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 |
3,465.0 |
3,408.0 |
-57.0 |
-1.6% |
3,229.0 |
High |
3,465.0 |
3,453.0 |
-12.0 |
-0.3% |
3,471.0 |
Low |
3,393.0 |
3,392.0 |
-1.0 |
0.0% |
3,229.0 |
Close |
3,432.0 |
3,438.0 |
6.0 |
0.2% |
3,438.0 |
Range |
72.0 |
61.0 |
-11.0 |
-15.3% |
242.0 |
ATR |
88.7 |
86.8 |
-2.0 |
-2.2% |
0.0 |
Volume |
1,005,458 |
875,622 |
-129,836 |
-12.9% |
7,353,900 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,610.7 |
3,585.3 |
3,471.6 |
|
R3 |
3,549.7 |
3,524.3 |
3,454.8 |
|
R2 |
3,488.7 |
3,488.7 |
3,449.2 |
|
R1 |
3,463.3 |
3,463.3 |
3,443.6 |
3,476.0 |
PP |
3,427.7 |
3,427.7 |
3,427.7 |
3,434.0 |
S1 |
3,402.3 |
3,402.3 |
3,432.4 |
3,415.0 |
S2 |
3,366.7 |
3,366.7 |
3,426.8 |
|
S3 |
3,305.7 |
3,341.3 |
3,421.2 |
|
S4 |
3,244.7 |
3,280.3 |
3,404.5 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,105.3 |
4,013.7 |
3,571.1 |
|
R3 |
3,863.3 |
3,771.7 |
3,504.6 |
|
R2 |
3,621.3 |
3,621.3 |
3,482.4 |
|
R1 |
3,529.7 |
3,529.7 |
3,460.2 |
3,575.5 |
PP |
3,379.3 |
3,379.3 |
3,379.3 |
3,402.3 |
S1 |
3,287.7 |
3,287.7 |
3,415.8 |
3,333.5 |
S2 |
3,137.3 |
3,137.3 |
3,393.6 |
|
S3 |
2,895.3 |
3,045.7 |
3,371.5 |
|
S4 |
2,653.3 |
2,803.7 |
3,304.9 |
|
|
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 |
3,229.0 |
242.0 |
7.0% |
101.6 |
3.0% |
86% |
False |
False |
1,470,780 |
10 |
3,471.0 |
2,938.0 |
533.0 |
15.5% |
99.5 |
2.9% |
94% |
False |
False |
1,349,149 |
20 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
88.2 |
2.6% |
94% |
False |
False |
1,231,223 |
40 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
72.7 |
2.1% |
94% |
False |
False |
1,061,708 |
60 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
70.2 |
2.0% |
94% |
False |
False |
818,462 |
80 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
65.1 |
1.9% |
94% |
False |
False |
614,581 |
100 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
62.5 |
1.8% |
94% |
False |
False |
492,030 |
120 |
3,471.0 |
2,887.0 |
584.0 |
17.0% |
60.7 |
1.8% |
94% |
False |
False |
411,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,712.3 |
2.618 |
3,612.7 |
1.618 |
3,551.7 |
1.000 |
3,514.0 |
0.618 |
3,490.7 |
HIGH |
3,453.0 |
0.618 |
3,429.7 |
0.500 |
3,422.5 |
0.382 |
3,415.3 |
LOW |
3,392.0 |
0.618 |
3,354.3 |
1.000 |
3,331.0 |
1.618 |
3,293.3 |
2.618 |
3,232.3 |
4.250 |
3,132.8 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,432.8 |
3,435.8 |
PP |
3,427.7 |
3,433.7 |
S1 |
3,422.5 |
3,431.5 |
|