| 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 |
3,604.50 |
3,562.00 |
-42.50 |
-1.2% |
3,522.50 |
| High |
3,623.25 |
3,582.75 |
-40.50 |
-1.1% |
3,668.00 |
| Low |
3,556.50 |
3,542.25 |
-14.25 |
-0.4% |
3,506.50 |
| Close |
3,565.00 |
3,580.00 |
15.00 |
0.4% |
3,582.00 |
| Range |
66.75 |
40.50 |
-26.25 |
-39.3% |
161.50 |
| ATR |
72.40 |
70.12 |
-2.28 |
-3.1% |
0.00 |
| Volume |
1,325,309 |
1,291,117 |
-34,192 |
-2.6% |
9,111,044 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,689.75 |
3,675.50 |
3,602.25 |
|
| R3 |
3,649.25 |
3,635.00 |
3,591.25 |
|
| R2 |
3,608.75 |
3,608.75 |
3,587.50 |
|
| R1 |
3,594.50 |
3,594.50 |
3,583.75 |
3,601.50 |
| PP |
3,568.25 |
3,568.25 |
3,568.25 |
3,572.00 |
| S1 |
3,554.00 |
3,554.00 |
3,576.25 |
3,561.00 |
| S2 |
3,527.75 |
3,527.75 |
3,572.50 |
|
| S3 |
3,487.25 |
3,513.50 |
3,568.75 |
|
| S4 |
3,446.75 |
3,473.00 |
3,557.75 |
|
|
| 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 |
3,518.00 |
119.00 |
3.3% |
55.00 |
1.5% |
52% |
False |
False |
1,304,620 |
| 10 |
3,668.00 |
3,456.75 |
211.25 |
5.9% |
65.25 |
1.8% |
58% |
False |
False |
1,593,961 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.4% |
75.00 |
2.1% |
80% |
False |
False |
1,788,292 |
| 40 |
3,668.00 |
3,206.50 |
461.50 |
12.9% |
68.00 |
1.9% |
81% |
False |
False |
1,665,246 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.1% |
71.00 |
2.0% |
81% |
False |
False |
1,479,900 |
| 80 |
3,668.00 |
3,184.75 |
483.25 |
13.5% |
62.75 |
1.8% |
82% |
False |
False |
1,110,944 |
| 100 |
3,668.00 |
3,053.00 |
615.00 |
17.2% |
60.75 |
1.7% |
86% |
False |
False |
889,031 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
21.0% |
64.25 |
1.8% |
88% |
False |
False |
741,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,755.00 |
|
2.618 |
3,688.75 |
|
1.618 |
3,648.25 |
|
1.000 |
3,623.25 |
|
0.618 |
3,607.75 |
|
HIGH |
3,582.75 |
|
0.618 |
3,567.25 |
|
0.500 |
3,562.50 |
|
0.382 |
3,557.75 |
|
LOW |
3,542.25 |
|
0.618 |
3,517.25 |
|
1.000 |
3,501.75 |
|
1.618 |
3,476.75 |
|
2.618 |
3,436.25 |
|
4.250 |
3,370.00 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,574.25 |
3,586.00 |
| PP |
3,568.25 |
3,584.00 |
| S1 |
3,562.50 |
3,582.00 |
|