Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
13,140.5 |
13,110.0 |
-30.5 |
-0.2% |
12,597.5 |
High |
13,162.0 |
13,207.0 |
45.0 |
0.3% |
13,290.5 |
Low |
13,041.5 |
13,065.5 |
24.0 |
0.2% |
12,597.5 |
Close |
13,124.0 |
13,194.0 |
70.0 |
0.5% |
13,092.5 |
Range |
120.5 |
141.5 |
21.0 |
17.4% |
693.0 |
ATR |
304.1 |
292.5 |
-11.6 |
-3.8% |
0.0 |
Volume |
56,793 |
58,965 |
2,172 |
3.8% |
448,323 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,580.0 |
13,528.5 |
13,271.8 |
|
R3 |
13,438.5 |
13,387.0 |
13,232.9 |
|
R2 |
13,297.0 |
13,297.0 |
13,219.9 |
|
R1 |
13,245.5 |
13,245.5 |
13,207.0 |
13,271.3 |
PP |
13,155.5 |
13,155.5 |
13,155.5 |
13,168.4 |
S1 |
13,104.0 |
13,104.0 |
13,181.0 |
13,129.8 |
S2 |
13,014.0 |
13,014.0 |
13,168.1 |
|
S3 |
12,872.5 |
12,962.5 |
13,155.1 |
|
S4 |
12,731.0 |
12,821.0 |
13,116.2 |
|
|
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% |
195.6 |
1.5% |
77% |
False |
False |
65,019 |
10 |
13,290.5 |
12,245.5 |
1,045.0 |
7.9% |
275.0 |
2.1% |
91% |
False |
False |
78,389 |
20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.0% |
322.9 |
2.4% |
95% |
False |
False |
92,430 |
40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.0% |
271.8 |
2.1% |
95% |
False |
False |
84,019 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
268.1 |
2.0% |
89% |
False |
False |
64,546 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
251.4 |
1.9% |
89% |
False |
False |
48,430 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
232.4 |
1.8% |
89% |
False |
False |
38,759 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.1% |
233.2 |
1.8% |
89% |
False |
False |
32,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,808.4 |
2.618 |
13,577.4 |
1.618 |
13,435.9 |
1.000 |
13,348.5 |
0.618 |
13,294.4 |
HIGH |
13,207.0 |
0.618 |
13,152.9 |
0.500 |
13,136.3 |
0.382 |
13,119.6 |
LOW |
13,065.5 |
0.618 |
12,978.1 |
1.000 |
12,924.0 |
1.618 |
12,836.6 |
2.618 |
12,695.1 |
4.250 |
12,464.1 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,174.8 |
13,182.1 |
PP |
13,155.5 |
13,170.2 |
S1 |
13,136.3 |
13,158.3 |
|