Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
15,240.80 |
15,544.86 |
304.06 |
2.0% |
13,648.49 |
High |
15,945.59 |
15,822.95 |
-122.64 |
-0.8% |
15,945.59 |
Low |
15,209.79 |
14,410.63 |
-799.16 |
-5.3% |
13,223.32 |
Close |
15,544.85 |
15,382.19 |
-162.66 |
-1.0% |
15,544.85 |
Range |
735.80 |
1,412.32 |
676.52 |
91.9% |
2,722.27 |
ATR |
603.89 |
661.63 |
57.75 |
9.6% |
0.00 |
Volume |
117,160 |
88,070 |
-29,090 |
-24.8% |
367,900 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,442.22 |
18,824.52 |
16,158.97 |
|
R3 |
18,029.90 |
17,412.20 |
15,770.58 |
|
R2 |
16,617.58 |
16,617.58 |
15,641.12 |
|
R1 |
15,999.88 |
15,999.88 |
15,511.65 |
15,602.57 |
PP |
15,205.26 |
15,205.26 |
15,205.26 |
15,006.60 |
S1 |
14,587.56 |
14,587.56 |
15,252.73 |
14,190.25 |
S2 |
13,792.94 |
13,792.94 |
15,123.26 |
|
S3 |
12,380.62 |
13,175.24 |
14,993.80 |
|
S4 |
10,968.30 |
11,762.92 |
14,605.41 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,071.40 |
22,030.39 |
17,042.10 |
|
R3 |
20,349.13 |
19,308.12 |
16,293.47 |
|
R2 |
17,626.86 |
17,626.86 |
16,043.93 |
|
R1 |
16,585.85 |
16,585.85 |
15,794.39 |
17,106.36 |
PP |
14,904.59 |
14,904.59 |
14,904.59 |
15,164.84 |
S1 |
13,863.58 |
13,863.58 |
15,295.31 |
14,384.09 |
S2 |
12,182.32 |
12,182.32 |
15,045.77 |
|
S3 |
9,460.05 |
11,141.31 |
14,796.23 |
|
S4 |
6,737.78 |
8,419.04 |
14,047.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,945.59 |
13,298.55 |
2,647.04 |
17.2% |
924.89 |
6.0% |
79% |
False |
False |
84,244 |
10 |
15,945.59 |
12,912.10 |
3,033.49 |
19.7% |
834.89 |
5.4% |
81% |
False |
False |
68,969 |
20 |
15,945.59 |
11,228.04 |
4,717.55 |
30.7% |
654.28 |
4.3% |
88% |
False |
False |
55,723 |
40 |
15,945.59 |
10,146.79 |
5,798.80 |
37.7% |
498.93 |
3.2% |
90% |
False |
False |
41,287 |
60 |
15,945.59 |
9,858.94 |
6,086.65 |
39.6% |
497.49 |
3.2% |
91% |
False |
False |
40,564 |
80 |
15,945.59 |
9,113.49 |
6,832.10 |
44.4% |
501.23 |
3.3% |
92% |
False |
False |
42,724 |
100 |
15,945.59 |
8,848.18 |
7,097.41 |
46.1% |
449.36 |
2.9% |
92% |
False |
False |
39,454 |
120 |
15,945.59 |
8,647.02 |
7,298.57 |
47.4% |
440.72 |
2.9% |
92% |
False |
False |
40,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,825.31 |
2.618 |
19,520.40 |
1.618 |
18,108.08 |
1.000 |
17,235.27 |
0.618 |
16,695.76 |
HIGH |
15,822.95 |
0.618 |
15,283.44 |
0.500 |
15,116.79 |
0.382 |
14,950.14 |
LOW |
14,410.63 |
0.618 |
13,537.82 |
1.000 |
12,998.31 |
1.618 |
12,125.50 |
2.618 |
10,713.18 |
4.250 |
8,408.27 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
15,293.72 |
15,247.62 |
PP |
15,205.26 |
15,113.05 |
S1 |
15,116.79 |
14,978.48 |
|