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 |
1,876.72 |
1,865.10 |
-11.62 |
-0.6% |
1,883.87 |
High |
1,883.28 |
1,882.09 |
-1.19 |
-0.1% |
1,959.36 |
Low |
1,857.42 |
1,862.64 |
5.22 |
0.3% |
1,874.05 |
Close |
1,865.14 |
1,876.34 |
11.20 |
0.6% |
1,950.95 |
Range |
25.86 |
19.45 |
-6.41 |
-24.8% |
85.31 |
ATR |
31.27 |
30.43 |
-0.84 |
-2.7% |
0.00 |
Volume |
6,700 |
6,816 |
116 |
1.7% |
33,524 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.04 |
1,923.64 |
1,887.04 |
|
R3 |
1,912.59 |
1,904.19 |
1,881.69 |
|
R2 |
1,893.14 |
1,893.14 |
1,879.91 |
|
R1 |
1,884.74 |
1,884.74 |
1,878.12 |
1,888.94 |
PP |
1,873.69 |
1,873.69 |
1,873.69 |
1,875.79 |
S1 |
1,865.29 |
1,865.29 |
1,874.56 |
1,869.49 |
S2 |
1,854.24 |
1,854.24 |
1,872.77 |
|
S3 |
1,834.79 |
1,845.84 |
1,870.99 |
|
S4 |
1,815.34 |
1,826.39 |
1,865.64 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,184.05 |
2,152.81 |
1,997.87 |
|
R3 |
2,098.74 |
2,067.50 |
1,974.41 |
|
R2 |
2,013.43 |
2,013.43 |
1,966.59 |
|
R1 |
1,982.19 |
1,982.19 |
1,958.77 |
1,997.81 |
PP |
1,928.12 |
1,928.12 |
1,928.12 |
1,935.93 |
S1 |
1,896.88 |
1,896.88 |
1,943.13 |
1,912.50 |
S2 |
1,842.81 |
1,842.81 |
1,935.31 |
|
S3 |
1,757.50 |
1,811.57 |
1,927.49 |
|
S4 |
1,672.19 |
1,726.26 |
1,904.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
41.67 |
2.2% |
21% |
False |
False |
6,671 |
10 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
35.18 |
1.9% |
21% |
False |
False |
6,699 |
20 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
28.10 |
1.5% |
21% |
False |
False |
7,023 |
40 |
1,964.66 |
1,849.22 |
115.44 |
6.2% |
28.03 |
1.5% |
23% |
False |
False |
6,801 |
60 |
1,991.22 |
1,849.22 |
142.00 |
7.6% |
28.35 |
1.5% |
19% |
False |
False |
6,898 |
80 |
2,070.48 |
1,849.22 |
221.26 |
11.8% |
32.72 |
1.7% |
12% |
False |
False |
6,742 |
100 |
2,070.48 |
1,748.41 |
322.07 |
17.2% |
29.88 |
1.6% |
40% |
False |
False |
6,715 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.2% |
28.68 |
1.5% |
51% |
False |
False |
6,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.75 |
2.618 |
1,933.01 |
1.618 |
1,913.56 |
1.000 |
1,901.54 |
0.618 |
1,894.11 |
HIGH |
1,882.09 |
0.618 |
1,874.66 |
0.500 |
1,872.37 |
0.382 |
1,870.07 |
LOW |
1,862.64 |
0.618 |
1,850.62 |
1.000 |
1,843.19 |
1.618 |
1,831.17 |
2.618 |
1,811.72 |
4.250 |
1,779.98 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,875.02 |
1,875.26 |
PP |
1,873.69 |
1,874.17 |
S1 |
1,872.37 |
1,873.09 |
|