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 |
3,430.0 |
3,465.0 |
35.0 |
1.0% |
2,949.0 |
High |
3,471.0 |
3,465.0 |
-6.0 |
-0.2% |
3,221.0 |
Low |
3,421.0 |
3,393.0 |
-28.0 |
-0.8% |
2,938.0 |
Close |
3,468.0 |
3,432.0 |
-36.0 |
-1.0% |
3,198.0 |
Range |
50.0 |
72.0 |
22.0 |
44.0% |
283.0 |
ATR |
89.8 |
88.7 |
-1.1 |
-1.2% |
0.0 |
Volume |
1,038,712 |
1,005,458 |
-33,254 |
-3.2% |
6,137,599 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.0 |
3,611.0 |
3,471.6 |
|
R3 |
3,574.0 |
3,539.0 |
3,451.8 |
|
R2 |
3,502.0 |
3,502.0 |
3,445.2 |
|
R1 |
3,467.0 |
3,467.0 |
3,438.6 |
3,448.5 |
PP |
3,430.0 |
3,430.0 |
3,430.0 |
3,420.8 |
S1 |
3,395.0 |
3,395.0 |
3,425.4 |
3,376.5 |
S2 |
3,358.0 |
3,358.0 |
3,418.8 |
|
S3 |
3,286.0 |
3,323.0 |
3,412.2 |
|
S4 |
3,214.0 |
3,251.0 |
3,392.4 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,968.0 |
3,866.0 |
3,353.7 |
|
R3 |
3,685.0 |
3,583.0 |
3,275.8 |
|
R2 |
3,402.0 |
3,402.0 |
3,249.9 |
|
R1 |
3,300.0 |
3,300.0 |
3,223.9 |
3,351.0 |
PP |
3,119.0 |
3,119.0 |
3,119.0 |
3,144.5 |
S1 |
3,017.0 |
3,017.0 |
3,172.1 |
3,068.0 |
S2 |
2,836.0 |
2,836.0 |
3,146.1 |
|
S3 |
2,553.0 |
2,734.0 |
3,120.2 |
|
S4 |
2,270.0 |
2,451.0 |
3,042.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,471.0 |
3,163.0 |
308.0 |
9.0% |
101.0 |
2.9% |
87% |
False |
False |
1,531,191 |
10 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
102.3 |
3.0% |
93% |
False |
False |
1,398,937 |
20 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
88.2 |
2.6% |
93% |
False |
False |
1,236,167 |
40 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
72.8 |
2.1% |
93% |
False |
False |
1,071,994 |
60 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
69.6 |
2.0% |
93% |
False |
False |
804,041 |
80 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
65.1 |
1.9% |
93% |
False |
False |
603,638 |
100 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
62.8 |
1.8% |
93% |
False |
False |
483,277 |
120 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
60.3 |
1.8% |
93% |
False |
False |
404,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,771.0 |
2.618 |
3,653.5 |
1.618 |
3,581.5 |
1.000 |
3,537.0 |
0.618 |
3,509.5 |
HIGH |
3,465.0 |
0.618 |
3,437.5 |
0.500 |
3,429.0 |
0.382 |
3,420.5 |
LOW |
3,393.0 |
0.618 |
3,348.5 |
1.000 |
3,321.0 |
1.618 |
3,276.5 |
2.618 |
3,204.5 |
4.250 |
3,087.0 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,431.0 |
3,424.0 |
PP |
3,430.0 |
3,416.0 |
S1 |
3,429.0 |
3,408.0 |
|