| 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 |
16,253.79 |
16,282.69 |
28.90 |
0.2% |
15,544.86 |
| High |
16,480.59 |
16,876.08 |
395.49 |
2.4% |
16,480.59 |
| Low |
15,981.30 |
15,725.25 |
-256.05 |
-1.6% |
14,410.63 |
| Close |
16,282.69 |
16,708.44 |
425.75 |
2.6% |
16,282.69 |
| Range |
499.29 |
1,150.83 |
651.54 |
130.5% |
2,069.96 |
| ATR |
636.50 |
673.24 |
36.74 |
5.8% |
0.00 |
| Volume |
57,692 |
30,454 |
-27,238 |
-47.2% |
347,923 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,889.08 |
19,449.59 |
17,341.40 |
|
| R3 |
18,738.25 |
18,298.76 |
17,024.92 |
|
| R2 |
17,587.42 |
17,587.42 |
16,919.43 |
|
| R1 |
17,147.93 |
17,147.93 |
16,813.93 |
17,367.68 |
| PP |
16,436.59 |
16,436.59 |
16,436.59 |
16,546.46 |
| S1 |
15,997.10 |
15,997.10 |
16,602.95 |
16,216.85 |
| S2 |
15,285.76 |
15,285.76 |
16,497.45 |
|
| S3 |
14,134.93 |
14,846.27 |
16,391.96 |
|
| S4 |
12,984.10 |
13,695.44 |
16,075.48 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,934.52 |
21,178.56 |
17,421.17 |
|
| R3 |
19,864.56 |
19,108.60 |
16,851.93 |
|
| R2 |
17,794.60 |
17,794.60 |
16,662.18 |
|
| R1 |
17,038.64 |
17,038.64 |
16,472.44 |
17,416.62 |
| PP |
15,724.64 |
15,724.64 |
15,724.64 |
15,913.63 |
| S1 |
14,968.68 |
14,968.68 |
16,092.94 |
15,346.66 |
| S2 |
13,654.68 |
13,654.68 |
15,903.20 |
|
| S3 |
11,584.72 |
12,898.72 |
15,713.45 |
|
| S4 |
9,514.76 |
10,828.76 |
15,144.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,876.08 |
15,105.60 |
1,770.48 |
10.6% |
678.30 |
4.1% |
91% |
True |
False |
58,061 |
| 10 |
16,876.08 |
13,298.55 |
3,577.53 |
21.4% |
801.60 |
4.8% |
95% |
True |
False |
71,153 |
| 20 |
16,876.08 |
11,694.05 |
5,182.03 |
31.0% |
730.73 |
4.4% |
97% |
True |
False |
64,166 |
| 40 |
16,876.08 |
10,146.79 |
6,729.29 |
40.3% |
531.70 |
3.2% |
98% |
True |
False |
44,239 |
| 60 |
16,876.08 |
9,858.94 |
7,017.14 |
42.0% |
515.79 |
3.1% |
98% |
True |
False |
41,542 |
| 80 |
16,876.08 |
9,534.71 |
7,341.37 |
43.9% |
531.70 |
3.2% |
98% |
True |
False |
44,402 |
| 100 |
16,876.08 |
8,848.18 |
8,027.90 |
48.0% |
466.06 |
2.8% |
98% |
True |
False |
40,511 |
| 120 |
16,876.08 |
8,848.18 |
8,027.90 |
48.0% |
451.36 |
2.7% |
98% |
True |
False |
41,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,767.11 |
|
2.618 |
19,888.95 |
|
1.618 |
18,738.12 |
|
1.000 |
18,026.91 |
|
0.618 |
17,587.29 |
|
HIGH |
16,876.08 |
|
0.618 |
16,436.46 |
|
0.500 |
16,300.67 |
|
0.382 |
16,164.87 |
|
LOW |
15,725.25 |
|
0.618 |
15,014.04 |
|
1.000 |
14,574.42 |
|
1.618 |
13,863.21 |
|
2.618 |
12,712.38 |
|
4.250 |
10,834.22 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
16,572.52 |
16,535.56 |
| PP |
16,436.59 |
16,362.68 |
| S1 |
16,300.67 |
16,189.80 |
|