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 |
1,876.1 |
1,863.9 |
-12.2 |
-0.7% |
1,877.0 |
High |
1,882.5 |
1,883.0 |
0.5 |
0.0% |
1,961.8 |
Low |
1,853.9 |
1,860.7 |
6.8 |
0.4% |
1,873.3 |
Close |
1,861.6 |
1,873.3 |
11.7 |
0.6% |
1,951.7 |
Range |
28.6 |
22.3 |
-6.3 |
-22.0% |
88.5 |
ATR |
35.9 |
34.9 |
-1.0 |
-2.7% |
0.0 |
Volume |
215,170 |
209,934 |
-5,236 |
-2.4% |
1,174,548 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.2 |
1,928.6 |
1,885.6 |
|
R3 |
1,916.9 |
1,906.3 |
1,879.4 |
|
R2 |
1,894.6 |
1,894.6 |
1,877.4 |
|
R1 |
1,884.0 |
1,884.0 |
1,875.3 |
1,889.3 |
PP |
1,872.3 |
1,872.3 |
1,872.3 |
1,875.0 |
S1 |
1,861.7 |
1,861.7 |
1,871.3 |
1,867.0 |
S2 |
1,850.0 |
1,850.0 |
1,869.2 |
|
S3 |
1,827.7 |
1,839.4 |
1,867.2 |
|
S4 |
1,805.4 |
1,817.1 |
1,861.0 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,194.4 |
2,161.6 |
2,000.4 |
|
R3 |
2,105.9 |
2,073.1 |
1,976.0 |
|
R2 |
2,017.4 |
2,017.4 |
1,967.9 |
|
R1 |
1,984.6 |
1,984.6 |
1,959.8 |
2,001.0 |
PP |
1,928.9 |
1,928.9 |
1,928.9 |
1,937.2 |
S1 |
1,896.1 |
1,896.1 |
1,943.6 |
1,912.5 |
S2 |
1,840.4 |
1,840.4 |
1,935.5 |
|
S3 |
1,751.9 |
1,807.6 |
1,927.4 |
|
S4 |
1,663.4 |
1,719.1 |
1,903.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
44.7 |
2.4% |
21% |
False |
False |
286,568 |
10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
38.8 |
2.1% |
21% |
False |
False |
257,378 |
20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
31.7 |
1.7% |
21% |
False |
False |
223,806 |
40 |
1,968.2 |
1,848.0 |
120.2 |
6.4% |
32.0 |
1.7% |
21% |
False |
False |
233,124 |
60 |
2,001.2 |
1,848.0 |
153.2 |
8.2% |
33.3 |
1.8% |
17% |
False |
False |
256,477 |
80 |
2,089.2 |
1,848.0 |
241.2 |
12.9% |
37.9 |
2.0% |
10% |
False |
False |
263,347 |
100 |
2,089.2 |
1,772.0 |
317.2 |
16.9% |
35.1 |
1.9% |
32% |
False |
False |
215,291 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.3% |
34.1 |
1.8% |
46% |
False |
False |
180,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,977.8 |
2.618 |
1,941.4 |
1.618 |
1,919.1 |
1.000 |
1,905.3 |
0.618 |
1,896.8 |
HIGH |
1,883.0 |
0.618 |
1,874.5 |
0.500 |
1,871.9 |
0.382 |
1,869.2 |
LOW |
1,860.7 |
0.618 |
1,846.9 |
1.000 |
1,838.4 |
1.618 |
1,824.6 |
2.618 |
1,802.3 |
4.250 |
1,765.9 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,872.8 |
1,872.7 |
PP |
1,872.3 |
1,872.0 |
S1 |
1,871.9 |
1,871.4 |
|