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 |
6,340.5 |
6,264.0 |
-76.5 |
-1.2% |
5,947.0 |
High |
6,357.0 |
6,338.0 |
-19.0 |
-0.3% |
6,378.0 |
Low |
6,254.5 |
6,246.0 |
-8.5 |
-0.1% |
5,943.0 |
Close |
6,337.5 |
6,313.0 |
-24.5 |
-0.4% |
6,313.0 |
Range |
102.5 |
92.0 |
-10.5 |
-10.2% |
435.0 |
ATR |
139.6 |
136.2 |
-3.4 |
-2.4% |
0.0 |
Volume |
115,284 |
102,249 |
-13,035 |
-11.3% |
760,972 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,575.0 |
6,536.0 |
6,363.5 |
|
R3 |
6,483.0 |
6,444.0 |
6,338.5 |
|
R2 |
6,391.0 |
6,391.0 |
6,330.0 |
|
R1 |
6,352.0 |
6,352.0 |
6,321.5 |
6,371.5 |
PP |
6,299.0 |
6,299.0 |
6,299.0 |
6,309.0 |
S1 |
6,260.0 |
6,260.0 |
6,304.5 |
6,279.5 |
S2 |
6,207.0 |
6,207.0 |
6,296.0 |
|
S3 |
6,115.0 |
6,168.0 |
6,287.5 |
|
S4 |
6,023.0 |
6,076.0 |
6,262.5 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,516.5 |
7,349.5 |
6,552.0 |
|
R3 |
7,081.5 |
6,914.5 |
6,432.5 |
|
R2 |
6,646.5 |
6,646.5 |
6,393.0 |
|
R1 |
6,479.5 |
6,479.5 |
6,353.0 |
6,563.0 |
PP |
6,211.5 |
6,211.5 |
6,211.5 |
6,253.0 |
S1 |
6,044.5 |
6,044.5 |
6,273.0 |
6,128.0 |
S2 |
5,776.5 |
5,776.5 |
6,233.0 |
|
S3 |
5,341.5 |
5,609.5 |
6,193.5 |
|
S4 |
4,906.5 |
5,174.5 |
6,074.0 |
|
|
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 |
5,943.0 |
435.0 |
6.9% |
168.0 |
2.7% |
85% |
False |
False |
152,194 |
10 |
6,378.0 |
5,524.5 |
853.5 |
13.5% |
152.0 |
2.4% |
92% |
False |
False |
129,724 |
20 |
6,378.0 |
5,463.0 |
915.0 |
14.5% |
135.5 |
2.1% |
93% |
False |
False |
116,399 |
40 |
6,378.0 |
5,463.0 |
915.0 |
14.5% |
116.0 |
1.8% |
93% |
False |
False |
105,516 |
60 |
6,378.0 |
5,463.0 |
915.0 |
14.5% |
108.0 |
1.7% |
93% |
False |
False |
91,059 |
80 |
6,378.0 |
5,463.0 |
915.0 |
14.5% |
88.0 |
1.4% |
93% |
False |
False |
68,297 |
100 |
6,378.0 |
5,463.0 |
915.0 |
14.5% |
72.5 |
1.2% |
93% |
False |
False |
54,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,729.0 |
2.618 |
6,579.0 |
1.618 |
6,487.0 |
1.000 |
6,430.0 |
0.618 |
6,395.0 |
HIGH |
6,338.0 |
0.618 |
6,303.0 |
0.500 |
6,292.0 |
0.382 |
6,281.0 |
LOW |
6,246.0 |
0.618 |
6,189.0 |
1.000 |
6,154.0 |
1.618 |
6,097.0 |
2.618 |
6,005.0 |
4.250 |
5,855.0 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,306.0 |
6,311.5 |
PP |
6,299.0 |
6,310.0 |
S1 |
6,292.0 |
6,308.5 |
|