| 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 |
3,197.0 |
3,229.0 |
32.0 |
1.0% |
2,949.0 |
| High |
3,221.0 |
3,441.0 |
220.0 |
6.8% |
3,221.0 |
| Low |
3,163.0 |
3,229.0 |
66.0 |
2.1% |
2,938.0 |
| Close |
3,198.0 |
3,406.0 |
208.0 |
6.5% |
3,198.0 |
| Range |
58.0 |
212.0 |
154.0 |
265.5% |
283.0 |
| ATR |
79.6 |
91.3 |
11.7 |
14.7% |
0.0 |
| Volume |
1,177,681 |
2,620,092 |
1,442,411 |
122.5% |
6,137,599 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,994.7 |
3,912.3 |
3,522.6 |
|
| R3 |
3,782.7 |
3,700.3 |
3,464.3 |
|
| R2 |
3,570.7 |
3,570.7 |
3,444.9 |
|
| R1 |
3,488.3 |
3,488.3 |
3,425.4 |
3,529.5 |
| PP |
3,358.7 |
3,358.7 |
3,358.7 |
3,379.3 |
| S1 |
3,276.3 |
3,276.3 |
3,386.6 |
3,317.5 |
| S2 |
3,146.7 |
3,146.7 |
3,367.1 |
|
| S3 |
2,934.7 |
3,064.3 |
3,347.7 |
|
| S4 |
2,722.7 |
2,852.3 |
3,289.4 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,968.0 |
3,866.0 |
3,353.7 |
|
| R3 |
3,685.0 |
3,583.0 |
3,275.8 |
|
| R2 |
3,402.0 |
3,402.0 |
3,249.9 |
|
| R1 |
3,300.0 |
3,300.0 |
3,223.9 |
3,351.0 |
| PP |
3,119.0 |
3,119.0 |
3,119.0 |
3,144.5 |
| S1 |
3,017.0 |
3,017.0 |
3,172.1 |
3,068.0 |
| S2 |
2,836.0 |
2,836.0 |
3,146.1 |
|
| S3 |
2,553.0 |
2,734.0 |
3,120.2 |
|
| S4 |
2,270.0 |
2,451.0 |
3,042.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,441.0 |
3,009.0 |
432.0 |
12.7% |
121.6 |
3.6% |
92% |
True |
False |
1,547,075 |
| 10 |
3,441.0 |
2,887.0 |
554.0 |
16.3% |
105.2 |
3.1% |
94% |
True |
False |
1,478,403 |
| 20 |
3,441.0 |
2,887.0 |
554.0 |
16.3% |
84.7 |
2.5% |
94% |
True |
False |
1,177,466 |
| 40 |
3,441.0 |
2,887.0 |
554.0 |
16.3% |
70.1 |
2.1% |
94% |
True |
False |
1,056,894 |
| 60 |
3,441.0 |
2,887.0 |
554.0 |
16.3% |
67.7 |
2.0% |
94% |
True |
False |
739,765 |
| 80 |
3,441.0 |
2,887.0 |
554.0 |
16.3% |
64.2 |
1.9% |
94% |
True |
False |
555,429 |
| 100 |
3,441.0 |
2,887.0 |
554.0 |
16.3% |
62.3 |
1.8% |
94% |
True |
False |
444,891 |
| 120 |
3,441.0 |
2,884.0 |
557.0 |
16.4% |
59.4 |
1.7% |
94% |
True |
False |
372,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,342.0 |
|
2.618 |
3,996.0 |
|
1.618 |
3,784.0 |
|
1.000 |
3,653.0 |
|
0.618 |
3,572.0 |
|
HIGH |
3,441.0 |
|
0.618 |
3,360.0 |
|
0.500 |
3,335.0 |
|
0.382 |
3,310.0 |
|
LOW |
3,229.0 |
|
0.618 |
3,098.0 |
|
1.000 |
3,017.0 |
|
1.618 |
2,886.0 |
|
2.618 |
2,674.0 |
|
4.250 |
2,328.0 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,382.3 |
3,367.0 |
| PP |
3,358.7 |
3,328.0 |
| S1 |
3,335.0 |
3,289.0 |
|