| 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 |
104.677 |
104.567 |
-0.110 |
-0.1% |
103.319 |
| High |
105.127 |
104.591 |
-0.536 |
-0.5% |
105.674 |
| Low |
104.362 |
104.071 |
-0.291 |
-0.3% |
103.188 |
| Close |
104.568 |
104.172 |
-0.396 |
-0.4% |
104.551 |
| Range |
0.765 |
0.520 |
-0.245 |
-32.0% |
2.486 |
| ATR |
0.686 |
0.674 |
-0.012 |
-1.7% |
0.000 |
| Volume |
124,913 |
122,938 |
-1,975 |
-1.6% |
862,301 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.838 |
105.525 |
104.458 |
|
| R3 |
105.318 |
105.005 |
104.315 |
|
| R2 |
104.798 |
104.798 |
104.267 |
|
| R1 |
104.485 |
104.485 |
104.220 |
104.382 |
| PP |
104.278 |
104.278 |
104.278 |
104.226 |
| S1 |
103.965 |
103.965 |
104.124 |
103.862 |
| S2 |
103.758 |
103.758 |
104.077 |
|
| S3 |
103.238 |
103.445 |
104.029 |
|
| S4 |
102.718 |
102.925 |
103.886 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.929 |
110.726 |
105.918 |
|
| R3 |
109.443 |
108.240 |
105.235 |
|
| R2 |
106.957 |
106.957 |
105.007 |
|
| R1 |
105.754 |
105.754 |
104.779 |
106.356 |
| PP |
104.471 |
104.471 |
104.471 |
104.772 |
| S1 |
103.268 |
103.268 |
104.323 |
103.870 |
| S2 |
101.985 |
101.985 |
104.095 |
|
| S3 |
99.499 |
100.782 |
103.867 |
|
| S4 |
97.013 |
98.296 |
103.184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.674 |
104.071 |
1.603 |
1.5% |
0.591 |
0.6% |
6% |
False |
True |
130,952 |
| 10 |
105.674 |
103.178 |
2.496 |
2.4% |
0.893 |
0.9% |
40% |
False |
False |
187,179 |
| 20 |
105.674 |
103.178 |
2.496 |
2.4% |
0.722 |
0.7% |
40% |
False |
False |
166,014 |
| 40 |
106.105 |
103.178 |
2.927 |
2.8% |
0.570 |
0.5% |
34% |
False |
False |
161,892 |
| 60 |
106.944 |
103.178 |
3.766 |
3.6% |
0.589 |
0.6% |
26% |
False |
False |
163,758 |
| 80 |
107.047 |
103.178 |
3.869 |
3.7% |
0.609 |
0.6% |
26% |
False |
False |
164,540 |
| 100 |
108.161 |
103.178 |
4.983 |
4.8% |
0.602 |
0.6% |
20% |
False |
False |
157,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.801 |
|
2.618 |
105.952 |
|
1.618 |
105.432 |
|
1.000 |
105.111 |
|
0.618 |
104.912 |
|
HIGH |
104.591 |
|
0.618 |
104.392 |
|
0.500 |
104.331 |
|
0.382 |
104.270 |
|
LOW |
104.071 |
|
0.618 |
103.750 |
|
1.000 |
103.551 |
|
1.618 |
103.230 |
|
2.618 |
102.710 |
|
4.250 |
101.861 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
104.331 |
104.609 |
| PP |
104.278 |
104.463 |
| S1 |
104.225 |
104.318 |
|