Trading Metrics calculated at close of trading on 17-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
13,166.5 |
13,140.5 |
-26.0 |
-0.2% |
12,597.5 |
High |
13,275.0 |
13,162.0 |
-113.0 |
-0.9% |
13,290.5 |
Low |
13,066.0 |
13,041.5 |
-24.5 |
-0.2% |
12,597.5 |
Close |
13,158.0 |
13,124.0 |
-34.0 |
-0.3% |
13,092.5 |
Range |
209.0 |
120.5 |
-88.5 |
-42.3% |
693.0 |
ATR |
318.2 |
304.1 |
-14.1 |
-4.4% |
0.0 |
Volume |
74,080 |
56,793 |
-17,287 |
-23.3% |
448,323 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,470.7 |
13,417.8 |
13,190.3 |
|
R3 |
13,350.2 |
13,297.3 |
13,157.1 |
|
R2 |
13,229.7 |
13,229.7 |
13,146.1 |
|
R1 |
13,176.8 |
13,176.8 |
13,135.0 |
13,143.0 |
PP |
13,109.2 |
13,109.2 |
13,109.2 |
13,092.3 |
S1 |
13,056.3 |
13,056.3 |
13,113.0 |
13,022.5 |
S2 |
12,988.7 |
12,988.7 |
13,101.9 |
|
S3 |
12,868.2 |
12,935.8 |
13,090.9 |
|
S4 |
12,747.7 |
12,815.3 |
13,057.7 |
|
|
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 |
12,921.0 |
354.0 |
2.7% |
196.8 |
1.5% |
57% |
False |
False |
67,229 |
10 |
13,290.5 |
11,772.5 |
1,518.0 |
11.6% |
319.2 |
2.4% |
89% |
False |
False |
83,303 |
20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
330.1 |
2.5% |
92% |
False |
False |
94,242 |
40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
275.8 |
2.1% |
92% |
False |
False |
84,592 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
269.3 |
2.1% |
85% |
False |
False |
63,564 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
250.8 |
1.9% |
85% |
False |
False |
47,694 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
233.2 |
1.8% |
85% |
False |
False |
38,170 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
234.4 |
1.8% |
85% |
False |
False |
31,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,674.1 |
2.618 |
13,477.5 |
1.618 |
13,357.0 |
1.000 |
13,282.5 |
0.618 |
13,236.5 |
HIGH |
13,162.0 |
0.618 |
13,116.0 |
0.500 |
13,101.8 |
0.382 |
13,087.5 |
LOW |
13,041.5 |
0.618 |
12,967.0 |
1.000 |
12,921.0 |
1.618 |
12,846.5 |
2.618 |
12,726.0 |
4.250 |
12,529.4 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,116.6 |
13,115.3 |
PP |
13,109.2 |
13,106.7 |
S1 |
13,101.8 |
13,098.0 |
|