Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
15,544.86 |
15,380.98 |
-163.88 |
-1.1% |
13,648.49 |
High |
15,822.95 |
15,468.23 |
-354.72 |
-2.2% |
15,945.59 |
Low |
14,410.63 |
15,105.60 |
694.97 |
4.8% |
13,223.32 |
Close |
15,382.19 |
15,386.78 |
4.59 |
0.0% |
15,544.85 |
Range |
1,412.32 |
362.63 |
-1,049.69 |
-74.3% |
2,722.27 |
ATR |
661.63 |
640.27 |
-21.36 |
-3.2% |
0.00 |
Volume |
88,070 |
56,107 |
-31,963 |
-36.3% |
367,900 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,408.09 |
16,260.07 |
15,586.23 |
|
R3 |
16,045.46 |
15,897.44 |
15,486.50 |
|
R2 |
15,682.83 |
15,682.83 |
15,453.26 |
|
R1 |
15,534.81 |
15,534.81 |
15,420.02 |
15,608.82 |
PP |
15,320.20 |
15,320.20 |
15,320.20 |
15,357.21 |
S1 |
15,172.18 |
15,172.18 |
15,353.54 |
15,246.19 |
S2 |
14,957.57 |
14,957.57 |
15,320.30 |
|
S3 |
14,594.94 |
14,809.55 |
15,287.06 |
|
S4 |
14,232.31 |
14,446.92 |
15,187.33 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,071.40 |
22,030.39 |
17,042.10 |
|
R3 |
20,349.13 |
19,308.12 |
16,293.47 |
|
R2 |
17,626.86 |
17,626.86 |
16,043.93 |
|
R1 |
16,585.85 |
16,585.85 |
15,794.39 |
17,106.36 |
PP |
14,904.59 |
14,904.59 |
14,904.59 |
15,164.84 |
S1 |
13,863.58 |
13,863.58 |
15,295.31 |
14,384.09 |
S2 |
12,182.32 |
12,182.32 |
15,045.77 |
|
S3 |
9,460.05 |
11,141.31 |
14,796.23 |
|
S4 |
6,737.78 |
8,419.04 |
14,047.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,945.59 |
13,551.08 |
2,394.51 |
15.6% |
897.68 |
5.8% |
77% |
False |
False |
85,809 |
10 |
15,945.59 |
12,912.10 |
3,033.49 |
19.7% |
796.32 |
5.2% |
82% |
False |
False |
66,985 |
20 |
15,945.59 |
11,228.04 |
4,717.55 |
30.7% |
652.15 |
4.2% |
88% |
False |
False |
57,111 |
40 |
15,945.59 |
10,146.79 |
5,798.80 |
37.7% |
500.28 |
3.3% |
90% |
False |
False |
41,891 |
60 |
15,945.59 |
9,858.94 |
6,086.65 |
39.6% |
490.65 |
3.2% |
91% |
False |
False |
40,070 |
80 |
15,945.59 |
9,155.59 |
6,790.00 |
44.1% |
504.25 |
3.3% |
92% |
False |
False |
43,231 |
100 |
15,945.59 |
8,848.18 |
7,097.41 |
46.1% |
448.25 |
2.9% |
92% |
False |
False |
39,749 |
120 |
15,945.59 |
8,705.92 |
7,239.67 |
47.1% |
438.22 |
2.8% |
92% |
False |
False |
40,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,009.41 |
2.618 |
16,417.60 |
1.618 |
16,054.97 |
1.000 |
15,830.86 |
0.618 |
15,692.34 |
HIGH |
15,468.23 |
0.618 |
15,329.71 |
0.500 |
15,286.92 |
0.382 |
15,244.12 |
LOW |
15,105.60 |
0.618 |
14,881.49 |
1.000 |
14,742.97 |
1.618 |
14,518.86 |
2.618 |
14,156.23 |
4.250 |
13,564.42 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
15,353.49 |
15,317.22 |
PP |
15,320.20 |
15,247.67 |
S1 |
15,286.92 |
15,178.11 |
|