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 |
1,788.5 |
1,765.4 |
-23.1 |
-1.3% |
1,651.8 |
High |
1,807.4 |
1,784.5 |
-22.9 |
-1.3% |
1,815.3 |
Low |
1,762.7 |
1,753.8 |
-8.9 |
-0.5% |
1,648.3 |
Close |
1,768.3 |
1,783.0 |
14.7 |
0.8% |
1,743.7 |
Range |
44.7 |
30.7 |
-14.0 |
-31.3% |
167.0 |
ATR |
50.8 |
49.4 |
-1.4 |
-2.8% |
0.0 |
Volume |
167,024 |
150,117 |
-16,907 |
-10.1% |
972,439 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.9 |
1,855.1 |
1,799.9 |
|
R3 |
1,835.2 |
1,824.4 |
1,791.4 |
|
R2 |
1,804.5 |
1,804.5 |
1,788.6 |
|
R1 |
1,793.7 |
1,793.7 |
1,785.8 |
1,799.1 |
PP |
1,773.8 |
1,773.8 |
1,773.8 |
1,776.5 |
S1 |
1,763.0 |
1,763.0 |
1,780.2 |
1,768.4 |
S2 |
1,743.1 |
1,743.1 |
1,777.4 |
|
S3 |
1,712.4 |
1,732.3 |
1,774.6 |
|
S4 |
1,681.7 |
1,701.6 |
1,766.1 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,236.8 |
2,157.2 |
1,835.6 |
|
R3 |
2,069.8 |
1,990.2 |
1,789.6 |
|
R2 |
1,902.8 |
1,902.8 |
1,774.3 |
|
R1 |
1,823.2 |
1,823.2 |
1,759.0 |
1,863.0 |
PP |
1,735.8 |
1,735.8 |
1,735.8 |
1,755.7 |
S1 |
1,656.2 |
1,656.2 |
1,728.4 |
1,696.0 |
S2 |
1,568.8 |
1,568.8 |
1,713.1 |
|
S3 |
1,401.8 |
1,489.2 |
1,697.8 |
|
S4 |
1,234.8 |
1,322.2 |
1,651.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,807.4 |
1,693.2 |
114.2 |
6.4% |
45.3 |
2.5% |
79% |
False |
False |
167,496 |
10 |
1,815.3 |
1,637.2 |
178.1 |
10.0% |
56.1 |
3.1% |
82% |
False |
False |
180,846 |
20 |
1,815.3 |
1,520.3 |
295.0 |
16.5% |
52.6 |
2.9% |
89% |
False |
False |
182,145 |
40 |
1,815.3 |
1,428.7 |
386.6 |
21.7% |
44.2 |
2.5% |
92% |
False |
False |
177,138 |
60 |
1,815.3 |
1,426.2 |
389.1 |
21.8% |
43.5 |
2.4% |
92% |
False |
False |
155,093 |
80 |
1,815.3 |
1,426.2 |
389.1 |
21.8% |
39.0 |
2.2% |
92% |
False |
False |
116,345 |
100 |
1,815.3 |
1,372.2 |
443.1 |
24.9% |
38.0 |
2.1% |
93% |
False |
False |
93,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.0 |
2.618 |
1,864.9 |
1.618 |
1,834.2 |
1.000 |
1,815.2 |
0.618 |
1,803.5 |
HIGH |
1,784.5 |
0.618 |
1,772.8 |
0.500 |
1,769.2 |
0.382 |
1,765.5 |
LOW |
1,753.8 |
0.618 |
1,734.8 |
1.000 |
1,723.1 |
1.618 |
1,704.1 |
2.618 |
1,673.4 |
4.250 |
1,623.3 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,778.4 |
1,781.8 |
PP |
1,773.8 |
1,780.5 |
S1 |
1,769.2 |
1,779.3 |
|