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 |
11,924.15 |
11,910.62 |
-13.53 |
-0.1% |
12,194.71 |
High |
11,976.89 |
11,957.09 |
-19.80 |
-0.2% |
12,267.42 |
Low |
11,786.09 |
11,808.95 |
22.86 |
0.2% |
11,512.46 |
Close |
11,827.14 |
11,937.84 |
110.70 |
0.9% |
11,937.84 |
Range |
190.80 |
148.14 |
-42.66 |
-22.4% |
754.96 |
ATR |
291.10 |
280.89 |
-10.21 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,345.71 |
12,289.92 |
12,019.32 |
|
R3 |
12,197.57 |
12,141.78 |
11,978.58 |
|
R2 |
12,049.43 |
12,049.43 |
11,965.00 |
|
R1 |
11,993.64 |
11,993.64 |
11,951.42 |
12,021.54 |
PP |
11,901.29 |
11,901.29 |
11,901.29 |
11,915.24 |
S1 |
11,845.50 |
11,845.50 |
11,924.26 |
11,873.40 |
S2 |
11,753.15 |
11,753.15 |
11,910.68 |
|
S3 |
11,605.01 |
11,697.36 |
11,897.10 |
|
S4 |
11,456.87 |
11,549.22 |
11,856.36 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,170.79 |
13,809.27 |
12,353.07 |
|
R3 |
13,415.83 |
13,054.31 |
12,145.45 |
|
R2 |
12,660.87 |
12,660.87 |
12,076.25 |
|
R1 |
12,299.35 |
12,299.35 |
12,007.04 |
12,102.63 |
PP |
11,905.91 |
11,905.91 |
11,905.91 |
11,807.55 |
S1 |
11,544.39 |
11,544.39 |
11,868.64 |
11,347.67 |
S2 |
11,150.95 |
11,150.95 |
11,799.43 |
|
S3 |
10,395.99 |
10,789.43 |
11,730.23 |
|
S4 |
9,641.03 |
10,034.47 |
11,522.61 |
|
|
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% |
245.48 |
2.1% |
56% |
False |
False |
|
10 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
236.88 |
2.0% |
75% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
238.28 |
2.0% |
75% |
False |
False |
|
40 |
12,267.42 |
10,677.85 |
1,589.57 |
13.3% |
225.50 |
1.9% |
79% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.8% |
240.50 |
2.0% |
72% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
17.8% |
220.47 |
1.8% |
76% |
False |
False |
|
100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.6% |
220.90 |
1.9% |
81% |
False |
False |
|
120 |
12,439.48 |
9,379.93 |
3,059.55 |
25.6% |
214.69 |
1.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,586.69 |
2.618 |
12,344.92 |
1.618 |
12,196.78 |
1.000 |
12,105.23 |
0.618 |
12,048.64 |
HIGH |
11,957.09 |
0.618 |
11,900.50 |
0.500 |
11,883.02 |
0.382 |
11,865.54 |
LOW |
11,808.95 |
0.618 |
11,717.40 |
1.000 |
11,660.81 |
1.618 |
11,569.26 |
2.618 |
11,421.12 |
4.250 |
11,179.36 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,919.57 |
11,907.10 |
PP |
11,901.29 |
11,876.35 |
S1 |
11,883.02 |
11,845.61 |
|