Trading Metrics calculated at close of trading on 17-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
11,913.24 |
12,030.27 |
117.03 |
1.0% |
12,194.71 |
High |
12,035.50 |
12,047.13 |
11.63 |
0.1% |
12,267.42 |
Low |
11,894.69 |
11,964.20 |
69.51 |
0.6% |
11,512.46 |
Close |
12,013.38 |
11,977.49 |
-35.89 |
-0.3% |
11,937.84 |
Range |
140.81 |
82.93 |
-57.88 |
-41.1% |
754.96 |
ATR |
270.89 |
257.46 |
-13.43 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,245.06 |
12,194.21 |
12,023.10 |
|
R3 |
12,162.13 |
12,111.28 |
12,000.30 |
|
R2 |
12,079.20 |
12,079.20 |
11,992.69 |
|
R1 |
12,028.35 |
12,028.35 |
11,985.09 |
12,012.31 |
PP |
11,996.27 |
11,996.27 |
11,996.27 |
11,988.26 |
S1 |
11,945.42 |
11,945.42 |
11,969.89 |
11,929.38 |
S2 |
11,913.34 |
11,913.34 |
11,962.29 |
|
S3 |
11,830.41 |
11,862.49 |
11,954.68 |
|
S4 |
11,747.48 |
11,779.56 |
11,931.88 |
|
|
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 |
12,047.13 |
11,714.32 |
332.81 |
2.8% |
150.50 |
1.3% |
79% |
True |
False |
|
10 |
12,267.42 |
11,512.46 |
754.96 |
6.3% |
208.66 |
1.7% |
62% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
10.9% |
222.29 |
1.9% |
78% |
False |
False |
|
40 |
12,267.42 |
10,728.41 |
1,539.01 |
12.8% |
216.82 |
1.8% |
81% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.7% |
239.13 |
2.0% |
74% |
False |
False |
|
80 |
12,439.48 |
10,527.43 |
1,912.05 |
16.0% |
218.37 |
1.8% |
76% |
False |
False |
|
100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.5% |
218.52 |
1.8% |
83% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.6% |
213.50 |
1.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,399.58 |
2.618 |
12,264.24 |
1.618 |
12,181.31 |
1.000 |
12,130.06 |
0.618 |
12,098.38 |
HIGH |
12,047.13 |
0.618 |
12,015.45 |
0.500 |
12,005.67 |
0.382 |
11,995.88 |
LOW |
11,964.20 |
0.618 |
11,912.95 |
1.000 |
11,881.27 |
1.618 |
11,830.02 |
2.618 |
11,747.09 |
4.250 |
11,611.75 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
12,005.67 |
11,961.01 |
PP |
11,996.27 |
11,944.52 |
S1 |
11,986.88 |
11,928.04 |
|