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 |
6,242.0 |
6,340.5 |
98.5 |
1.6% |
5,529.0 |
High |
6,378.0 |
6,357.0 |
-21.0 |
-0.3% |
5,929.5 |
Low |
6,239.0 |
6,254.5 |
15.5 |
0.2% |
5,524.5 |
Close |
6,374.0 |
6,337.5 |
-36.5 |
-0.6% |
5,884.5 |
Range |
139.0 |
102.5 |
-36.5 |
-26.3% |
405.0 |
ATR |
141.2 |
139.6 |
-1.5 |
-1.1% |
0.0 |
Volume |
134,018 |
115,284 |
-18,734 |
-14.0% |
536,273 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,624.0 |
6,583.0 |
6,394.0 |
|
R3 |
6,521.5 |
6,480.5 |
6,365.5 |
|
R2 |
6,419.0 |
6,419.0 |
6,356.5 |
|
R1 |
6,378.0 |
6,378.0 |
6,347.0 |
6,347.0 |
PP |
6,316.5 |
6,316.5 |
6,316.5 |
6,301.0 |
S1 |
6,275.5 |
6,275.5 |
6,328.0 |
6,245.0 |
S2 |
6,214.0 |
6,214.0 |
6,318.5 |
|
S3 |
6,111.5 |
6,173.0 |
6,309.5 |
|
S4 |
6,009.0 |
6,070.5 |
6,281.0 |
|
|
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 |
5,834.0 |
544.0 |
8.6% |
169.0 |
2.7% |
93% |
False |
False |
150,510 |
10 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
154.5 |
2.4% |
96% |
False |
False |
132,610 |
20 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
134.5 |
2.1% |
96% |
False |
False |
116,956 |
40 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
116.0 |
1.8% |
96% |
False |
False |
105,636 |
60 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
106.5 |
1.7% |
96% |
False |
False |
89,355 |
80 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
87.5 |
1.4% |
96% |
False |
False |
67,019 |
100 |
6,378.0 |
5,463.0 |
915.0 |
14.4% |
72.0 |
1.1% |
96% |
False |
False |
53,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,792.5 |
2.618 |
6,625.5 |
1.618 |
6,523.0 |
1.000 |
6,459.5 |
0.618 |
6,420.5 |
HIGH |
6,357.0 |
0.618 |
6,318.0 |
0.500 |
6,306.0 |
0.382 |
6,293.5 |
LOW |
6,254.5 |
0.618 |
6,191.0 |
1.000 |
6,152.0 |
1.618 |
6,088.5 |
2.618 |
5,986.0 |
4.250 |
5,819.0 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,327.0 |
6,302.0 |
PP |
6,316.5 |
6,266.0 |
S1 |
6,306.0 |
6,230.5 |
|