| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
6,401.5 |
6,337.0 |
-64.5 |
-1.0% |
5,947.0 |
| High |
6,411.0 |
6,381.5 |
-29.5 |
-0.5% |
6,378.0 |
| Low |
6,295.0 |
6,301.5 |
6.5 |
0.1% |
5,943.0 |
| Close |
6,348.5 |
6,375.5 |
27.0 |
0.4% |
6,313.0 |
| Range |
116.0 |
80.0 |
-36.0 |
-31.0% |
435.0 |
| ATR |
135.4 |
131.5 |
-4.0 |
-2.9% |
0.0 |
| Volume |
141,374 |
92,611 |
-48,763 |
-34.5% |
760,972 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,593.0 |
6,564.0 |
6,419.5 |
|
| R3 |
6,513.0 |
6,484.0 |
6,397.5 |
|
| R2 |
6,433.0 |
6,433.0 |
6,390.0 |
|
| R1 |
6,404.0 |
6,404.0 |
6,383.0 |
6,418.5 |
| PP |
6,353.0 |
6,353.0 |
6,353.0 |
6,360.0 |
| S1 |
6,324.0 |
6,324.0 |
6,368.0 |
6,338.5 |
| S2 |
6,273.0 |
6,273.0 |
6,361.0 |
|
| S3 |
6,193.0 |
6,244.0 |
6,353.5 |
|
| S4 |
6,113.0 |
6,164.0 |
6,331.5 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,516.5 |
7,349.5 |
6,552.0 |
|
| R3 |
7,081.5 |
6,914.5 |
6,432.5 |
|
| R2 |
6,646.5 |
6,646.5 |
6,393.0 |
|
| R1 |
6,479.5 |
6,479.5 |
6,353.0 |
6,563.0 |
| PP |
6,211.5 |
6,211.5 |
6,211.5 |
6,253.0 |
| S1 |
6,044.5 |
6,044.5 |
6,273.0 |
6,128.0 |
| S2 |
5,776.5 |
5,776.5 |
6,233.0 |
|
| S3 |
5,341.5 |
5,609.5 |
6,193.5 |
|
| S4 |
4,906.5 |
5,174.5 |
6,074.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,451.5 |
6,246.0 |
205.5 |
3.2% |
105.0 |
1.6% |
63% |
False |
False |
111,401 |
| 10 |
6,451.5 |
5,828.0 |
623.5 |
9.8% |
135.0 |
2.1% |
88% |
False |
False |
130,222 |
| 20 |
6,451.5 |
5,463.0 |
988.5 |
15.5% |
135.0 |
2.1% |
92% |
False |
False |
121,221 |
| 40 |
6,451.5 |
5,463.0 |
988.5 |
15.5% |
113.0 |
1.8% |
92% |
False |
False |
104,557 |
| 60 |
6,451.5 |
5,463.0 |
988.5 |
15.5% |
109.0 |
1.7% |
92% |
False |
False |
96,640 |
| 80 |
6,451.5 |
5,463.0 |
988.5 |
15.5% |
92.0 |
1.4% |
92% |
False |
False |
72,540 |
| 100 |
6,451.5 |
5,463.0 |
988.5 |
15.5% |
76.0 |
1.2% |
92% |
False |
False |
58,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,721.5 |
|
2.618 |
6,591.0 |
|
1.618 |
6,511.0 |
|
1.000 |
6,461.5 |
|
0.618 |
6,431.0 |
|
HIGH |
6,381.5 |
|
0.618 |
6,351.0 |
|
0.500 |
6,341.5 |
|
0.382 |
6,332.0 |
|
LOW |
6,301.5 |
|
0.618 |
6,252.0 |
|
1.000 |
6,221.5 |
|
1.618 |
6,172.0 |
|
2.618 |
6,092.0 |
|
4.250 |
5,961.5 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,364.0 |
6,375.0 |
| PP |
6,353.0 |
6,374.0 |
| S1 |
6,341.5 |
6,373.0 |
|