| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
11,898.50 |
11,857.00 |
-41.50 |
-0.3% |
12,139.25 |
| High |
11,975.75 |
11,952.75 |
-23.00 |
-0.2% |
12,408.75 |
| Low |
11,775.75 |
11,801.75 |
26.00 |
0.2% |
11,503.25 |
| Close |
11,820.00 |
11,933.50 |
113.50 |
1.0% |
11,933.50 |
| Range |
200.00 |
151.00 |
-49.00 |
-24.5% |
905.50 |
| ATR |
326.85 |
314.29 |
-12.56 |
-3.8% |
0.00 |
| Volume |
554,930 |
445,512 |
-109,418 |
-19.7% |
3,113,074 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,349.00 |
12,292.25 |
12,016.50 |
|
| R3 |
12,198.00 |
12,141.25 |
11,975.00 |
|
| R2 |
12,047.00 |
12,047.00 |
11,961.25 |
|
| R1 |
11,990.25 |
11,990.25 |
11,947.25 |
12,018.50 |
| PP |
11,896.00 |
11,896.00 |
11,896.00 |
11,910.25 |
| S1 |
11,839.25 |
11,839.25 |
11,919.75 |
11,867.50 |
| S2 |
11,745.00 |
11,745.00 |
11,905.75 |
|
| S3 |
11,594.00 |
11,688.25 |
11,892.00 |
|
| S4 |
11,443.00 |
11,537.25 |
11,850.50 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,665.00 |
14,204.75 |
12,431.50 |
|
| R3 |
13,759.50 |
13,299.25 |
12,182.50 |
|
| R2 |
12,854.00 |
12,854.00 |
12,099.50 |
|
| R1 |
12,393.75 |
12,393.75 |
12,016.50 |
12,171.00 |
| PP |
11,948.50 |
11,948.50 |
11,948.50 |
11,837.25 |
| S1 |
11,488.25 |
11,488.25 |
11,850.50 |
11,265.50 |
| S2 |
11,043.00 |
11,043.00 |
11,767.50 |
|
| S3 |
10,137.50 |
10,582.75 |
11,684.50 |
|
| S4 |
9,232.00 |
9,677.25 |
11,435.50 |
|
|
| 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 |
7.6% |
337.75 |
2.8% |
48% |
False |
False |
622,614 |
| 10 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
344.25 |
2.9% |
68% |
False |
False |
619,876 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
306.75 |
2.6% |
68% |
False |
False |
625,646 |
| 40 |
12,408.75 |
10,656.50 |
1,752.25 |
14.7% |
299.25 |
2.5% |
73% |
False |
False |
610,193 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.0% |
314.25 |
2.6% |
71% |
False |
False |
470,676 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
18.1% |
289.50 |
2.4% |
76% |
False |
False |
353,154 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
22.9% |
282.75 |
2.4% |
81% |
False |
False |
282,636 |
| 120 |
12,448.75 |
9,319.00 |
3,129.75 |
26.2% |
271.75 |
2.3% |
84% |
False |
False |
235,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,594.50 |
|
2.618 |
12,348.00 |
|
1.618 |
12,197.00 |
|
1.000 |
12,103.75 |
|
0.618 |
12,046.00 |
|
HIGH |
11,952.75 |
|
0.618 |
11,895.00 |
|
0.500 |
11,877.25 |
|
0.382 |
11,859.50 |
|
LOW |
11,801.75 |
|
0.618 |
11,708.50 |
|
1.000 |
11,650.75 |
|
1.618 |
11,557.50 |
|
2.618 |
11,406.50 |
|
4.250 |
11,160.00 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,914.75 |
11,880.75 |
| PP |
11,896.00 |
11,828.25 |
| S1 |
11,877.25 |
11,775.50 |
|