Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
15,820.74 |
16,253.79 |
433.05 |
2.7% |
15,544.86 |
High |
16,196.80 |
16,480.59 |
283.79 |
1.8% |
16,480.59 |
Low |
15,503.51 |
15,981.30 |
477.79 |
3.1% |
14,410.63 |
Close |
16,140.66 |
16,282.69 |
142.03 |
0.9% |
16,282.69 |
Range |
693.29 |
499.29 |
-194.00 |
-28.0% |
2,069.96 |
ATR |
647.06 |
636.50 |
-10.55 |
-1.6% |
0.00 |
Volume |
87,770 |
57,692 |
-30,078 |
-34.3% |
347,923 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,746.06 |
17,513.67 |
16,557.30 |
|
R3 |
17,246.77 |
17,014.38 |
16,419.99 |
|
R2 |
16,747.48 |
16,747.48 |
16,374.23 |
|
R1 |
16,515.09 |
16,515.09 |
16,328.46 |
16,631.29 |
PP |
16,248.19 |
16,248.19 |
16,248.19 |
16,306.29 |
S1 |
16,015.80 |
16,015.80 |
16,236.92 |
16,132.00 |
S2 |
15,748.90 |
15,748.90 |
16,191.15 |
|
S3 |
15,249.61 |
15,516.51 |
16,145.39 |
|
S4 |
14,750.32 |
15,017.22 |
16,008.08 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,934.52 |
21,178.56 |
17,421.17 |
|
R3 |
19,864.56 |
19,108.60 |
16,851.93 |
|
R2 |
17,794.60 |
17,794.60 |
16,662.18 |
|
R1 |
17,038.64 |
17,038.64 |
16,472.44 |
17,416.62 |
PP |
15,724.64 |
15,724.64 |
15,724.64 |
15,913.63 |
S1 |
14,968.68 |
14,968.68 |
16,092.94 |
15,346.66 |
S2 |
13,654.68 |
13,654.68 |
15,903.20 |
|
S3 |
11,584.72 |
12,898.72 |
15,713.45 |
|
S4 |
9,514.76 |
10,828.76 |
15,144.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,480.59 |
14,410.63 |
2,069.96 |
12.7% |
730.60 |
4.5% |
90% |
True |
False |
69,584 |
10 |
16,480.59 |
13,223.32 |
3,257.27 |
20.0% |
771.23 |
4.7% |
94% |
True |
False |
71,582 |
20 |
16,480.59 |
11,279.89 |
5,200.70 |
31.9% |
700.63 |
4.3% |
96% |
True |
False |
63,963 |
40 |
16,480.59 |
10,146.79 |
6,333.80 |
38.9% |
524.10 |
3.2% |
97% |
True |
False |
45,098 |
60 |
16,480.59 |
9,858.94 |
6,621.65 |
40.7% |
501.11 |
3.1% |
97% |
True |
False |
41,556 |
80 |
16,480.59 |
9,478.59 |
7,002.00 |
43.0% |
519.24 |
3.2% |
97% |
True |
False |
44,321 |
100 |
16,480.59 |
8,848.18 |
7,632.41 |
46.9% |
457.45 |
2.8% |
97% |
True |
False |
40,529 |
120 |
16,480.59 |
8,848.18 |
7,632.41 |
46.9% |
444.03 |
2.7% |
97% |
True |
False |
41,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,602.57 |
2.618 |
17,787.73 |
1.618 |
17,288.44 |
1.000 |
16,979.88 |
0.618 |
16,789.15 |
HIGH |
16,480.59 |
0.618 |
16,289.86 |
0.500 |
16,230.95 |
0.382 |
16,172.03 |
LOW |
15,981.30 |
0.618 |
15,672.74 |
1.000 |
15,482.01 |
1.618 |
15,173.45 |
2.618 |
14,674.16 |
4.250 |
13,859.32 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
16,265.44 |
16,150.31 |
PP |
16,248.19 |
16,017.93 |
S1 |
16,230.95 |
15,885.55 |
|