| 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 |
1,886.6 |
1,888.2 |
1.6 |
0.1% |
1,956.0 |
| High |
1,898.0 |
1,892.7 |
-5.3 |
-0.3% |
1,966.1 |
| Low |
1,861.5 |
1,876.3 |
14.8 |
0.8% |
1,848.0 |
| Close |
1,887.8 |
1,885.1 |
-2.7 |
-0.1% |
1,886.2 |
| Range |
36.5 |
16.4 |
-20.1 |
-55.1% |
118.1 |
| ATR |
34.3 |
33.0 |
-1.3 |
-3.7% |
0.0 |
| Volume |
222,937 |
160,884 |
-62,053 |
-27.8% |
1,348,602 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,933.9 |
1,925.9 |
1,894.1 |
|
| R3 |
1,917.5 |
1,909.5 |
1,889.6 |
|
| R2 |
1,901.1 |
1,901.1 |
1,888.1 |
|
| R1 |
1,893.1 |
1,893.1 |
1,886.6 |
1,888.9 |
| PP |
1,884.7 |
1,884.7 |
1,884.7 |
1,882.6 |
| S1 |
1,876.7 |
1,876.7 |
1,883.6 |
1,872.5 |
| S2 |
1,868.3 |
1,868.3 |
1,882.1 |
|
| S3 |
1,851.9 |
1,860.3 |
1,880.6 |
|
| S4 |
1,835.5 |
1,843.9 |
1,876.1 |
|
|
| 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% |
25.5 |
1.4% |
71% |
False |
False |
194,292 |
| 10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
38.8 |
2.1% |
31% |
False |
False |
257,066 |
| 20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
32.5 |
1.7% |
31% |
False |
False |
227,590 |
| 40 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
30.9 |
1.6% |
31% |
False |
False |
225,646 |
| 60 |
2,001.2 |
1,848.0 |
153.2 |
8.1% |
32.6 |
1.7% |
24% |
False |
False |
248,505 |
| 80 |
2,089.2 |
1,848.0 |
241.2 |
12.8% |
37.6 |
2.0% |
15% |
False |
False |
266,719 |
| 100 |
2,089.2 |
1,788.3 |
300.9 |
16.0% |
35.1 |
1.9% |
32% |
False |
False |
220,556 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
21.2% |
34.1 |
1.8% |
49% |
False |
False |
184,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,962.4 |
|
2.618 |
1,935.6 |
|
1.618 |
1,919.2 |
|
1.000 |
1,909.1 |
|
0.618 |
1,902.8 |
|
HIGH |
1,892.7 |
|
0.618 |
1,886.4 |
|
0.500 |
1,884.5 |
|
0.382 |
1,882.6 |
|
LOW |
1,876.3 |
|
0.618 |
1,866.2 |
|
1.000 |
1,859.9 |
|
1.618 |
1,849.8 |
|
2.618 |
1,833.4 |
|
4.250 |
1,806.6 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.9 |
1,883.3 |
| PP |
1,884.7 |
1,881.5 |
| S1 |
1,884.5 |
1,879.8 |
|