Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
12,597.5 |
12,990.5 |
393.0 |
3.1% |
11,538.0 |
High |
13,290.5 |
13,232.5 |
-58.0 |
-0.4% |
12,586.0 |
Low |
12,597.5 |
12,865.5 |
268.0 |
2.1% |
11,497.0 |
Close |
13,113.0 |
13,195.0 |
82.0 |
0.6% |
12,470.0 |
Range |
693.0 |
367.0 |
-326.0 |
-47.0% |
1,089.0 |
ATR |
352.1 |
353.2 |
1.1 |
0.3% |
0.0 |
Volume |
141,963 |
101,084 |
-40,879 |
-28.8% |
423,964 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,198.7 |
14,063.8 |
13,396.9 |
|
R3 |
13,831.7 |
13,696.8 |
13,295.9 |
|
R2 |
13,464.7 |
13,464.7 |
13,262.3 |
|
R1 |
13,329.8 |
13,329.8 |
13,228.6 |
13,397.3 |
PP |
13,097.7 |
13,097.7 |
13,097.7 |
13,131.4 |
S1 |
12,962.8 |
12,962.8 |
13,161.4 |
13,030.3 |
S2 |
12,730.7 |
12,730.7 |
13,127.7 |
|
S3 |
12,363.7 |
12,595.8 |
13,094.1 |
|
S4 |
11,996.7 |
12,228.8 |
12,993.2 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,451.3 |
15,049.7 |
13,069.0 |
|
R3 |
14,362.3 |
13,960.7 |
12,769.5 |
|
R2 |
13,273.3 |
13,273.3 |
12,669.7 |
|
R1 |
12,871.7 |
12,871.7 |
12,569.8 |
13,072.5 |
PP |
12,184.3 |
12,184.3 |
12,184.3 |
12,284.8 |
S1 |
11,782.7 |
11,782.7 |
12,370.2 |
11,983.5 |
S2 |
11,095.3 |
11,095.3 |
12,270.4 |
|
S3 |
10,006.3 |
10,693.7 |
12,170.5 |
|
S4 |
8,917.3 |
9,604.7 |
11,871.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,290.5 |
11,772.5 |
1,518.0 |
11.5% |
441.5 |
3.3% |
94% |
False |
False |
99,377 |
10 |
13,290.5 |
11,313.5 |
1,977.0 |
15.0% |
399.9 |
3.0% |
95% |
False |
False |
106,973 |
20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.0% |
341.8 |
2.6% |
95% |
False |
False |
98,101 |
40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.0% |
284.6 |
2.2% |
95% |
False |
False |
85,321 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
268.0 |
2.0% |
89% |
False |
False |
57,970 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
246.9 |
1.9% |
89% |
False |
False |
43,497 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
238.1 |
1.8% |
89% |
False |
False |
34,813 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
229.7 |
1.7% |
89% |
False |
False |
29,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,792.3 |
2.618 |
14,193.3 |
1.618 |
13,826.3 |
1.000 |
13,599.5 |
0.618 |
13,459.3 |
HIGH |
13,232.5 |
0.618 |
13,092.3 |
0.500 |
13,049.0 |
0.382 |
13,005.7 |
LOW |
12,865.5 |
0.618 |
12,638.7 |
1.000 |
12,498.5 |
1.618 |
12,271.7 |
2.618 |
11,904.7 |
4.250 |
11,305.8 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,146.3 |
13,071.5 |
PP |
13,097.7 |
12,948.0 |
S1 |
13,049.0 |
12,824.5 |
|