Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
12,030.27 |
11,963.36 |
-66.91 |
-0.6% |
12,194.71 |
High |
12,047.13 |
12,027.15 |
-19.98 |
-0.2% |
12,267.42 |
Low |
11,964.20 |
11,892.54 |
-71.66 |
-0.6% |
11,512.46 |
Close |
11,977.49 |
11,894.71 |
-82.78 |
-0.7% |
11,937.84 |
Range |
82.93 |
134.61 |
51.68 |
62.3% |
754.96 |
ATR |
257.46 |
248.69 |
-8.78 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,341.96 |
12,252.95 |
11,968.75 |
|
R3 |
12,207.35 |
12,118.34 |
11,931.73 |
|
R2 |
12,072.74 |
12,072.74 |
11,919.39 |
|
R1 |
11,983.73 |
11,983.73 |
11,907.05 |
11,960.93 |
PP |
11,938.13 |
11,938.13 |
11,938.13 |
11,926.74 |
S1 |
11,849.12 |
11,849.12 |
11,882.37 |
11,826.32 |
S2 |
11,803.52 |
11,803.52 |
11,870.03 |
|
S3 |
11,668.91 |
11,714.51 |
11,857.69 |
|
S4 |
11,534.30 |
11,579.90 |
11,820.67 |
|
|
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 |
11,786.09 |
261.04 |
2.2% |
139.46 |
1.2% |
42% |
False |
False |
|
10 |
12,267.42 |
11,512.46 |
754.96 |
6.3% |
193.97 |
1.6% |
51% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
221.87 |
1.9% |
72% |
False |
False |
|
40 |
12,267.42 |
10,728.41 |
1,539.01 |
12.9% |
210.85 |
1.8% |
76% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.8% |
238.99 |
2.0% |
69% |
False |
False |
|
80 |
12,439.48 |
10,531.79 |
1,907.69 |
16.0% |
218.37 |
1.8% |
71% |
False |
False |
|
100 |
12,439.48 |
9,956.83 |
2,482.65 |
20.9% |
217.64 |
1.8% |
78% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.8% |
213.84 |
1.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,599.24 |
2.618 |
12,379.56 |
1.618 |
12,244.95 |
1.000 |
12,161.76 |
0.618 |
12,110.34 |
HIGH |
12,027.15 |
0.618 |
11,975.73 |
0.500 |
11,959.85 |
0.382 |
11,943.96 |
LOW |
11,892.54 |
0.618 |
11,809.35 |
1.000 |
11,757.93 |
1.618 |
11,674.74 |
2.618 |
11,540.13 |
4.250 |
11,320.45 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,959.85 |
11,969.84 |
PP |
11,938.13 |
11,944.79 |
S1 |
11,916.42 |
11,919.75 |
|