| 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 |
11,632.25 |
11,898.50 |
266.25 |
2.3% |
11,034.50 |
| High |
11,917.75 |
11,975.75 |
58.00 |
0.5% |
12,119.50 |
| Low |
11,575.25 |
11,775.75 |
200.50 |
1.7% |
10,942.25 |
| Close |
11,886.00 |
11,820.00 |
-66.00 |
-0.6% |
12,075.00 |
| Range |
342.50 |
200.00 |
-142.50 |
-41.6% |
1,177.25 |
| ATR |
336.60 |
326.85 |
-9.76 |
-2.9% |
0.00 |
| Volume |
546,218 |
554,930 |
8,712 |
1.6% |
3,085,690 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,457.25 |
12,338.50 |
11,930.00 |
|
| R3 |
12,257.25 |
12,138.50 |
11,875.00 |
|
| R2 |
12,057.25 |
12,057.25 |
11,856.75 |
|
| R1 |
11,938.50 |
11,938.50 |
11,838.25 |
11,898.00 |
| PP |
11,857.25 |
11,857.25 |
11,857.25 |
11,836.75 |
| S1 |
11,738.50 |
11,738.50 |
11,801.75 |
11,698.00 |
| S2 |
11,657.25 |
11,657.25 |
11,783.25 |
|
| S3 |
11,457.25 |
11,538.50 |
11,765.00 |
|
| S4 |
11,257.25 |
11,338.50 |
11,710.00 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,244.00 |
14,836.75 |
12,722.50 |
|
| R3 |
14,066.75 |
13,659.50 |
12,398.75 |
|
| R2 |
12,889.50 |
12,889.50 |
12,290.75 |
|
| R1 |
12,482.25 |
12,482.25 |
12,183.00 |
12,686.00 |
| PP |
11,712.25 |
11,712.25 |
11,712.25 |
11,814.00 |
| S1 |
11,305.00 |
11,305.00 |
11,967.00 |
11,508.50 |
| S2 |
10,535.00 |
10,535.00 |
11,859.25 |
|
| S3 |
9,357.75 |
10,127.75 |
11,751.25 |
|
| S4 |
8,180.50 |
8,950.50 |
11,427.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,408.75 |
11,503.25 |
905.50 |
7.7% |
355.50 |
3.0% |
35% |
False |
False |
644,009 |
| 10 |
12,408.75 |
10,942.25 |
1,466.50 |
12.4% |
363.00 |
3.1% |
60% |
False |
False |
655,523 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.4% |
310.50 |
2.6% |
60% |
False |
False |
629,722 |
| 40 |
12,408.75 |
10,656.50 |
1,752.25 |
14.8% |
306.00 |
2.6% |
66% |
False |
False |
619,063 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.2% |
316.25 |
2.7% |
65% |
False |
False |
463,263 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
18.3% |
293.00 |
2.5% |
71% |
False |
False |
347,595 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
23.1% |
284.50 |
2.4% |
77% |
False |
False |
278,188 |
| 120 |
12,448.75 |
9,168.00 |
3,280.75 |
27.8% |
273.25 |
2.3% |
81% |
False |
False |
231,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,825.75 |
|
2.618 |
12,499.25 |
|
1.618 |
12,299.25 |
|
1.000 |
12,175.75 |
|
0.618 |
12,099.25 |
|
HIGH |
11,975.75 |
|
0.618 |
11,899.25 |
|
0.500 |
11,875.75 |
|
0.382 |
11,852.25 |
|
LOW |
11,775.75 |
|
0.618 |
11,652.25 |
|
1.000 |
11,575.75 |
|
1.618 |
11,452.25 |
|
2.618 |
11,252.25 |
|
4.250 |
10,925.75 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,875.75 |
11,793.25 |
| PP |
11,857.25 |
11,766.25 |
| S1 |
11,838.50 |
11,739.50 |
|