Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
11,963.36 |
11,863.12 |
-100.24 |
-0.8% |
12,194.71 |
High |
12,027.15 |
12,000.29 |
-26.86 |
-0.2% |
12,267.42 |
Low |
11,892.54 |
11,842.66 |
-49.88 |
-0.4% |
11,512.46 |
Close |
11,894.71 |
11,985.43 |
90.72 |
0.8% |
11,937.84 |
Range |
134.61 |
157.63 |
23.02 |
17.1% |
754.96 |
ATR |
248.69 |
242.18 |
-6.50 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,415.68 |
12,358.19 |
12,072.13 |
|
R3 |
12,258.05 |
12,200.56 |
12,028.78 |
|
R2 |
12,100.42 |
12,100.42 |
12,014.33 |
|
R1 |
12,042.93 |
12,042.93 |
11,999.88 |
12,071.68 |
PP |
11,942.79 |
11,942.79 |
11,942.79 |
11,957.17 |
S1 |
11,885.30 |
11,885.30 |
11,970.98 |
11,914.05 |
S2 |
11,785.16 |
11,785.16 |
11,956.53 |
|
S3 |
11,627.53 |
11,727.67 |
11,942.08 |
|
S4 |
11,469.90 |
11,570.04 |
11,898.73 |
|
|
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 |
11,808.95 |
238.18 |
2.0% |
132.82 |
1.1% |
74% |
False |
False |
|
10 |
12,267.42 |
11,512.46 |
754.96 |
6.3% |
196.48 |
1.6% |
63% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
10.9% |
219.28 |
1.8% |
78% |
False |
False |
|
40 |
12,267.42 |
10,851.68 |
1,415.74 |
11.8% |
207.34 |
1.7% |
80% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.7% |
238.09 |
2.0% |
74% |
False |
False |
|
80 |
12,439.48 |
10,531.79 |
1,907.69 |
15.9% |
218.99 |
1.8% |
76% |
False |
False |
|
100 |
12,439.48 |
10,142.75 |
2,296.73 |
19.2% |
216.94 |
1.8% |
80% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.6% |
213.92 |
1.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,670.22 |
2.618 |
12,412.97 |
1.618 |
12,255.34 |
1.000 |
12,157.92 |
0.618 |
12,097.71 |
HIGH |
12,000.29 |
0.618 |
11,940.08 |
0.500 |
11,921.48 |
0.382 |
11,902.87 |
LOW |
11,842.66 |
0.618 |
11,745.24 |
1.000 |
11,685.03 |
1.618 |
11,587.61 |
2.618 |
11,429.98 |
4.250 |
11,172.73 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,964.11 |
11,971.92 |
PP |
11,942.79 |
11,958.41 |
S1 |
11,921.48 |
11,944.90 |
|