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 |
16,282.69 |
16,708.49 |
425.80 |
2.6% |
15,544.86 |
High |
16,876.08 |
17,842.05 |
965.97 |
5.7% |
16,480.59 |
Low |
15,725.25 |
16,568.96 |
843.71 |
5.4% |
14,410.63 |
Close |
16,708.44 |
17,626.44 |
918.00 |
5.5% |
16,282.69 |
Range |
1,150.83 |
1,273.09 |
122.26 |
10.6% |
2,069.96 |
ATR |
673.24 |
716.09 |
42.85 |
6.4% |
0.00 |
Volume |
30,454 |
78,794 |
48,340 |
158.7% |
347,923 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,165.09 |
20,668.85 |
18,326.64 |
|
R3 |
19,892.00 |
19,395.76 |
17,976.54 |
|
R2 |
18,618.91 |
18,618.91 |
17,859.84 |
|
R1 |
18,122.67 |
18,122.67 |
17,743.14 |
18,370.79 |
PP |
17,345.82 |
17,345.82 |
17,345.82 |
17,469.88 |
S1 |
16,849.58 |
16,849.58 |
17,509.74 |
17,097.70 |
S2 |
16,072.73 |
16,072.73 |
17,393.04 |
|
S3 |
14,799.64 |
15,576.49 |
17,276.34 |
|
S4 |
13,526.55 |
14,303.40 |
16,926.24 |
|
|
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 |
17,842.05 |
15,290.51 |
2,551.54 |
14.5% |
860.40 |
4.9% |
92% |
True |
False |
62,598 |
10 |
17,842.05 |
13,551.08 |
4,290.97 |
24.3% |
879.04 |
5.0% |
95% |
True |
False |
74,203 |
20 |
17,842.05 |
11,888.26 |
5,953.79 |
33.8% |
776.72 |
4.4% |
96% |
True |
False |
66,423 |
40 |
17,842.05 |
10,146.79 |
7,695.26 |
43.7% |
559.34 |
3.2% |
97% |
True |
False |
45,687 |
60 |
17,842.05 |
9,858.94 |
7,983.11 |
45.3% |
529.59 |
3.0% |
97% |
True |
False |
42,584 |
80 |
17,842.05 |
9,858.94 |
7,983.11 |
45.3% |
530.47 |
3.0% |
97% |
True |
False |
43,827 |
100 |
17,842.05 |
8,934.94 |
8,907.11 |
50.5% |
475.21 |
2.7% |
98% |
True |
False |
40,937 |
120 |
17,842.05 |
8,848.18 |
8,993.87 |
51.0% |
458.62 |
2.6% |
98% |
True |
False |
41,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,252.68 |
2.618 |
21,175.00 |
1.618 |
19,901.91 |
1.000 |
19,115.14 |
0.618 |
18,628.82 |
HIGH |
17,842.05 |
0.618 |
17,355.73 |
0.500 |
17,205.51 |
0.382 |
17,055.28 |
LOW |
16,568.96 |
0.618 |
15,782.19 |
1.000 |
15,295.87 |
1.618 |
14,509.10 |
2.618 |
13,236.01 |
4.250 |
11,158.33 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
17,486.13 |
17,345.51 |
PP |
17,345.82 |
17,064.58 |
S1 |
17,205.51 |
16,783.65 |
|