| 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 |
3,587.00 |
3,625.50 |
38.50 |
1.1% |
3,522.50 |
| High |
3,637.00 |
3,630.00 |
-7.00 |
-0.2% |
3,668.00 |
| Low |
3,586.50 |
3,584.25 |
-2.25 |
-0.1% |
3,506.50 |
| Close |
3,623.00 |
3,606.75 |
-16.25 |
-0.4% |
3,582.00 |
| Range |
50.50 |
45.75 |
-4.75 |
-9.4% |
161.50 |
| ATR |
74.92 |
72.84 |
-2.08 |
-2.8% |
0.00 |
| Volume |
1,303,941 |
1,268,206 |
-35,735 |
-2.7% |
9,111,044 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.25 |
3,721.25 |
3,632.00 |
|
| R3 |
3,698.50 |
3,675.50 |
3,619.25 |
|
| R2 |
3,652.75 |
3,652.75 |
3,615.25 |
|
| R1 |
3,629.75 |
3,629.75 |
3,611.00 |
3,618.50 |
| PP |
3,607.00 |
3,607.00 |
3,607.00 |
3,601.25 |
| S1 |
3,584.00 |
3,584.00 |
3,602.50 |
3,572.50 |
| S2 |
3,561.25 |
3,561.25 |
3,598.25 |
|
| S3 |
3,515.50 |
3,538.25 |
3,594.25 |
|
| S4 |
3,469.75 |
3,492.50 |
3,581.50 |
|
|
| 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 |
3,637.00 |
3,513.00 |
124.00 |
3.4% |
55.00 |
1.5% |
76% |
False |
False |
1,383,510 |
| 10 |
3,668.00 |
3,319.00 |
349.00 |
9.7% |
80.25 |
2.2% |
82% |
False |
False |
1,780,769 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.3% |
74.00 |
2.0% |
86% |
False |
False |
1,816,597 |
| 40 |
3,668.00 |
3,198.00 |
470.00 |
13.0% |
69.50 |
1.9% |
87% |
False |
False |
1,706,252 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.0% |
70.50 |
2.0% |
87% |
False |
False |
1,436,459 |
| 80 |
3,668.00 |
3,184.75 |
483.25 |
13.4% |
62.50 |
1.7% |
87% |
False |
False |
1,078,263 |
| 100 |
3,668.00 |
2,972.00 |
696.00 |
19.3% |
61.25 |
1.7% |
91% |
False |
False |
862,918 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
20.8% |
64.25 |
1.8% |
92% |
False |
False |
719,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,824.50 |
|
2.618 |
3,749.75 |
|
1.618 |
3,704.00 |
|
1.000 |
3,675.75 |
|
0.618 |
3,658.25 |
|
HIGH |
3,630.00 |
|
0.618 |
3,612.50 |
|
0.500 |
3,607.00 |
|
0.382 |
3,601.75 |
|
LOW |
3,584.25 |
|
0.618 |
3,556.00 |
|
1.000 |
3,538.50 |
|
1.618 |
3,510.25 |
|
2.618 |
3,464.50 |
|
4.250 |
3,389.75 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,607.00 |
3,597.00 |
| PP |
3,607.00 |
3,587.25 |
| S1 |
3,607.00 |
3,577.50 |
|