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 |
1,865.10 |
1,876.34 |
11.24 |
0.6% |
1,951.13 |
High |
1,882.09 |
1,894.64 |
12.55 |
0.7% |
1,964.66 |
Low |
1,862.64 |
1,874.46 |
11.82 |
0.6% |
1,853.00 |
Close |
1,876.34 |
1,888.95 |
12.61 |
0.7% |
1,888.95 |
Range |
19.45 |
20.18 |
0.73 |
3.8% |
111.66 |
ATR |
30.43 |
29.70 |
-0.73 |
-2.4% |
0.00 |
Volume |
6,816 |
7,015 |
199 |
2.9% |
33,645 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,946.56 |
1,937.93 |
1,900.05 |
|
R3 |
1,926.38 |
1,917.75 |
1,894.50 |
|
R2 |
1,906.20 |
1,906.20 |
1,892.65 |
|
R1 |
1,897.57 |
1,897.57 |
1,890.80 |
1,901.89 |
PP |
1,886.02 |
1,886.02 |
1,886.02 |
1,888.17 |
S1 |
1,877.39 |
1,877.39 |
1,887.10 |
1,881.71 |
S2 |
1,865.84 |
1,865.84 |
1,885.25 |
|
S3 |
1,845.66 |
1,857.21 |
1,883.40 |
|
S4 |
1,825.48 |
1,837.03 |
1,877.85 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,237.18 |
2,174.73 |
1,950.36 |
|
R3 |
2,125.52 |
2,063.07 |
1,919.66 |
|
R2 |
2,013.86 |
2,013.86 |
1,909.42 |
|
R1 |
1,951.41 |
1,951.41 |
1,899.19 |
1,926.81 |
PP |
1,902.20 |
1,902.20 |
1,902.20 |
1,889.90 |
S1 |
1,839.75 |
1,839.75 |
1,878.71 |
1,815.15 |
S2 |
1,790.54 |
1,790.54 |
1,868.48 |
|
S3 |
1,678.88 |
1,728.09 |
1,858.24 |
|
S4 |
1,567.22 |
1,616.43 |
1,827.54 |
|
|
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 |
5.9% |
41.06 |
2.2% |
32% |
False |
False |
6,729 |
10 |
1,964.66 |
1,853.00 |
111.66 |
5.9% |
34.90 |
1.8% |
32% |
False |
False |
6,716 |
20 |
1,964.66 |
1,853.00 |
111.66 |
5.9% |
28.38 |
1.5% |
32% |
False |
False |
7,037 |
40 |
1,964.66 |
1,849.22 |
115.44 |
6.1% |
28.14 |
1.5% |
34% |
False |
False |
6,798 |
60 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
28.02 |
1.5% |
28% |
False |
False |
6,911 |
80 |
2,070.48 |
1,849.22 |
221.26 |
11.7% |
32.70 |
1.7% |
18% |
False |
False |
6,743 |
100 |
2,070.48 |
1,759.10 |
311.38 |
16.5% |
29.85 |
1.6% |
42% |
False |
False |
6,723 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.1% |
28.67 |
1.5% |
54% |
False |
False |
6,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.41 |
2.618 |
1,947.47 |
1.618 |
1,927.29 |
1.000 |
1,914.82 |
0.618 |
1,907.11 |
HIGH |
1,894.64 |
0.618 |
1,886.93 |
0.500 |
1,884.55 |
0.382 |
1,882.17 |
LOW |
1,874.46 |
0.618 |
1,861.99 |
1.000 |
1,854.28 |
1.618 |
1,841.81 |
2.618 |
1,821.63 |
4.250 |
1,788.70 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,887.48 |
1,884.64 |
PP |
1,886.02 |
1,880.34 |
S1 |
1,884.55 |
1,876.03 |
|