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 |
1,863.9 |
1,875.6 |
11.7 |
0.6% |
1,956.0 |
High |
1,883.0 |
1,895.8 |
12.8 |
0.7% |
1,966.1 |
Low |
1,860.7 |
1,872.1 |
11.4 |
0.6% |
1,848.0 |
Close |
1,873.3 |
1,886.2 |
12.9 |
0.7% |
1,886.2 |
Range |
22.3 |
23.7 |
1.4 |
6.3% |
118.1 |
ATR |
34.9 |
34.1 |
-0.8 |
-2.3% |
0.0 |
Volume |
209,934 |
162,538 |
-47,396 |
-22.6% |
1,348,602 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.8 |
1,944.7 |
1,899.2 |
|
R3 |
1,932.1 |
1,921.0 |
1,892.7 |
|
R2 |
1,908.4 |
1,908.4 |
1,890.5 |
|
R1 |
1,897.3 |
1,897.3 |
1,888.4 |
1,902.9 |
PP |
1,884.7 |
1,884.7 |
1,884.7 |
1,887.5 |
S1 |
1,873.6 |
1,873.6 |
1,884.0 |
1,879.2 |
S2 |
1,861.0 |
1,861.0 |
1,881.9 |
|
S3 |
1,837.3 |
1,849.9 |
1,879.7 |
|
S4 |
1,813.6 |
1,826.2 |
1,873.2 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,254.4 |
2,188.4 |
1,951.2 |
|
R3 |
2,136.3 |
2,070.3 |
1,918.7 |
|
R2 |
2,018.2 |
2,018.2 |
1,907.9 |
|
R1 |
1,952.2 |
1,952.2 |
1,897.0 |
1,926.2 |
PP |
1,900.1 |
1,900.1 |
1,900.1 |
1,887.1 |
S1 |
1,834.1 |
1,834.1 |
1,875.4 |
1,808.1 |
S2 |
1,782.0 |
1,782.0 |
1,864.5 |
|
S3 |
1,663.9 |
1,716.0 |
1,853.7 |
|
S4 |
1,545.8 |
1,597.9 |
1,821.2 |
|
|
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% |
44.5 |
2.4% |
32% |
False |
False |
269,720 |
10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
38.4 |
2.0% |
32% |
False |
False |
252,315 |
20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
32.0 |
1.7% |
32% |
False |
False |
224,587 |
40 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
32.2 |
1.7% |
32% |
False |
False |
232,785 |
60 |
2,001.2 |
1,848.0 |
153.2 |
8.1% |
33.1 |
1.8% |
25% |
False |
False |
252,797 |
80 |
2,089.2 |
1,848.0 |
241.2 |
12.8% |
37.8 |
2.0% |
16% |
False |
False |
264,475 |
100 |
2,089.2 |
1,772.0 |
317.2 |
16.8% |
35.1 |
1.9% |
36% |
False |
False |
216,829 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.2% |
34.0 |
1.8% |
49% |
False |
False |
181,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,996.5 |
2.618 |
1,957.8 |
1.618 |
1,934.1 |
1.000 |
1,919.5 |
0.618 |
1,910.4 |
HIGH |
1,895.8 |
0.618 |
1,886.7 |
0.500 |
1,884.0 |
0.382 |
1,881.2 |
LOW |
1,872.1 |
0.618 |
1,857.5 |
1.000 |
1,848.4 |
1.618 |
1,833.8 |
2.618 |
1,810.1 |
4.250 |
1,771.4 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,885.5 |
1,882.4 |
PP |
1,884.7 |
1,878.6 |
S1 |
1,884.0 |
1,874.9 |
|