Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
12,194.71 |
11,710.06 |
-484.65 |
-4.0% |
11,152.48 |
High |
12,267.42 |
11,761.95 |
-505.47 |
-4.1% |
12,117.04 |
Low |
11,818.24 |
11,512.46 |
-305.78 |
-2.6% |
10,957.11 |
Close |
11,830.39 |
11,624.29 |
-206.10 |
-1.7% |
12,091.35 |
Range |
449.18 |
249.49 |
-199.69 |
-44.5% |
1,159.93 |
ATR |
298.92 |
300.28 |
1.36 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,381.37 |
12,252.32 |
11,761.51 |
|
R3 |
12,131.88 |
12,002.83 |
11,692.90 |
|
R2 |
11,882.39 |
11,882.39 |
11,670.03 |
|
R1 |
11,753.34 |
11,753.34 |
11,647.16 |
11,693.12 |
PP |
11,632.90 |
11,632.90 |
11,632.90 |
11,602.79 |
S1 |
11,503.85 |
11,503.85 |
11,601.42 |
11,443.63 |
S2 |
11,383.41 |
11,383.41 |
11,578.55 |
|
S3 |
11,133.92 |
11,254.36 |
11,555.68 |
|
S4 |
10,884.43 |
11,004.87 |
11,487.07 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,201.62 |
14,806.42 |
12,729.31 |
|
R3 |
14,041.69 |
13,646.49 |
12,410.33 |
|
R2 |
12,881.76 |
12,881.76 |
12,304.00 |
|
R1 |
12,486.56 |
12,486.56 |
12,197.68 |
12,684.16 |
PP |
11,721.83 |
11,721.83 |
11,721.83 |
11,820.64 |
S1 |
11,326.63 |
11,326.63 |
11,985.02 |
11,524.23 |
S2 |
10,561.90 |
10,561.90 |
11,878.70 |
|
S3 |
9,401.97 |
10,166.70 |
11,772.37 |
|
S4 |
8,242.04 |
9,006.77 |
11,453.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,267.42 |
11,512.46 |
754.96 |
6.5% |
266.83 |
2.3% |
15% |
False |
True |
|
10 |
12,267.42 |
10,957.11 |
1,310.31 |
11.3% |
273.92 |
2.4% |
51% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
11.3% |
242.78 |
2.1% |
51% |
False |
False |
|
40 |
12,267.42 |
10,677.85 |
1,589.57 |
13.7% |
233.55 |
2.0% |
60% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.2% |
240.15 |
2.1% |
54% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.3% |
222.67 |
1.9% |
62% |
False |
False |
|
100 |
12,439.48 |
9,742.89 |
2,696.59 |
23.2% |
221.30 |
1.9% |
70% |
False |
False |
|
120 |
12,439.48 |
9,182.45 |
3,257.03 |
28.0% |
214.87 |
1.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,822.28 |
2.618 |
12,415.11 |
1.618 |
12,165.62 |
1.000 |
12,011.44 |
0.618 |
11,916.13 |
HIGH |
11,761.95 |
0.618 |
11,666.64 |
0.500 |
11,637.21 |
0.382 |
11,607.77 |
LOW |
11,512.46 |
0.618 |
11,358.28 |
1.000 |
11,262.97 |
1.618 |
11,108.79 |
2.618 |
10,859.30 |
4.250 |
10,452.13 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,637.21 |
11,889.94 |
PP |
11,632.90 |
11,801.39 |
S1 |
11,628.60 |
11,712.84 |
|