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 |
12,990.5 |
13,120.0 |
129.5 |
1.0% |
11,538.0 |
High |
13,232.5 |
13,239.5 |
7.0 |
0.1% |
12,586.0 |
Low |
12,865.5 |
13,092.0 |
226.5 |
1.8% |
11,497.0 |
Close |
13,195.0 |
13,225.5 |
30.5 |
0.2% |
12,470.0 |
Range |
367.0 |
147.5 |
-219.5 |
-59.8% |
1,089.0 |
ATR |
353.2 |
338.5 |
-14.7 |
-4.2% |
0.0 |
Volume |
101,084 |
70,016 |
-31,068 |
-30.7% |
423,964 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,628.2 |
13,574.3 |
13,306.6 |
|
R3 |
13,480.7 |
13,426.8 |
13,266.1 |
|
R2 |
13,333.2 |
13,333.2 |
13,252.5 |
|
R1 |
13,279.3 |
13,279.3 |
13,239.0 |
13,306.3 |
PP |
13,185.7 |
13,185.7 |
13,185.7 |
13,199.1 |
S1 |
13,131.8 |
13,131.8 |
13,212.0 |
13,158.8 |
S2 |
13,038.2 |
13,038.2 |
13,198.5 |
|
S3 |
12,890.7 |
12,984.3 |
13,184.9 |
|
S4 |
12,743.2 |
12,836.8 |
13,144.4 |
|
|
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 |
12,245.5 |
1,045.0 |
7.9% |
354.3 |
2.7% |
94% |
False |
False |
91,759 |
10 |
13,290.5 |
11,313.5 |
1,977.0 |
14.9% |
363.7 |
2.7% |
97% |
False |
False |
97,934 |
20 |
13,290.5 |
11,313.5 |
1,977.0 |
14.9% |
343.3 |
2.6% |
97% |
False |
False |
98,428 |
40 |
13,290.5 |
11,313.5 |
1,977.0 |
14.9% |
285.5 |
2.2% |
97% |
False |
False |
86,351 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
268.9 |
2.0% |
90% |
False |
False |
59,136 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
247.7 |
1.9% |
90% |
False |
False |
44,371 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
235.8 |
1.8% |
90% |
False |
False |
35,512 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.0% |
230.9 |
1.7% |
90% |
False |
False |
29,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,866.4 |
2.618 |
13,625.7 |
1.618 |
13,478.2 |
1.000 |
13,387.0 |
0.618 |
13,330.7 |
HIGH |
13,239.5 |
0.618 |
13,183.2 |
0.500 |
13,165.8 |
0.382 |
13,148.3 |
LOW |
13,092.0 |
0.618 |
13,000.8 |
1.000 |
12,944.5 |
1.618 |
12,853.3 |
2.618 |
12,705.8 |
4.250 |
12,465.1 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,205.6 |
13,131.7 |
PP |
13,185.7 |
13,037.8 |
S1 |
13,165.8 |
12,944.0 |
|