| 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 |
1,883.0 |
1,893.7 |
10.7 |
0.6% |
1,961.7 |
| High |
1,902.4 |
1,904.3 |
1.9 |
0.1% |
1,973.3 |
| Low |
1,878.8 |
1,868.8 |
-10.0 |
-0.5% |
1,854.0 |
| Close |
1,893.0 |
1,894.1 |
1.1 |
0.1% |
1,893.0 |
| Range |
23.6 |
35.5 |
11.9 |
50.4% |
119.3 |
| ATR |
33.8 |
33.9 |
0.1 |
0.4% |
0.0 |
| Volume |
20,390 |
31,179 |
10,789 |
52.9% |
260,571 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,995.6 |
1,980.3 |
1,913.6 |
|
| R3 |
1,960.1 |
1,944.8 |
1,903.9 |
|
| R2 |
1,924.6 |
1,924.6 |
1,900.6 |
|
| R1 |
1,909.3 |
1,909.3 |
1,897.4 |
1,917.0 |
| PP |
1,889.1 |
1,889.1 |
1,889.1 |
1,892.9 |
| S1 |
1,873.8 |
1,873.8 |
1,890.8 |
1,881.5 |
| S2 |
1,853.6 |
1,853.6 |
1,887.6 |
|
| S3 |
1,818.1 |
1,838.3 |
1,884.3 |
|
| S4 |
1,782.6 |
1,802.8 |
1,874.6 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.7 |
2,198.1 |
1,958.6 |
|
| R3 |
2,145.4 |
2,078.8 |
1,925.8 |
|
| R2 |
2,026.1 |
2,026.1 |
1,914.9 |
|
| R1 |
1,959.5 |
1,959.5 |
1,903.9 |
1,933.2 |
| PP |
1,906.8 |
1,906.8 |
1,906.8 |
1,893.6 |
| S1 |
1,840.2 |
1,840.2 |
1,882.1 |
1,813.9 |
| S2 |
1,787.5 |
1,787.5 |
1,871.1 |
|
| S3 |
1,668.2 |
1,720.9 |
1,860.2 |
|
| S4 |
1,548.9 |
1,601.6 |
1,827.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,904.3 |
1,860.2 |
44.1 |
2.3% |
27.9 |
1.5% |
77% |
True |
False |
38,978 |
| 10 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
39.4 |
2.1% |
34% |
False |
False |
39,072 |
| 20 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
32.3 |
1.7% |
34% |
False |
False |
22,900 |
| 40 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
30.5 |
1.6% |
34% |
False |
False |
13,314 |
| 60 |
2,008.2 |
1,854.0 |
154.2 |
8.1% |
32.2 |
1.7% |
26% |
False |
False |
9,788 |
| 80 |
2,099.2 |
1,854.0 |
245.2 |
12.9% |
37.0 |
2.0% |
16% |
False |
False |
8,429 |
| 100 |
2,099.2 |
1,778.8 |
320.4 |
16.9% |
34.3 |
1.8% |
36% |
False |
False |
7,221 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.2% |
32.9 |
1.7% |
49% |
False |
False |
6,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,055.2 |
|
2.618 |
1,997.2 |
|
1.618 |
1,961.7 |
|
1.000 |
1,939.8 |
|
0.618 |
1,926.2 |
|
HIGH |
1,904.3 |
|
0.618 |
1,890.7 |
|
0.500 |
1,886.6 |
|
0.382 |
1,882.4 |
|
LOW |
1,868.8 |
|
0.618 |
1,846.9 |
|
1.000 |
1,833.3 |
|
1.618 |
1,811.4 |
|
2.618 |
1,775.9 |
|
4.250 |
1,717.9 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,891.6 |
1,891.3 |
| PP |
1,889.1 |
1,888.5 |
| S1 |
1,886.6 |
1,885.8 |
|