Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
6,114.5 |
6,242.0 |
127.5 |
2.1% |
5,529.0 |
High |
6,294.0 |
6,378.0 |
84.0 |
1.3% |
5,929.5 |
Low |
6,083.0 |
6,239.0 |
156.0 |
2.6% |
5,524.5 |
Close |
6,283.5 |
6,374.0 |
90.5 |
1.4% |
5,884.5 |
Range |
211.0 |
139.0 |
-72.0 |
-34.1% |
405.0 |
ATR |
141.3 |
141.2 |
-0.2 |
-0.1% |
0.0 |
Volume |
204,509 |
134,018 |
-70,491 |
-34.5% |
536,273 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,747.5 |
6,699.5 |
6,450.5 |
|
R3 |
6,608.5 |
6,560.5 |
6,412.0 |
|
R2 |
6,469.5 |
6,469.5 |
6,399.5 |
|
R1 |
6,421.5 |
6,421.5 |
6,386.5 |
6,445.5 |
PP |
6,330.5 |
6,330.5 |
6,330.5 |
6,342.0 |
S1 |
6,282.5 |
6,282.5 |
6,361.5 |
6,306.5 |
S2 |
6,191.5 |
6,191.5 |
6,348.5 |
|
S3 |
6,052.5 |
6,143.5 |
6,336.0 |
|
S4 |
5,913.5 |
6,004.5 |
6,297.5 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,994.5 |
6,844.5 |
6,107.0 |
|
R3 |
6,589.5 |
6,439.5 |
5,996.0 |
|
R2 |
6,184.5 |
6,184.5 |
5,959.0 |
|
R1 |
6,034.5 |
6,034.5 |
5,921.5 |
6,109.5 |
PP |
5,779.5 |
5,779.5 |
5,779.5 |
5,817.0 |
S1 |
5,629.5 |
5,629.5 |
5,847.5 |
5,704.5 |
S2 |
5,374.5 |
5,374.5 |
5,810.0 |
|
S3 |
4,969.5 |
5,224.5 |
5,773.0 |
|
S4 |
4,564.5 |
4,819.5 |
5,662.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,378.0 |
5,828.0 |
550.0 |
8.6% |
165.0 |
2.6% |
99% |
True |
False |
149,043 |
10 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
154.5 |
2.4% |
100% |
True |
False |
135,301 |
20 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
137.0 |
2.1% |
100% |
True |
False |
117,849 |
40 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
116.0 |
1.8% |
100% |
True |
False |
105,014 |
60 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
105.5 |
1.7% |
100% |
True |
False |
87,434 |
80 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
86.5 |
1.4% |
100% |
True |
False |
65,578 |
100 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
71.5 |
1.1% |
100% |
True |
False |
52,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,969.0 |
2.618 |
6,742.0 |
1.618 |
6,603.0 |
1.000 |
6,517.0 |
0.618 |
6,464.0 |
HIGH |
6,378.0 |
0.618 |
6,325.0 |
0.500 |
6,308.5 |
0.382 |
6,292.0 |
LOW |
6,239.0 |
0.618 |
6,153.0 |
1.000 |
6,100.0 |
1.618 |
6,014.0 |
2.618 |
5,875.0 |
4.250 |
5,648.0 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,352.0 |
6,303.0 |
PP |
6,330.5 |
6,231.5 |
S1 |
6,308.5 |
6,160.5 |
|