
1.7% |
26% |
False |
False |
250,595 |
| 80 |
2,089.2 |
1,848.0 |
241.2 |
12.8% |
37.9 |
2.0% |
17% |
False |
False |
266,431 |
| 100 |
2,089.2 |
1,772.0 |
317.2 |
16.8% |
35.3 |
1.9% |
37% |
False |
False |
218,995 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
21.1% |
34.1 |
1.8% |
50% |
False |
False |
183,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,053.1 |
|
2.618 |
1,993.6 |
|
1.618 |
1,957.1 |
|
1.000 |
1,934.5 |
|
0.618 |
1,920.6 |
|
HIGH |
1,898.0 |
|
0.618 |
1,884.1 |
|
0.500 |
1,879.8 |
|
0.382 |
1,875.4 |
|
LOW |
1,861.5 |
|
0.618 |
1,838.9 |
|
1.000 |
1,825.0 |
|
1.618 |
1,802.4 |
|
2.618 |
1,765.9 |
|
4.250 |
1,706.4 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,885.1 |
1,885.0 |
| PP |
1,882.4 |
1,882.2 |
| S1 |
1,879.8 |
1,879.4 |
|