| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
15,386.36 |
15,820.74 |
434.38 |
2.8% |
13,648.49 |
| High |
15,975.99 |
16,196.80 |
220.81 |
1.4% |
15,945.59 |
| Low |
15,290.51 |
15,503.51 |
213.00 |
1.4% |
13,223.32 |
| Close |
15,822.30 |
16,140.66 |
318.36 |
2.0% |
15,544.85 |
| Range |
685.48 |
693.29 |
7.81 |
1.1% |
2,722.27 |
| ATR |
643.50 |
647.06 |
3.56 |
0.6% |
0.00 |
| Volume |
58,284 |
87,770 |
29,486 |
50.6% |
367,900 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,026.86 |
17,777.05 |
16,521.97 |
|
| R3 |
17,333.57 |
17,083.76 |
16,331.31 |
|
| R2 |
16,640.28 |
16,640.28 |
16,267.76 |
|
| R1 |
16,390.47 |
16,390.47 |
16,204.21 |
16,515.38 |
| PP |
15,946.99 |
15,946.99 |
15,946.99 |
16,009.44 |
| S1 |
15,697.18 |
15,697.18 |
16,077.11 |
15,822.09 |
| S2 |
15,253.70 |
15,253.70 |
16,013.56 |
|
| S3 |
14,560.41 |
15,003.89 |
15,950.01 |
|
| S4 |
13,867.12 |
14,310.60 |
15,759.35 |
|
|
| 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 |
16,196.80 |
14,410.63 |
1,786.17 |
11.1% |
777.90 |
4.8% |
97% |
True |
False |
81,478 |
| 10 |
16,196.80 |
13,135.30 |
3,061.50 |
19.0% |
775.54 |
4.8% |
98% |
True |
False |
69,894 |
| 20 |
16,196.80 |
11,228.04 |
4,968.76 |
30.8% |
691.63 |
4.3% |
99% |
True |
False |
62,308 |
| 40 |
16,196.80 |
10,146.79 |
6,050.01 |
37.5% |
516.92 |
3.2% |
99% |
True |
False |
44,147 |
| 60 |
16,196.80 |
9,858.94 |
6,337.86 |
39.3% |
496.30 |
3.1% |
99% |
True |
False |
40,981 |
| 80 |
16,196.80 |
9,370.19 |
6,826.61 |
42.3% |
516.70 |
3.2% |
99% |
True |
False |
44,478 |
| 100 |
16,196.80 |
8,848.18 |
7,348.62 |
45.5% |
455.52 |
2.8% |
99% |
True |
False |
40,540 |
| 120 |
16,196.80 |
8,848.18 |
7,348.62 |
45.5% |
443.79 |
2.7% |
99% |
True |
False |
41,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,143.28 |
|
2.618 |
18,011.83 |
|
1.618 |
17,318.54 |
|
1.000 |
16,890.09 |
|
0.618 |
16,625.25 |
|
HIGH |
16,196.80 |
|
0.618 |
15,931.96 |
|
0.500 |
15,850.16 |
|
0.382 |
15,768.35 |
|
LOW |
15,503.51 |
|
0.618 |
15,075.06 |
|
1.000 |
14,810.22 |
|
1.618 |
14,381.77 |
|
2.618 |
13,688.48 |
|
4.250 |
12,557.03 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
16,043.83 |
15,977.51 |
| PP |
15,946.99 |
15,814.35 |
| S1 |
15,850.16 |
15,651.20 |
|