Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
15.4481 |
15.9824 |
0.5343 |
3.5% |
15.5927 |
High |
16.1217 |
16.2763 |
0.1546 |
1.0% |
16.6232 |
Low |
15.3637 |
15.0034 |
-0.3603 |
-2.3% |
14.5581 |
Close |
15.9824 |
15.6797 |
-0.3027 |
-1.9% |
15.9824 |
Range |
0.7580 |
1.2729 |
0.5149 |
67.9% |
2.0651 |
ATR |
1.2004 |
1.2055 |
0.0052 |
0.4% |
0.0000 |
Volume |
315,382 |
156,911 |
-158,471 |
-50.2% |
1,505,953 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19.4718 |
18.8487 |
16.3798 |
|
R3 |
18.1989 |
17.5758 |
16.0297 |
|
R2 |
16.9260 |
16.9260 |
15.9131 |
|
R1 |
16.3029 |
16.3029 |
15.7964 |
15.9780 |
PP |
15.6531 |
15.6531 |
15.6531 |
15.4907 |
S1 |
15.0300 |
15.0300 |
15.5630 |
14.7051 |
S2 |
14.3802 |
14.3802 |
15.4463 |
|
S3 |
13.1073 |
13.7571 |
15.3297 |
|
S4 |
11.8344 |
12.4842 |
14.9796 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.9165 |
21.0146 |
17.1182 |
|
R3 |
19.8514 |
18.9495 |
16.5503 |
|
R2 |
17.7863 |
17.7863 |
16.3610 |
|
R1 |
16.8844 |
16.8844 |
16.1717 |
17.3354 |
PP |
15.7212 |
15.7212 |
15.7212 |
15.9467 |
S1 |
14.8193 |
14.8193 |
15.7931 |
15.2703 |
S2 |
13.6561 |
13.6561 |
15.6038 |
|
S3 |
11.5910 |
12.7542 |
15.4145 |
|
S4 |
9.5259 |
10.6891 |
14.8466 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16.2763 |
15.0034 |
1.2729 |
8.1% |
0.7940 |
5.1% |
53% |
True |
True |
270,543 |
10 |
16.6232 |
13.4779 |
3.1453 |
20.1% |
1.1185 |
7.1% |
70% |
False |
False |
300,098 |
20 |
19.1665 |
13.4779 |
5.6886 |
36.3% |
1.1586 |
7.4% |
39% |
False |
False |
293,527 |
40 |
23.1708 |
13.4779 |
9.6929 |
61.8% |
1.3133 |
8.4% |
23% |
False |
False |
379,704 |
60 |
25.8023 |
13.4779 |
12.3244 |
78.6% |
1.7289 |
11.0% |
18% |
False |
False |
504,474 |
80 |
25.8023 |
10.7814 |
15.0209 |
95.8% |
1.6218 |
10.3% |
33% |
False |
False |
540,730 |
100 |
25.8023 |
9.3309 |
16.4714 |
105.0% |
1.4116 |
9.0% |
39% |
False |
False |
518,629 |
120 |
25.8023 |
9.3309 |
16.4714 |
105.0% |
1.3108 |
8.4% |
39% |
False |
False |
529,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21.6861 |
2.618 |
19.6088 |
1.618 |
18.3359 |
1.000 |
17.5492 |
0.618 |
17.0630 |
HIGH |
16.2763 |
0.618 |
15.7901 |
0.500 |
15.6399 |
0.382 |
15.4896 |
LOW |
15.0034 |
0.618 |
14.2167 |
1.000 |
13.7305 |
1.618 |
12.9438 |
2.618 |
11.6709 |
4.250 |
9.5936 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
15.6664 |
15.6664 |
PP |
15.6531 |
15.6531 |
S1 |
15.6399 |
15.6399 |
|