Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
13,110.0 |
13,089.0 |
-21.0 |
-0.2% |
12,597.5 |
High |
13,207.0 |
13,141.5 |
-65.5 |
-0.5% |
13,290.5 |
Low |
13,065.5 |
13,024.5 |
-41.0 |
-0.3% |
12,597.5 |
Close |
13,194.0 |
13,084.0 |
-110.0 |
-0.8% |
13,092.5 |
Range |
141.5 |
117.0 |
-24.5 |
-17.3% |
693.0 |
ATR |
292.5 |
283.7 |
-8.8 |
-3.0% |
0.0 |
Volume |
58,965 |
57,499 |
-1,466 |
-2.5% |
448,323 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,434.3 |
13,376.2 |
13,148.4 |
|
R3 |
13,317.3 |
13,259.2 |
13,116.2 |
|
R2 |
13,200.3 |
13,200.3 |
13,105.5 |
|
R1 |
13,142.2 |
13,142.2 |
13,094.7 |
13,112.8 |
PP |
13,083.3 |
13,083.3 |
13,083.3 |
13,068.6 |
S1 |
13,025.2 |
13,025.2 |
13,073.3 |
12,995.8 |
S2 |
12,966.3 |
12,966.3 |
13,062.6 |
|
S3 |
12,849.3 |
12,908.2 |
13,051.8 |
|
S4 |
12,732.3 |
12,791.2 |
13,019.7 |
|
|
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% |
160.3 |
1.2% |
46% |
False |
False |
62,274 |
10 |
13,290.5 |
12,358.5 |
932.0 |
7.1% |
253.0 |
1.9% |
78% |
False |
False |
76,776 |
20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
315.6 |
2.4% |
90% |
False |
False |
90,617 |
40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
268.7 |
2.1% |
90% |
False |
False |
83,108 |
60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
267.2 |
2.0% |
83% |
False |
False |
65,502 |
80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
245.8 |
1.9% |
83% |
False |
False |
49,146 |
100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
231.0 |
1.8% |
83% |
False |
False |
39,334 |
120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
233.3 |
1.8% |
83% |
False |
False |
32,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,638.8 |
2.618 |
13,447.8 |
1.618 |
13,330.8 |
1.000 |
13,258.5 |
0.618 |
13,213.8 |
HIGH |
13,141.5 |
0.618 |
13,096.8 |
0.500 |
13,083.0 |
0.382 |
13,069.2 |
LOW |
13,024.5 |
0.618 |
12,952.2 |
1.000 |
12,907.5 |
1.618 |
12,835.2 |
2.618 |
12,718.2 |
4.250 |
12,527.3 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,083.7 |
13,115.8 |
PP |
13,083.3 |
13,105.2 |
S1 |
13,083.0 |
13,094.6 |
|