| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
11,910.62 |
11,913.24 |
2.62 |
0.0% |
12,194.71 |
| High |
11,957.09 |
12,035.50 |
78.41 |
0.7% |
12,267.42 |
| Low |
11,808.95 |
11,894.69 |
85.74 |
0.7% |
11,512.46 |
| Close |
11,937.84 |
12,013.38 |
75.54 |
0.6% |
11,937.84 |
| Range |
148.14 |
140.81 |
-7.33 |
-4.9% |
754.96 |
| ATR |
280.89 |
270.89 |
-10.01 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,403.62 |
12,349.31 |
12,090.83 |
|
| R3 |
12,262.81 |
12,208.50 |
12,052.10 |
|
| R2 |
12,122.00 |
12,122.00 |
12,039.20 |
|
| R1 |
12,067.69 |
12,067.69 |
12,026.29 |
12,094.85 |
| PP |
11,981.19 |
11,981.19 |
11,981.19 |
11,994.77 |
| S1 |
11,926.88 |
11,926.88 |
12,000.47 |
11,954.04 |
| S2 |
11,840.38 |
11,840.38 |
11,987.56 |
|
| S3 |
11,699.57 |
11,786.07 |
11,974.66 |
|
| S4 |
11,558.76 |
11,645.26 |
11,935.93 |
|
|
| 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 |
12,035.50 |
11,512.46 |
523.04 |
4.4% |
183.81 |
1.5% |
96% |
True |
False |
|
| 10 |
12,267.42 |
11,115.55 |
1,151.87 |
9.6% |
224.42 |
1.9% |
78% |
False |
False |
|
| 20 |
12,267.42 |
10,957.11 |
1,310.31 |
10.9% |
227.52 |
1.9% |
81% |
False |
False |
|
| 40 |
12,267.42 |
10,728.41 |
1,539.01 |
12.8% |
221.35 |
1.8% |
83% |
False |
False |
|
| 60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.7% |
240.96 |
2.0% |
76% |
False |
False |
|
| 80 |
12,439.48 |
10,527.43 |
1,912.05 |
15.9% |
219.36 |
1.8% |
78% |
False |
False |
|
| 100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.4% |
220.25 |
1.8% |
84% |
False |
False |
|
| 120 |
12,439.48 |
9,379.93 |
3,059.55 |
25.5% |
214.39 |
1.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,633.94 |
|
2.618 |
12,404.14 |
|
1.618 |
12,263.33 |
|
1.000 |
12,176.31 |
|
0.618 |
12,122.52 |
|
HIGH |
12,035.50 |
|
0.618 |
11,981.71 |
|
0.500 |
11,965.10 |
|
0.382 |
11,948.48 |
|
LOW |
11,894.69 |
|
0.618 |
11,807.67 |
|
1.000 |
11,753.88 |
|
1.618 |
11,666.86 |
|
2.618 |
11,526.05 |
|
4.250 |
11,296.25 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,997.29 |
11,979.19 |
| PP |
11,981.19 |
11,944.99 |
| S1 |
11,965.10 |
11,910.80 |
|