| 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 |
3,537.50 |
3,587.00 |
49.50 |
1.4% |
3,522.50 |
| High |
3,590.00 |
3,637.00 |
47.00 |
1.3% |
3,668.00 |
| Low |
3,518.00 |
3,586.50 |
68.50 |
1.9% |
3,506.50 |
| Close |
3,582.00 |
3,623.00 |
41.00 |
1.1% |
3,582.00 |
| Range |
72.00 |
50.50 |
-21.50 |
-29.9% |
161.50 |
| ATR |
76.45 |
74.92 |
-1.53 |
-2.0% |
0.00 |
| Volume |
1,334,530 |
1,303,941 |
-30,589 |
-2.3% |
9,111,044 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,767.00 |
3,745.50 |
3,650.75 |
|
| R3 |
3,716.50 |
3,695.00 |
3,637.00 |
|
| R2 |
3,666.00 |
3,666.00 |
3,632.25 |
|
| R1 |
3,644.50 |
3,644.50 |
3,627.75 |
3,655.25 |
| PP |
3,615.50 |
3,615.50 |
3,615.50 |
3,621.00 |
| S1 |
3,594.00 |
3,594.00 |
3,618.25 |
3,604.75 |
| S2 |
3,565.00 |
3,565.00 |
3,613.75 |
|
| S3 |
3,514.50 |
3,543.50 |
3,609.00 |
|
| S4 |
3,464.00 |
3,493.00 |
3,595.25 |
|
|
| 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 |
3,637.00 |
3,506.50 |
130.50 |
3.6% |
57.25 |
1.6% |
89% |
True |
False |
1,561,932 |
| 10 |
3,668.00 |
3,301.25 |
366.75 |
10.1% |
83.75 |
2.3% |
88% |
False |
False |
1,820,417 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.2% |
74.25 |
2.0% |
90% |
False |
False |
1,838,296 |
| 40 |
3,668.00 |
3,198.00 |
470.00 |
13.0% |
69.75 |
1.9% |
90% |
False |
False |
1,713,955 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.0% |
70.25 |
1.9% |
90% |
False |
False |
1,415,385 |
| 80 |
3,668.00 |
3,182.00 |
486.00 |
13.4% |
62.50 |
1.7% |
91% |
False |
False |
1,062,421 |
| 100 |
3,668.00 |
2,972.00 |
696.00 |
19.2% |
61.50 |
1.7% |
94% |
False |
False |
850,276 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
20.7% |
64.25 |
1.8% |
94% |
False |
False |
708,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,851.50 |
|
2.618 |
3,769.25 |
|
1.618 |
3,718.75 |
|
1.000 |
3,687.50 |
|
0.618 |
3,668.25 |
|
HIGH |
3,637.00 |
|
0.618 |
3,617.75 |
|
0.500 |
3,611.75 |
|
0.382 |
3,605.75 |
|
LOW |
3,586.50 |
|
0.618 |
3,555.25 |
|
1.000 |
3,536.00 |
|
1.618 |
3,504.75 |
|
2.618 |
3,454.25 |
|
4.250 |
3,372.00 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,619.25 |
3,607.00 |
| PP |
3,615.50 |
3,591.00 |
| S1 |
3,611.75 |
3,575.00 |
|