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 |
447.4450 |
451.6700 |
4.2250 |
0.9% |
384.1050 |
High |
454.8670 |
476.3910 |
21.5240 |
4.7% |
448.9920 |
Low |
439.6350 |
449.9000 |
10.2650 |
2.3% |
370.8360 |
Close |
451.6700 |
466.7510 |
15.0810 |
3.3% |
446.1740 |
Range |
15.2320 |
26.4910 |
11.2590 |
73.9% |
78.1560 |
ATR |
23.6651 |
23.8669 |
0.2019 |
0.9% |
0.0000 |
Volume |
551,070 |
739,327 |
188,257 |
34.2% |
3,860,012 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
543.8203 |
531.7767 |
481.3211 |
|
R3 |
517.3293 |
505.2857 |
474.0360 |
|
R2 |
490.8383 |
490.8383 |
471.6077 |
|
R1 |
478.7947 |
478.7947 |
469.1793 |
484.8165 |
PP |
464.3473 |
464.3473 |
464.3473 |
467.3583 |
S1 |
452.3037 |
452.3037 |
464.3227 |
458.3255 |
S2 |
437.8563 |
437.8563 |
461.8943 |
|
S3 |
411.3653 |
425.8127 |
459.4660 |
|
S4 |
384.8743 |
399.3217 |
452.1810 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656.4687 |
629.4773 |
489.1598 |
|
R3 |
578.3127 |
551.3213 |
467.6669 |
|
R2 |
500.1567 |
500.1567 |
460.5026 |
|
R1 |
473.1653 |
473.1653 |
453.3383 |
486.6610 |
PP |
422.0007 |
422.0007 |
422.0007 |
428.7485 |
S1 |
395.0093 |
395.0093 |
439.0097 |
408.5050 |
S2 |
343.8447 |
343.8447 |
431.8454 |
|
S3 |
265.6887 |
316.8533 |
424.6811 |
|
S4 |
187.5327 |
238.6973 |
403.1882 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
476.3910 |
397.1720 |
79.2190 |
17.0% |
27.9260 |
6.0% |
88% |
True |
False |
802,097 |
10 |
476.3910 |
370.8360 |
105.5550 |
22.6% |
24.0718 |
5.2% |
91% |
True |
False |
703,439 |
20 |
476.3910 |
362.3140 |
114.0770 |
24.4% |
23.2231 |
5.0% |
92% |
True |
False |
634,364 |
40 |
476.3910 |
315.3600 |
161.0310 |
34.5% |
22.1229 |
4.7% |
94% |
True |
False |
585,087 |
60 |
488.1230 |
315.3600 |
172.7630 |
37.0% |
25.5564 |
5.5% |
88% |
False |
False |
695,783 |
80 |
488.1230 |
241.9270 |
246.1960 |
52.7% |
26.2086 |
5.6% |
91% |
False |
False |
804,566 |
100 |
488.1230 |
216.4670 |
271.6560 |
58.2% |
22.7217 |
4.9% |
92% |
False |
False |
744,375 |
120 |
488.1230 |
200.4690 |
287.6540 |
61.6% |
20.9741 |
4.5% |
93% |
False |
False |
731,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
588.9778 |
2.618 |
545.7444 |
1.618 |
519.2534 |
1.000 |
502.8820 |
0.618 |
492.7624 |
HIGH |
476.3910 |
0.618 |
466.2714 |
0.500 |
463.1455 |
0.382 |
460.0196 |
LOW |
449.9000 |
0.618 |
433.5286 |
1.000 |
423.4090 |
1.618 |
407.0376 |
2.618 |
380.5466 |
4.250 |
337.3133 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
465.5492 |
461.7432 |
PP |
464.3473 |
456.7353 |
S1 |
463.1455 |
451.7275 |
|