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 |
1,878.6 |
1,886.8 |
8.2 |
0.4% |
1,969.2 |
High |
1,894.0 |
1,906.6 |
12.6 |
0.7% |
1,978.2 |
Low |
1,872.8 |
1,886.0 |
13.2 |
0.7% |
1,859.6 |
Close |
1,885.4 |
1,898.3 |
12.9 |
0.7% |
1,898.3 |
Range |
21.2 |
20.6 |
-0.6 |
-2.8% |
118.6 |
ATR |
33.6 |
32.7 |
-0.9 |
-2.6% |
0.0 |
Volume |
5,420 |
3,653 |
-1,767 |
-32.6% |
40,943 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,958.8 |
1,949.1 |
1,909.6 |
|
R3 |
1,938.2 |
1,928.5 |
1,904.0 |
|
R2 |
1,917.6 |
1,917.6 |
1,902.1 |
|
R1 |
1,907.9 |
1,907.9 |
1,900.2 |
1,912.8 |
PP |
1,897.0 |
1,897.0 |
1,897.0 |
1,899.4 |
S1 |
1,887.3 |
1,887.3 |
1,896.4 |
1,892.2 |
S2 |
1,876.4 |
1,876.4 |
1,894.5 |
|
S3 |
1,855.8 |
1,866.7 |
1,892.6 |
|
S4 |
1,835.2 |
1,846.1 |
1,887.0 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,267.8 |
2,201.7 |
1,963.5 |
|
R3 |
2,149.2 |
2,083.1 |
1,930.9 |
|
R2 |
2,030.6 |
2,030.6 |
1,920.0 |
|
R1 |
1,964.5 |
1,964.5 |
1,909.2 |
1,938.3 |
PP |
1,912.0 |
1,912.0 |
1,912.0 |
1,898.9 |
S1 |
1,845.9 |
1,845.9 |
1,887.4 |
1,819.7 |
S2 |
1,793.4 |
1,793.4 |
1,876.6 |
|
S3 |
1,674.8 |
1,727.3 |
1,865.7 |
|
S4 |
1,556.2 |
1,608.7 |
1,833.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,978.2 |
1,859.6 |
118.6 |
6.2% |
43.0 |
2.3% |
33% |
False |
False |
8,188 |
10 |
1,978.2 |
1,859.6 |
118.6 |
6.2% |
36.7 |
1.9% |
33% |
False |
False |
6,737 |
20 |
1,978.2 |
1,859.6 |
118.6 |
6.2% |
30.3 |
1.6% |
33% |
False |
False |
4,296 |
40 |
1,978.2 |
1,859.6 |
118.6 |
6.2% |
30.3 |
1.6% |
33% |
False |
False |
3,145 |
60 |
2,011.6 |
1,859.6 |
152.0 |
8.0% |
30.9 |
1.6% |
25% |
False |
False |
2,434 |
80 |
2,107.6 |
1,859.6 |
248.0 |
13.1% |
35.4 |
1.9% |
16% |
False |
False |
2,359 |
100 |
2,107.6 |
1,785.3 |
322.3 |
17.0% |
31.8 |
1.7% |
35% |
False |
False |
2,021 |
120 |
2,107.6 |
1,704.6 |
403.0 |
21.2% |
28.7 |
1.5% |
48% |
False |
False |
1,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.2 |
2.618 |
1,960.5 |
1.618 |
1,939.9 |
1.000 |
1,927.2 |
0.618 |
1,919.3 |
HIGH |
1,906.6 |
0.618 |
1,898.7 |
0.500 |
1,896.3 |
0.382 |
1,893.9 |
LOW |
1,886.0 |
0.618 |
1,873.3 |
1.000 |
1,865.4 |
1.618 |
1,852.7 |
2.618 |
1,832.1 |
4.250 |
1,798.5 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,897.6 |
1,894.3 |
PP |
1,897.0 |
1,890.3 |
S1 |
1,896.3 |
1,886.4 |
|