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 |
11,734.81 |
11,924.15 |
189.34 |
1.6% |
11,152.48 |
High |
11,904.13 |
11,976.89 |
72.76 |
0.6% |
12,117.04 |
Low |
11,714.32 |
11,786.09 |
71.77 |
0.6% |
10,957.11 |
Close |
11,892.93 |
11,827.14 |
-65.79 |
-0.6% |
12,091.35 |
Range |
189.81 |
190.80 |
0.99 |
0.5% |
1,159.93 |
ATR |
298.82 |
291.10 |
-7.72 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,435.77 |
12,322.26 |
11,932.08 |
|
R3 |
12,244.97 |
12,131.46 |
11,879.61 |
|
R2 |
12,054.17 |
12,054.17 |
11,862.12 |
|
R1 |
11,940.66 |
11,940.66 |
11,844.63 |
11,902.02 |
PP |
11,863.37 |
11,863.37 |
11,863.37 |
11,844.05 |
S1 |
11,749.86 |
11,749.86 |
11,809.65 |
11,711.22 |
S2 |
11,672.57 |
11,672.57 |
11,792.16 |
|
S3 |
11,481.77 |
11,559.06 |
11,774.67 |
|
S4 |
11,290.97 |
11,368.26 |
11,722.20 |
|
|
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 |
6.4% |
260.14 |
2.2% |
42% |
False |
False |
|
10 |
12,267.42 |
10,957.11 |
1,310.31 |
11.1% |
255.44 |
2.2% |
66% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
11.1% |
241.38 |
2.0% |
66% |
False |
False |
|
40 |
12,267.42 |
10,677.85 |
1,589.57 |
13.4% |
231.41 |
2.0% |
72% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.9% |
241.84 |
2.0% |
65% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.0% |
223.04 |
1.9% |
71% |
False |
False |
|
100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.8% |
222.31 |
1.9% |
77% |
False |
False |
|
120 |
12,439.48 |
9,182.45 |
3,257.03 |
27.5% |
215.65 |
1.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,787.79 |
2.618 |
12,476.40 |
1.618 |
12,285.60 |
1.000 |
12,167.69 |
0.618 |
12,094.80 |
HIGH |
11,976.89 |
0.618 |
11,904.00 |
0.500 |
11,881.49 |
0.382 |
11,858.98 |
LOW |
11,786.09 |
0.618 |
11,668.18 |
1.000 |
11,595.29 |
1.618 |
11,477.38 |
2.618 |
11,286.58 |
4.250 |
10,975.19 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,881.49 |
11,799.65 |
PP |
11,863.37 |
11,772.16 |
S1 |
11,845.26 |
11,744.68 |
|