| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,560.00 |
3,546.50 |
-13.50 |
-0.4% |
3,587.00 |
| High |
3,582.50 |
3,588.00 |
5.50 |
0.2% |
3,637.00 |
| Low |
3,542.75 |
3,545.50 |
2.75 |
0.1% |
3,542.25 |
| Close |
3,554.25 |
3,576.00 |
21.75 |
0.6% |
3,554.25 |
| Range |
39.75 |
42.50 |
2.75 |
6.9% |
94.75 |
| ATR |
67.95 |
66.14 |
-1.82 |
-2.7% |
0.00 |
| Volume |
1,189,621 |
1,204,848 |
15,227 |
1.3% |
6,378,194 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,697.25 |
3,679.25 |
3,599.50 |
|
| R3 |
3,654.75 |
3,636.75 |
3,587.75 |
|
| R2 |
3,612.25 |
3,612.25 |
3,583.75 |
|
| R1 |
3,594.25 |
3,594.25 |
3,580.00 |
3,603.25 |
| PP |
3,569.75 |
3,569.75 |
3,569.75 |
3,574.50 |
| S1 |
3,551.75 |
3,551.75 |
3,572.00 |
3,560.75 |
| S2 |
3,527.25 |
3,527.25 |
3,568.25 |
|
| S3 |
3,484.75 |
3,509.25 |
3,564.25 |
|
| S4 |
3,442.25 |
3,466.75 |
3,552.50 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,862.00 |
3,803.00 |
3,606.25 |
|
| R3 |
3,767.25 |
3,708.25 |
3,580.25 |
|
| R2 |
3,672.50 |
3,672.50 |
3,571.50 |
|
| R1 |
3,613.50 |
3,613.50 |
3,563.00 |
3,595.50 |
| PP |
3,577.75 |
3,577.75 |
3,577.75 |
3,569.00 |
| S1 |
3,518.75 |
3,518.75 |
3,545.50 |
3,501.00 |
| S2 |
3,483.00 |
3,483.00 |
3,537.00 |
|
| S3 |
3,388.25 |
3,424.00 |
3,528.25 |
|
| S4 |
3,293.50 |
3,329.25 |
3,502.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,630.00 |
3,542.25 |
87.75 |
2.5% |
47.00 |
1.3% |
38% |
False |
False |
1,255,820 |
| 10 |
3,637.00 |
3,506.50 |
130.50 |
3.6% |
52.00 |
1.5% |
53% |
False |
False |
1,408,876 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.4% |
73.00 |
2.0% |
79% |
False |
False |
1,749,311 |
| 40 |
3,668.00 |
3,225.00 |
443.00 |
12.4% |
66.00 |
1.8% |
79% |
False |
False |
1,645,285 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.1% |
71.25 |
2.0% |
80% |
False |
False |
1,519,656 |
| 80 |
3,668.00 |
3,198.00 |
470.00 |
13.1% |
62.25 |
1.7% |
80% |
False |
False |
1,140,769 |
| 100 |
3,668.00 |
3,095.00 |
573.00 |
16.0% |
60.50 |
1.7% |
84% |
False |
False |
912,930 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
21.0% |
64.25 |
1.8% |
88% |
False |
False |
761,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,768.50 |
|
2.618 |
3,699.25 |
|
1.618 |
3,656.75 |
|
1.000 |
3,630.50 |
|
0.618 |
3,614.25 |
|
HIGH |
3,588.00 |
|
0.618 |
3,571.75 |
|
0.500 |
3,566.75 |
|
0.382 |
3,561.75 |
|
LOW |
3,545.50 |
|
0.618 |
3,519.25 |
|
1.000 |
3,503.00 |
|
1.618 |
3,476.75 |
|
2.618 |
3,434.25 |
|
4.250 |
3,365.00 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,573.00 |
3,572.50 |
| PP |
3,569.75 |
3,568.75 |
| S1 |
3,566.75 |
3,565.00 |
|