| 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 |
11,972.00 |
11,876.00 |
-96.00 |
-0.8% |
12,139.25 |
| High |
12,027.50 |
12,000.00 |
-27.50 |
-0.2% |
12,408.75 |
| Low |
11,861.50 |
11,804.50 |
-57.00 |
-0.5% |
11,503.25 |
| Close |
11,897.00 |
11,987.25 |
90.25 |
0.8% |
11,933.50 |
| Range |
166.00 |
195.50 |
29.50 |
17.8% |
905.50 |
| ATR |
286.24 |
279.76 |
-6.48 |
-2.3% |
0.00 |
| Volume |
475,826 |
421,691 |
-54,135 |
-11.4% |
3,113,074 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,517.00 |
12,447.75 |
12,094.75 |
|
| R3 |
12,321.50 |
12,252.25 |
12,041.00 |
|
| R2 |
12,126.00 |
12,126.00 |
12,023.00 |
|
| R1 |
12,056.75 |
12,056.75 |
12,005.25 |
12,091.50 |
| PP |
11,930.50 |
11,930.50 |
11,930.50 |
11,948.00 |
| S1 |
11,861.25 |
11,861.25 |
11,969.25 |
11,896.00 |
| S2 |
11,735.00 |
11,735.00 |
11,951.50 |
|
| S3 |
11,539.50 |
11,665.75 |
11,933.50 |
|
| S4 |
11,344.00 |
11,470.25 |
11,879.75 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,665.00 |
14,204.75 |
12,431.50 |
|
| R3 |
13,759.50 |
13,299.25 |
12,182.50 |
|
| R2 |
12,854.00 |
12,854.00 |
12,099.50 |
|
| R1 |
12,393.75 |
12,393.75 |
12,016.50 |
12,171.00 |
| PP |
11,948.50 |
11,948.50 |
11,948.50 |
11,837.25 |
| S1 |
11,488.25 |
11,488.25 |
11,850.50 |
11,265.50 |
| S2 |
11,043.00 |
11,043.00 |
11,767.50 |
|
| S3 |
10,137.50 |
10,582.75 |
11,684.50 |
|
| S4 |
9,232.00 |
9,677.25 |
11,435.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,098.75 |
11,801.75 |
297.00 |
2.5% |
174.25 |
1.5% |
62% |
False |
False |
443,127 |
| 10 |
12,408.75 |
11,503.25 |
905.50 |
7.6% |
265.00 |
2.2% |
53% |
False |
False |
543,568 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.2% |
294.75 |
2.5% |
71% |
False |
False |
592,681 |
| 40 |
12,408.75 |
10,813.75 |
1,595.00 |
13.3% |
281.25 |
2.3% |
74% |
False |
False |
585,706 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.0% |
313.00 |
2.6% |
74% |
False |
False |
500,080 |
| 80 |
12,448.75 |
10,489.00 |
1,959.75 |
16.3% |
286.25 |
2.4% |
76% |
False |
False |
375,251 |
| 100 |
12,448.75 |
10,067.00 |
2,381.75 |
19.9% |
280.00 |
2.3% |
81% |
False |
False |
300,320 |
| 120 |
12,448.75 |
9,390.50 |
3,058.25 |
25.5% |
272.25 |
2.3% |
85% |
False |
False |
250,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,831.00 |
|
2.618 |
12,511.75 |
|
1.618 |
12,316.25 |
|
1.000 |
12,195.50 |
|
0.618 |
12,120.75 |
|
HIGH |
12,000.00 |
|
0.618 |
11,925.25 |
|
0.500 |
11,902.25 |
|
0.382 |
11,879.25 |
|
LOW |
11,804.50 |
|
0.618 |
11,683.75 |
|
1.000 |
11,609.00 |
|
1.618 |
11,488.25 |
|
2.618 |
11,292.75 |
|
4.250 |
10,973.50 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,959.00 |
11,975.50 |
| PP |
11,930.50 |
11,963.50 |
| S1 |
11,902.25 |
11,951.50 |
|