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 |
13,120.0 |
13,220.0 |
100.0 |
0.8% |
11,538.0 |
High |
13,239.5 |
13,224.5 |
-15.0 |
-0.1% |
12,586.0 |
Low |
13,092.0 |
12,931.0 |
-161.0 |
-1.2% |
11,497.0 |
Close |
13,225.5 |
13,066.5 |
-159.0 |
-1.2% |
12,470.0 |
Range |
147.5 |
293.5 |
146.0 |
99.0% |
1,089.0 |
ATR |
338.5 |
335.3 |
-3.1 |
-0.9% |
0.0 |
Volume |
70,016 |
71,226 |
1,210 |
1.7% |
423,964 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,954.5 |
13,804.0 |
13,227.9 |
|
R3 |
13,661.0 |
13,510.5 |
13,147.2 |
|
R2 |
13,367.5 |
13,367.5 |
13,120.3 |
|
R1 |
13,217.0 |
13,217.0 |
13,093.4 |
13,145.5 |
PP |
13,074.0 |
13,074.0 |
13,074.0 |
13,038.3 |
S1 |
12,923.5 |
12,923.5 |
13,039.6 |
12,852.0 |
S2 |
12,780.5 |
12,780.5 |
13,012.7 |
|
S3 |
12,487.0 |
12,630.0 |
12,985.8 |
|
S4 |
12,193.5 |
12,336.5 |
12,905.1 |
|
|
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 |
12,358.5 |
932.0 |
7.1% |
345.7 |
2.6% |
76% |
False |
False |
91,279 |
10 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
367.7 |
2.8% |
89% |
False |
False |
92,433 |
20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
337.9 |
2.6% |
89% |
False |
False |
96,196 |
40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
287.5 |
2.2% |
89% |
False |
False |
87,035 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
272.3 |
2.1% |
83% |
False |
False |
60,322 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
248.7 |
1.9% |
83% |
False |
False |
45,261 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
235.5 |
1.8% |
83% |
False |
False |
36,224 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
232.5 |
1.8% |
83% |
False |
False |
30,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,471.9 |
2.618 |
13,992.9 |
1.618 |
13,699.4 |
1.000 |
13,518.0 |
0.618 |
13,405.9 |
HIGH |
13,224.5 |
0.618 |
13,112.4 |
0.500 |
13,077.8 |
0.382 |
13,043.1 |
LOW |
12,931.0 |
0.618 |
12,749.6 |
1.000 |
12,637.5 |
1.618 |
12,456.1 |
2.618 |
12,162.6 |
4.250 |
11,683.6 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,077.8 |
13,061.8 |
PP |
13,074.0 |
13,057.2 |
S1 |
13,070.3 |
13,052.5 |
|