Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
11,863.12 |
11,976.00 |
112.88 |
1.0% |
11,913.24 |
High |
12,000.29 |
12,017.42 |
17.13 |
0.1% |
12,047.13 |
Low |
11,842.66 |
11,903.57 |
60.91 |
0.5% |
11,842.66 |
Close |
11,985.43 |
11,906.44 |
-78.99 |
-0.7% |
11,906.44 |
Range |
157.63 |
113.85 |
-43.78 |
-27.8% |
204.47 |
ATR |
242.18 |
233.02 |
-9.17 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,284.03 |
12,209.08 |
11,969.06 |
|
R3 |
12,170.18 |
12,095.23 |
11,937.75 |
|
R2 |
12,056.33 |
12,056.33 |
11,927.31 |
|
R1 |
11,981.38 |
11,981.38 |
11,916.88 |
11,961.93 |
PP |
11,942.48 |
11,942.48 |
11,942.48 |
11,932.75 |
S1 |
11,867.53 |
11,867.53 |
11,896.00 |
11,848.08 |
S2 |
11,828.63 |
11,828.63 |
11,885.57 |
|
S3 |
11,714.78 |
11,753.68 |
11,875.13 |
|
S4 |
11,600.93 |
11,639.83 |
11,843.82 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,545.49 |
12,430.43 |
12,018.90 |
|
R3 |
12,341.02 |
12,225.96 |
11,962.67 |
|
R2 |
12,136.55 |
12,136.55 |
11,943.93 |
|
R1 |
12,021.49 |
12,021.49 |
11,925.18 |
11,976.79 |
PP |
11,932.08 |
11,932.08 |
11,932.08 |
11,909.72 |
S1 |
11,817.02 |
11,817.02 |
11,887.70 |
11,772.32 |
S2 |
11,727.61 |
11,727.61 |
11,868.95 |
|
S3 |
11,523.14 |
11,612.55 |
11,850.21 |
|
S4 |
11,318.67 |
11,408.08 |
11,793.98 |
|
|
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 |
11,842.66 |
204.47 |
1.7% |
125.97 |
1.1% |
31% |
False |
False |
|
10 |
12,267.42 |
11,512.46 |
754.96 |
6.3% |
185.73 |
1.6% |
52% |
False |
False |
|
20 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
218.77 |
1.8% |
72% |
False |
False |
|
40 |
12,267.42 |
10,957.11 |
1,310.31 |
11.0% |
202.04 |
1.7% |
72% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.8% |
236.57 |
2.0% |
70% |
False |
False |
|
80 |
12,439.48 |
10,677.85 |
1,761.63 |
14.8% |
217.85 |
1.8% |
70% |
False |
False |
|
100 |
12,439.48 |
10,313.94 |
2,125.54 |
17.9% |
216.28 |
1.8% |
75% |
False |
False |
|
120 |
12,439.48 |
9,489.58 |
2,949.90 |
24.8% |
214.19 |
1.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,501.28 |
2.618 |
12,315.48 |
1.618 |
12,201.63 |
1.000 |
12,131.27 |
0.618 |
12,087.78 |
HIGH |
12,017.42 |
0.618 |
11,973.93 |
0.500 |
11,960.50 |
0.382 |
11,947.06 |
LOW |
11,903.57 |
0.618 |
11,833.21 |
1.000 |
11,789.72 |
1.618 |
11,719.36 |
2.618 |
11,605.51 |
4.250 |
11,419.71 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,960.50 |
11,934.91 |
PP |
11,942.48 |
11,925.42 |
S1 |
11,924.46 |
11,915.93 |
|