| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
15,380.98 |
15,386.36 |
5.38 |
0.0% |
13,648.49 |
| High |
15,468.23 |
15,975.99 |
507.76 |
3.3% |
15,945.59 |
| Low |
15,105.60 |
15,290.51 |
184.91 |
1.2% |
13,223.32 |
| Close |
15,386.78 |
15,822.30 |
435.52 |
2.8% |
15,544.85 |
| Range |
362.63 |
685.48 |
322.85 |
89.0% |
2,722.27 |
| ATR |
640.27 |
643.50 |
3.23 |
0.5% |
0.00 |
| Volume |
56,107 |
58,284 |
2,177 |
3.9% |
367,900 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,752.71 |
17,472.98 |
16,199.31 |
|
| R3 |
17,067.23 |
16,787.50 |
16,010.81 |
|
| R2 |
16,381.75 |
16,381.75 |
15,947.97 |
|
| R1 |
16,102.02 |
16,102.02 |
15,885.14 |
16,241.89 |
| PP |
15,696.27 |
15,696.27 |
15,696.27 |
15,766.20 |
| S1 |
15,416.54 |
15,416.54 |
15,759.46 |
15,556.41 |
| S2 |
15,010.79 |
15,010.79 |
15,696.63 |
|
| S3 |
14,325.31 |
14,731.06 |
15,633.79 |
|
| S4 |
13,639.83 |
14,045.58 |
15,445.29 |
|
|
| 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 |
15,975.99 |
14,011.36 |
1,964.63 |
12.4% |
894.39 |
5.7% |
92% |
True |
False |
86,662 |
| 10 |
15,975.99 |
12,992.95 |
2,983.04 |
18.9% |
770.94 |
4.9% |
95% |
True |
False |
67,334 |
| 20 |
15,975.99 |
11,228.04 |
4,747.95 |
30.0% |
673.92 |
4.3% |
97% |
True |
False |
59,060 |
| 40 |
15,975.99 |
10,146.79 |
5,829.20 |
36.8% |
506.77 |
3.2% |
97% |
True |
False |
42,563 |
| 60 |
15,975.99 |
9,858.94 |
6,117.05 |
38.7% |
492.76 |
3.1% |
97% |
True |
False |
40,242 |
| 80 |
15,975.99 |
9,296.97 |
6,679.02 |
42.2% |
509.32 |
3.2% |
98% |
True |
False |
43,603 |
| 100 |
15,975.99 |
8,848.18 |
7,127.81 |
45.0% |
453.11 |
2.9% |
98% |
True |
False |
40,048 |
| 120 |
15,975.99 |
8,807.22 |
7,168.77 |
45.3% |
441.42 |
2.8% |
98% |
True |
False |
40,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,889.28 |
|
2.618 |
17,770.58 |
|
1.618 |
17,085.10 |
|
1.000 |
16,661.47 |
|
0.618 |
16,399.62 |
|
HIGH |
15,975.99 |
|
0.618 |
15,714.14 |
|
0.500 |
15,633.25 |
|
0.382 |
15,552.36 |
|
LOW |
15,290.51 |
|
0.618 |
14,866.88 |
|
1.000 |
14,605.03 |
|
1.618 |
14,181.40 |
|
2.618 |
13,495.92 |
|
4.250 |
12,377.22 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
15,759.28 |
15,612.64 |
| PP |
15,696.27 |
15,402.97 |
| S1 |
15,633.25 |
15,193.31 |
|