Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
29,524.35 |
29,231.91 |
-292.44 |
-1.0% |
26,691.28 |
High |
29,593.11 |
29,311.83 |
-281.28 |
-1.0% |
28,495.05 |
Low |
29,281.22 |
28,902.13 |
-379.09 |
-1.3% |
26,691.28 |
Close |
29,397.63 |
29,080.17 |
-317.46 |
-1.1% |
28,323.40 |
Range |
311.89 |
409.70 |
97.81 |
31.4% |
1,803.77 |
ATR |
555.19 |
550.93 |
-4.26 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,327.14 |
30,113.36 |
29,305.51 |
|
R3 |
29,917.44 |
29,703.66 |
29,192.84 |
|
R2 |
29,507.74 |
29,507.74 |
29,155.28 |
|
R1 |
29,293.96 |
29,293.96 |
29,117.73 |
29,196.00 |
PP |
29,098.04 |
29,098.04 |
29,098.04 |
29,049.07 |
S1 |
28,884.26 |
28,884.26 |
29,042.61 |
28,786.30 |
S2 |
28,688.34 |
28,688.34 |
29,005.06 |
|
S3 |
28,278.64 |
28,474.56 |
28,967.50 |
|
S4 |
27,868.94 |
28,064.86 |
28,854.84 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,247.89 |
32,589.41 |
29,315.47 |
|
R3 |
31,444.12 |
30,785.64 |
28,819.44 |
|
R2 |
29,640.35 |
29,640.35 |
28,654.09 |
|
R1 |
28,981.87 |
28,981.87 |
28,488.75 |
29,311.11 |
PP |
27,836.58 |
27,836.58 |
27,836.58 |
28,001.20 |
S1 |
27,178.10 |
27,178.10 |
28,158.05 |
27,507.34 |
S2 |
26,032.81 |
26,032.81 |
27,992.71 |
|
S3 |
24,229.04 |
25,374.33 |
27,827.36 |
|
S4 |
22,425.27 |
23,570.56 |
27,331.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,933.83 |
28,189.50 |
1,744.33 |
6.0% |
423.82 |
1.5% |
51% |
False |
False |
|
10 |
29,933.83 |
26,143.77 |
3,790.06 |
13.0% |
466.86 |
1.6% |
77% |
False |
False |
|
20 |
29,933.83 |
26,143.77 |
3,790.06 |
13.0% |
451.60 |
1.6% |
77% |
False |
False |
|
40 |
29,933.83 |
26,143.77 |
3,790.06 |
13.0% |
437.17 |
1.5% |
77% |
False |
False |
|
60 |
29,933.83 |
26,143.77 |
3,790.06 |
13.0% |
431.44 |
1.5% |
77% |
False |
False |
|
80 |
29,933.83 |
25,992.28 |
3,941.55 |
13.6% |
390.87 |
1.3% |
78% |
False |
False |
|
100 |
29,933.83 |
24,971.03 |
4,962.80 |
17.1% |
396.98 |
1.4% |
83% |
False |
False |
|
120 |
29,933.83 |
24,843.18 |
5,090.65 |
17.5% |
414.53 |
1.4% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,053.06 |
2.618 |
30,384.42 |
1.618 |
29,974.72 |
1.000 |
29,721.53 |
0.618 |
29,565.02 |
HIGH |
29,311.83 |
0.618 |
29,155.32 |
0.500 |
29,106.98 |
0.382 |
29,058.64 |
LOW |
28,902.13 |
0.618 |
28,648.94 |
1.000 |
28,492.43 |
1.618 |
28,239.24 |
2.618 |
27,829.54 |
4.250 |
27,160.91 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
29,106.98 |
29,247.62 |
PP |
29,098.04 |
29,191.80 |
S1 |
29,089.11 |
29,135.99 |
|