Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
11,710.06 |
11,734.81 |
24.75 |
0.2% |
11,152.48 |
High |
11,761.95 |
11,904.13 |
142.18 |
1.2% |
12,117.04 |
Low |
11,512.46 |
11,714.32 |
201.86 |
1.8% |
10,957.11 |
Close |
11,624.29 |
11,892.93 |
268.64 |
2.3% |
12,091.35 |
Range |
249.49 |
189.81 |
-59.68 |
-23.9% |
1,159.93 |
ATR |
300.28 |
298.82 |
-1.46 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,406.56 |
12,339.55 |
11,997.33 |
|
R3 |
12,216.75 |
12,149.74 |
11,945.13 |
|
R2 |
12,026.94 |
12,026.94 |
11,927.73 |
|
R1 |
11,959.93 |
11,959.93 |
11,910.33 |
11,993.44 |
PP |
11,837.13 |
11,837.13 |
11,837.13 |
11,853.88 |
S1 |
11,770.12 |
11,770.12 |
11,875.53 |
11,803.63 |
S2 |
11,647.32 |
11,647.32 |
11,858.13 |
|
S3 |
11,457.51 |
11,580.31 |
11,840.73 |
|
S4 |
11,267.70 |
11,390.50 |
11,788.53 |
|
|
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 |
6.3% |
248.48 |
2.1% |
50% |
False |
False |
|
10 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
264.39 |
2.2% |
71% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
239.99 |
2.0% |
71% |
False |
False |
|
40 |
12,267.42 |
10,677.85 |
1,589.57 |
13.4% |
232.22 |
2.0% |
76% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.8% |
240.95 |
2.0% |
69% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
17.9% |
222.33 |
1.9% |
74% |
False |
False |
|
100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.7% |
221.75 |
1.9% |
80% |
False |
False |
|
120 |
12,439.48 |
9,182.45 |
3,257.03 |
27.4% |
215.65 |
1.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,710.82 |
2.618 |
12,401.05 |
1.618 |
12,211.24 |
1.000 |
12,093.94 |
0.618 |
12,021.43 |
HIGH |
11,904.13 |
0.618 |
11,831.62 |
0.500 |
11,809.23 |
0.382 |
11,786.83 |
LOW |
11,714.32 |
0.618 |
11,597.02 |
1.000 |
11,524.51 |
1.618 |
11,407.21 |
2.618 |
11,217.40 |
4.250 |
10,907.63 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,865.03 |
11,891.93 |
PP |
11,837.13 |
11,890.94 |
S1 |
11,809.23 |
11,889.94 |
|