| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
13,220.0 |
13,002.0 |
-218.0 |
-1.6% |
12,597.5 |
| High |
13,224.5 |
13,134.5 |
-90.0 |
-0.7% |
13,290.5 |
| Low |
12,931.0 |
12,921.0 |
-10.0 |
-0.1% |
12,597.5 |
| Close |
13,066.5 |
13,092.5 |
26.0 |
0.2% |
13,092.5 |
| Range |
293.5 |
213.5 |
-80.0 |
-27.3% |
693.0 |
| ATR |
335.3 |
326.6 |
-8.7 |
-2.6% |
0.0 |
| Volume |
71,226 |
64,034 |
-7,192 |
-10.1% |
448,323 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,689.8 |
13,604.7 |
13,209.9 |
|
| R3 |
13,476.3 |
13,391.2 |
13,151.2 |
|
| R2 |
13,262.8 |
13,262.8 |
13,131.6 |
|
| R1 |
13,177.7 |
13,177.7 |
13,112.1 |
13,220.3 |
| PP |
13,049.3 |
13,049.3 |
13,049.3 |
13,070.6 |
| S1 |
12,964.2 |
12,964.2 |
13,072.9 |
13,006.8 |
| S2 |
12,835.8 |
12,835.8 |
13,053.4 |
|
| S3 |
12,622.3 |
12,750.7 |
13,033.8 |
|
| S4 |
12,408.8 |
12,537.2 |
12,975.1 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,072.5 |
14,775.5 |
13,473.7 |
|
| R3 |
14,379.5 |
14,082.5 |
13,283.1 |
|
| R2 |
13,686.5 |
13,686.5 |
13,219.6 |
|
| R1 |
13,389.5 |
13,389.5 |
13,156.0 |
13,538.0 |
| PP |
12,993.5 |
12,993.5 |
12,993.5 |
13,067.8 |
| S1 |
12,696.5 |
12,696.5 |
13,029.0 |
12,845.0 |
| S2 |
12,300.5 |
12,300.5 |
12,965.5 |
|
| S3 |
11,607.5 |
12,003.5 |
12,901.9 |
|
| S4 |
10,914.5 |
11,310.5 |
12,711.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,290.5 |
12,597.5 |
693.0 |
5.3% |
342.9 |
2.6% |
71% |
False |
False |
89,664 |
| 10 |
13,290.5 |
11,497.0 |
1,793.5 |
13.7% |
357.1 |
2.7% |
89% |
False |
False |
87,228 |
| 20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
335.9 |
2.6% |
90% |
False |
False |
94,989 |
| 40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
287.6 |
2.2% |
90% |
False |
False |
86,568 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
271.9 |
2.1% |
84% |
False |
False |
61,387 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
249.7 |
1.9% |
84% |
False |
False |
46,060 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
235.0 |
1.8% |
84% |
False |
False |
36,864 |
| 120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
233.8 |
1.8% |
84% |
False |
False |
30,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,041.9 |
|
2.618 |
13,693.4 |
|
1.618 |
13,479.9 |
|
1.000 |
13,348.0 |
|
0.618 |
13,266.4 |
|
HIGH |
13,134.5 |
|
0.618 |
13,052.9 |
|
0.500 |
13,027.8 |
|
0.382 |
13,002.6 |
|
LOW |
12,921.0 |
|
0.618 |
12,789.1 |
|
1.000 |
12,707.5 |
|
1.618 |
12,575.6 |
|
2.618 |
12,362.1 |
|
4.250 |
12,013.6 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,070.9 |
13,088.4 |
| PP |
13,049.3 |
13,084.3 |
| S1 |
13,027.8 |
13,080.3 |
|