| 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 |
6,264.0 |
6,353.5 |
89.5 |
1.4% |
5,947.0 |
| High |
6,338.0 |
6,451.5 |
113.5 |
1.8% |
6,378.0 |
| Low |
6,246.0 |
6,317.5 |
71.5 |
1.1% |
5,943.0 |
| Close |
6,313.0 |
6,418.0 |
105.0 |
1.7% |
6,313.0 |
| Range |
92.0 |
134.0 |
42.0 |
45.7% |
435.0 |
| ATR |
136.2 |
136.4 |
0.2 |
0.1% |
0.0 |
| Volume |
102,249 |
105,488 |
3,239 |
3.2% |
760,972 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,797.5 |
6,742.0 |
6,491.5 |
|
| R3 |
6,663.5 |
6,608.0 |
6,455.0 |
|
| R2 |
6,529.5 |
6,529.5 |
6,442.5 |
|
| R1 |
6,474.0 |
6,474.0 |
6,430.5 |
6,502.0 |
| PP |
6,395.5 |
6,395.5 |
6,395.5 |
6,409.5 |
| S1 |
6,340.0 |
6,340.0 |
6,405.5 |
6,368.0 |
| S2 |
6,261.5 |
6,261.5 |
6,393.5 |
|
| S3 |
6,127.5 |
6,206.0 |
6,381.0 |
|
| S4 |
5,993.5 |
6,072.0 |
6,344.5 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,516.5 |
7,349.5 |
6,552.0 |
|
| R3 |
7,081.5 |
6,914.5 |
6,432.5 |
|
| R2 |
6,646.5 |
6,646.5 |
6,393.0 |
|
| R1 |
6,479.5 |
6,479.5 |
6,353.0 |
6,563.0 |
| PP |
6,211.5 |
6,211.5 |
6,211.5 |
6,253.0 |
| S1 |
6,044.5 |
6,044.5 |
6,273.0 |
6,128.0 |
| S2 |
5,776.5 |
5,776.5 |
6,233.0 |
|
| S3 |
5,341.5 |
5,609.5 |
6,193.5 |
|
| S4 |
4,906.5 |
5,174.5 |
6,074.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,451.5 |
6,083.0 |
368.5 |
5.7% |
135.5 |
2.1% |
91% |
True |
False |
132,309 |
| 10 |
6,451.5 |
5,632.0 |
819.5 |
12.8% |
153.0 |
2.4% |
96% |
True |
False |
129,388 |
| 20 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
136.0 |
2.1% |
97% |
True |
False |
118,099 |
| 40 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
113.5 |
1.8% |
97% |
True |
False |
104,712 |
| 60 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
109.5 |
1.7% |
97% |
True |
False |
92,814 |
| 80 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
89.5 |
1.4% |
97% |
True |
False |
69,615 |
| 100 |
6,451.5 |
5,463.0 |
988.5 |
15.4% |
74.0 |
1.2% |
97% |
True |
False |
55,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,021.0 |
|
2.618 |
6,802.5 |
|
1.618 |
6,668.5 |
|
1.000 |
6,585.5 |
|
0.618 |
6,534.5 |
|
HIGH |
6,451.5 |
|
0.618 |
6,400.5 |
|
0.500 |
6,384.5 |
|
0.382 |
6,368.5 |
|
LOW |
6,317.5 |
|
0.618 |
6,234.5 |
|
1.000 |
6,183.5 |
|
1.618 |
6,100.5 |
|
2.618 |
5,966.5 |
|
4.250 |
5,748.0 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,407.0 |
6,395.0 |
| PP |
6,395.5 |
6,372.0 |
| S1 |
6,384.5 |
6,349.0 |
|