Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
13,002.0 |
13,166.5 |
164.5 |
1.3% |
12,597.5 |
High |
13,134.5 |
13,275.0 |
140.5 |
1.1% |
13,290.5 |
Low |
12,921.0 |
13,066.0 |
145.0 |
1.1% |
12,597.5 |
Close |
13,092.5 |
13,158.0 |
65.5 |
0.5% |
13,092.5 |
Range |
213.5 |
209.0 |
-4.5 |
-2.1% |
693.0 |
ATR |
326.6 |
318.2 |
-8.4 |
-2.6% |
0.0 |
Volume |
64,034 |
74,080 |
10,046 |
15.7% |
448,323 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,793.3 |
13,684.7 |
13,273.0 |
|
R3 |
13,584.3 |
13,475.7 |
13,215.5 |
|
R2 |
13,375.3 |
13,375.3 |
13,196.3 |
|
R1 |
13,266.7 |
13,266.7 |
13,177.2 |
13,216.5 |
PP |
13,166.3 |
13,166.3 |
13,166.3 |
13,141.3 |
S1 |
13,057.7 |
13,057.7 |
13,138.8 |
13,007.5 |
S2 |
12,957.3 |
12,957.3 |
13,119.7 |
|
S3 |
12,748.3 |
12,848.7 |
13,100.5 |
|
S4 |
12,539.3 |
12,639.7 |
13,043.1 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,072.5 |
14,775.5 |
13,473.7 |
|
R3 |
14,379.5 |
14,082.5 |
13,283.1 |
|
R2 |
13,686.5 |
13,686.5 |
13,219.6 |
|
R1 |
13,389.5 |
13,389.5 |
13,156.0 |
13,538.0 |
PP |
12,993.5 |
12,993.5 |
12,993.5 |
13,067.8 |
S1 |
12,696.5 |
12,696.5 |
13,029.0 |
12,845.0 |
S2 |
12,300.5 |
12,300.5 |
12,965.5 |
|
S3 |
11,607.5 |
12,003.5 |
12,901.9 |
|
S4 |
10,914.5 |
11,310.5 |
12,711.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,275.0 |
12,865.5 |
409.5 |
3.1% |
246.1 |
1.9% |
71% |
True |
False |
76,088 |
10 |
13,290.5 |
11,772.5 |
1,518.0 |
11.5% |
344.7 |
2.6% |
91% |
False |
False |
86,187 |
20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.0% |
330.8 |
2.5% |
93% |
False |
False |
95,126 |
40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.0% |
276.4 |
2.1% |
93% |
False |
False |
85,225 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
270.1 |
2.1% |
87% |
False |
False |
62,619 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
251.4 |
1.9% |
87% |
False |
False |
46,985 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
234.1 |
1.8% |
87% |
False |
False |
37,603 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
234.8 |
1.8% |
87% |
False |
False |
31,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,163.3 |
2.618 |
13,822.2 |
1.618 |
13,613.2 |
1.000 |
13,484.0 |
0.618 |
13,404.2 |
HIGH |
13,275.0 |
0.618 |
13,195.2 |
0.500 |
13,170.5 |
0.382 |
13,145.8 |
LOW |
13,066.0 |
0.618 |
12,936.8 |
1.000 |
12,857.0 |
1.618 |
12,727.8 |
2.618 |
12,518.8 |
4.250 |
12,177.8 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,170.5 |
13,138.0 |
PP |
13,166.3 |
13,118.0 |
S1 |
13,162.2 |
13,098.0 |
|