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 |
29,672.36 |
29,800.15 |
127.79 |
0.4% |
29,467.90 |
High |
29,964.29 |
29,872.42 |
-91.87 |
-0.3% |
29,933.83 |
Low |
29,672.36 |
29,520.29 |
-152.07 |
-0.5% |
28,902.13 |
Close |
29,950.44 |
29,783.35 |
-167.09 |
-0.6% |
29,479.81 |
Range |
291.93 |
352.13 |
60.20 |
20.6% |
1,031.70 |
ATR |
541.41 |
533.47 |
-7.95 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,781.74 |
30,634.68 |
29,977.02 |
|
R3 |
30,429.61 |
30,282.55 |
29,880.19 |
|
R2 |
30,077.48 |
30,077.48 |
29,847.91 |
|
R1 |
29,930.42 |
29,930.42 |
29,815.63 |
29,827.89 |
PP |
29,725.35 |
29,725.35 |
29,725.35 |
29,674.09 |
S1 |
29,578.29 |
29,578.29 |
29,751.07 |
29,475.76 |
S2 |
29,373.22 |
29,373.22 |
29,718.79 |
|
S3 |
29,021.09 |
29,226.16 |
29,686.51 |
|
S4 |
28,668.96 |
28,874.03 |
29,589.68 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,533.69 |
32,038.45 |
30,047.25 |
|
R3 |
31,501.99 |
31,006.75 |
29,763.53 |
|
R2 |
30,470.29 |
30,470.29 |
29,668.96 |
|
R1 |
29,975.05 |
29,975.05 |
29,574.38 |
30,222.67 |
PP |
29,438.59 |
29,438.59 |
29,438.59 |
29,562.40 |
S1 |
28,943.35 |
28,943.35 |
29,385.24 |
29,190.97 |
S2 |
28,406.89 |
28,406.89 |
29,290.67 |
|
S3 |
27,375.19 |
27,911.65 |
29,196.09 |
|
S4 |
26,343.49 |
26,879.95 |
28,912.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,964.29 |
28,902.13 |
1,062.16 |
3.6% |
344.20 |
1.2% |
83% |
False |
False |
|
10 |
29,964.29 |
27,512.83 |
2,451.46 |
8.2% |
431.89 |
1.5% |
93% |
False |
False |
|
20 |
29,964.29 |
26,143.77 |
3,820.52 |
12.8% |
442.74 |
1.5% |
95% |
False |
False |
|
40 |
29,964.29 |
26,143.77 |
3,820.52 |
12.8% |
422.86 |
1.4% |
95% |
False |
False |
|
60 |
29,964.29 |
26,143.77 |
3,820.52 |
12.8% |
434.75 |
1.5% |
95% |
False |
False |
|
80 |
29,964.29 |
25,992.28 |
3,972.01 |
13.3% |
392.92 |
1.3% |
95% |
False |
False |
|
100 |
29,964.29 |
25,096.16 |
4,868.13 |
16.3% |
387.88 |
1.3% |
96% |
False |
False |
|
120 |
29,964.29 |
24,843.18 |
5,121.11 |
17.2% |
411.25 |
1.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,368.97 |
2.618 |
30,794.30 |
1.618 |
30,442.17 |
1.000 |
30,224.55 |
0.618 |
30,090.04 |
HIGH |
29,872.42 |
0.618 |
29,737.91 |
0.500 |
29,696.36 |
0.382 |
29,654.80 |
LOW |
29,520.29 |
0.618 |
29,302.67 |
1.000 |
29,168.16 |
1.618 |
28,950.54 |
2.618 |
28,598.41 |
4.250 |
28,023.74 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
29,754.35 |
29,716.93 |
PP |
29,725.35 |
29,650.51 |
S1 |
29,696.36 |
29,584.10 |
|