| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
11,857.00 |
11,957.25 |
100.25 |
0.8% |
12,139.25 |
| High |
11,952.75 |
12,065.00 |
112.25 |
0.9% |
12,408.75 |
| Low |
11,801.75 |
11,851.75 |
50.00 |
0.4% |
11,503.25 |
| Close |
11,933.50 |
12,005.00 |
71.50 |
0.6% |
11,933.50 |
| Range |
151.00 |
213.25 |
62.25 |
41.2% |
905.50 |
| ATR |
314.29 |
307.07 |
-7.22 |
-2.3% |
0.00 |
| Volume |
445,512 |
471,101 |
25,589 |
5.7% |
3,113,074 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,613.75 |
12,522.50 |
12,122.25 |
|
| R3 |
12,400.50 |
12,309.25 |
12,063.75 |
|
| R2 |
12,187.25 |
12,187.25 |
12,044.00 |
|
| R1 |
12,096.00 |
12,096.00 |
12,024.50 |
12,141.50 |
| PP |
11,974.00 |
11,974.00 |
11,974.00 |
11,996.75 |
| S1 |
11,882.75 |
11,882.75 |
11,985.50 |
11,928.50 |
| S2 |
11,760.75 |
11,760.75 |
11,966.00 |
|
| S3 |
11,547.50 |
11,669.50 |
11,946.25 |
|
| S4 |
11,334.25 |
11,456.25 |
11,887.75 |
|
|
| 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 |
12,065.00 |
11,503.25 |
561.75 |
4.7% |
261.00 |
2.2% |
89% |
True |
False |
570,458 |
| 10 |
12,408.75 |
11,064.50 |
1,344.25 |
11.2% |
338.75 |
2.8% |
70% |
False |
False |
606,721 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.2% |
299.25 |
2.5% |
72% |
False |
False |
618,041 |
| 40 |
12,408.75 |
10,660.25 |
1,748.50 |
14.6% |
295.75 |
2.5% |
77% |
False |
False |
603,771 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
14.9% |
315.00 |
2.6% |
75% |
False |
False |
478,505 |
| 80 |
12,448.75 |
10,397.50 |
2,051.25 |
17.1% |
288.50 |
2.4% |
78% |
False |
False |
359,031 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
22.7% |
282.75 |
2.4% |
84% |
False |
False |
287,342 |
| 120 |
12,448.75 |
9,371.25 |
3,077.50 |
25.6% |
272.00 |
2.3% |
86% |
False |
False |
239,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,971.25 |
|
2.618 |
12,623.25 |
|
1.618 |
12,410.00 |
|
1.000 |
12,278.25 |
|
0.618 |
12,196.75 |
|
HIGH |
12,065.00 |
|
0.618 |
11,983.50 |
|
0.500 |
11,958.50 |
|
0.382 |
11,933.25 |
|
LOW |
11,851.75 |
|
0.618 |
11,720.00 |
|
1.000 |
11,638.50 |
|
1.618 |
11,506.75 |
|
2.618 |
11,293.50 |
|
4.250 |
10,945.50 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,989.50 |
11,976.75 |
| PP |
11,974.00 |
11,948.50 |
| S1 |
11,958.50 |
11,920.50 |
|