| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,574.50 |
3,537.50 |
-37.00 |
-1.0% |
3,522.50 |
| High |
3,574.50 |
3,590.00 |
15.50 |
0.4% |
3,668.00 |
| Low |
3,513.00 |
3,518.00 |
5.00 |
0.1% |
3,506.50 |
| Close |
3,532.50 |
3,582.00 |
49.50 |
1.4% |
3,582.00 |
| Range |
61.50 |
72.00 |
10.50 |
17.1% |
161.50 |
| ATR |
76.80 |
76.45 |
-0.34 |
-0.4% |
0.00 |
| Volume |
1,685,890 |
1,334,530 |
-351,360 |
-20.8% |
9,111,044 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,779.25 |
3,752.75 |
3,621.50 |
|
| R3 |
3,707.25 |
3,680.75 |
3,601.75 |
|
| R2 |
3,635.25 |
3,635.25 |
3,595.25 |
|
| R1 |
3,608.75 |
3,608.75 |
3,588.50 |
3,622.00 |
| PP |
3,563.25 |
3,563.25 |
3,563.25 |
3,570.00 |
| S1 |
3,536.75 |
3,536.75 |
3,575.50 |
3,550.00 |
| S2 |
3,491.25 |
3,491.25 |
3,568.75 |
|
| S3 |
3,419.25 |
3,464.75 |
3,562.25 |
|
| S4 |
3,347.25 |
3,392.75 |
3,542.50 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,070.00 |
3,987.50 |
3,670.75 |
|
| R3 |
3,908.50 |
3,826.00 |
3,626.50 |
|
| R2 |
3,747.00 |
3,747.00 |
3,611.50 |
|
| R1 |
3,664.50 |
3,664.50 |
3,596.75 |
3,705.75 |
| PP |
3,585.50 |
3,585.50 |
3,585.50 |
3,606.00 |
| S1 |
3,503.00 |
3,503.00 |
3,567.25 |
3,544.25 |
| S2 |
3,424.00 |
3,424.00 |
3,552.50 |
|
| S3 |
3,262.50 |
3,341.50 |
3,537.50 |
|
| S4 |
3,101.00 |
3,180.00 |
3,493.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,668.00 |
3,506.50 |
161.50 |
4.5% |
77.50 |
2.2% |
47% |
False |
False |
1,822,208 |
| 10 |
3,668.00 |
3,243.25 |
424.75 |
11.9% |
86.75 |
2.4% |
80% |
False |
False |
1,874,955 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.4% |
76.00 |
2.1% |
81% |
False |
False |
1,855,392 |
| 40 |
3,668.00 |
3,198.00 |
470.00 |
13.1% |
71.00 |
2.0% |
82% |
False |
False |
1,744,056 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.1% |
70.00 |
2.0% |
82% |
False |
False |
1,393,701 |
| 80 |
3,668.00 |
3,181.25 |
486.75 |
13.6% |
62.50 |
1.7% |
82% |
False |
False |
1,046,155 |
| 100 |
3,668.00 |
2,972.00 |
696.00 |
19.4% |
62.00 |
1.7% |
88% |
False |
False |
837,265 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
21.0% |
64.25 |
1.8% |
89% |
False |
False |
697,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,896.00 |
|
2.618 |
3,778.50 |
|
1.618 |
3,706.50 |
|
1.000 |
3,662.00 |
|
0.618 |
3,634.50 |
|
HIGH |
3,590.00 |
|
0.618 |
3,562.50 |
|
0.500 |
3,554.00 |
|
0.382 |
3,545.50 |
|
LOW |
3,518.00 |
|
0.618 |
3,473.50 |
|
1.000 |
3,446.00 |
|
1.618 |
3,401.50 |
|
2.618 |
3,329.50 |
|
4.250 |
3,212.00 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,572.75 |
3,571.75 |
| PP |
3,563.25 |
3,561.75 |
| S1 |
3,554.00 |
3,551.50 |
|