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 |
29,360 |
29,366 |
6 |
0.0% |
26,372 |
High |
29,570 |
29,367 |
-203 |
-0.7% |
28,457 |
Low |
29,184 |
28,815 |
-369 |
-1.3% |
26,172 |
Close |
29,311 |
28,992 |
-319 |
-1.1% |
28,204 |
Range |
386 |
552 |
166 |
43.0% |
2,285 |
ATR |
679 |
670 |
-9 |
-1.3% |
0 |
Volume |
167,386 |
185,689 |
18,303 |
10.9% |
1,107,800 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,714 |
30,405 |
29,296 |
|
R3 |
30,162 |
29,853 |
29,144 |
|
R2 |
29,610 |
29,610 |
29,093 |
|
R1 |
29,301 |
29,301 |
29,043 |
29,180 |
PP |
29,058 |
29,058 |
29,058 |
28,997 |
S1 |
28,749 |
28,749 |
28,942 |
28,628 |
S2 |
28,506 |
28,506 |
28,891 |
|
S3 |
27,954 |
28,197 |
28,840 |
|
S4 |
27,402 |
27,645 |
28,689 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,466 |
33,620 |
29,461 |
|
R3 |
32,181 |
31,335 |
28,833 |
|
R2 |
29,896 |
29,896 |
28,623 |
|
R1 |
29,050 |
29,050 |
28,414 |
29,473 |
PP |
27,611 |
27,611 |
27,611 |
27,823 |
S1 |
26,765 |
26,765 |
27,995 |
27,188 |
S2 |
25,326 |
25,326 |
27,785 |
|
S3 |
23,041 |
24,480 |
27,576 |
|
S4 |
20,756 |
22,195 |
26,947 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,000 |
27,966 |
2,034 |
7.0% |
742 |
2.6% |
50% |
False |
False |
220,186 |
10 |
30,000 |
25,953 |
4,047 |
14.0% |
782 |
2.7% |
75% |
False |
False |
230,131 |
20 |
30,000 |
25,953 |
4,047 |
14.0% |
662 |
2.3% |
75% |
False |
False |
214,548 |
40 |
30,000 |
25,953 |
4,047 |
14.0% |
601 |
2.1% |
75% |
False |
False |
217,232 |
60 |
30,000 |
25,953 |
4,047 |
14.0% |
577 |
2.0% |
75% |
False |
False |
160,032 |
80 |
30,000 |
25,769 |
4,231 |
14.6% |
522 |
1.8% |
76% |
False |
False |
120,055 |
100 |
30,000 |
24,644 |
5,356 |
18.5% |
526 |
1.8% |
81% |
False |
False |
96,067 |
120 |
30,000 |
24,350 |
5,650 |
19.5% |
545 |
1.9% |
82% |
False |
False |
80,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,713 |
2.618 |
30,812 |
1.618 |
30,260 |
1.000 |
29,919 |
0.618 |
29,708 |
HIGH |
29,367 |
0.618 |
29,156 |
0.500 |
29,091 |
0.382 |
29,026 |
LOW |
28,815 |
0.618 |
28,474 |
1.000 |
28,263 |
1.618 |
27,922 |
2.618 |
27,370 |
4.250 |
26,469 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
29,091 |
29,176 |
PP |
29,058 |
29,114 |
S1 |
29,025 |
29,053 |
|