| 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 |
3,380.0 |
3,430.0 |
50.0 |
1.5% |
2,949.0 |
| High |
3,458.0 |
3,471.0 |
13.0 |
0.4% |
3,221.0 |
| Low |
3,345.0 |
3,421.0 |
76.0 |
2.3% |
2,938.0 |
| Close |
3,451.0 |
3,468.0 |
17.0 |
0.5% |
3,198.0 |
| Range |
113.0 |
50.0 |
-63.0 |
-55.8% |
283.0 |
| ATR |
92.9 |
89.8 |
-3.1 |
-3.3% |
0.0 |
| Volume |
1,814,016 |
1,038,712 |
-775,304 |
-42.7% |
6,137,599 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.3 |
3,585.7 |
3,495.5 |
|
| R3 |
3,553.3 |
3,535.7 |
3,481.8 |
|
| R2 |
3,503.3 |
3,503.3 |
3,477.2 |
|
| R1 |
3,485.7 |
3,485.7 |
3,472.6 |
3,494.5 |
| PP |
3,453.3 |
3,453.3 |
3,453.3 |
3,457.8 |
| S1 |
3,435.7 |
3,435.7 |
3,463.4 |
3,444.5 |
| S2 |
3,403.3 |
3,403.3 |
3,458.8 |
|
| S3 |
3,353.3 |
3,385.7 |
3,454.3 |
|
| S4 |
3,303.3 |
3,335.7 |
3,440.5 |
|
|
| 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 |
3,471.0 |
3,137.0 |
334.0 |
9.6% |
103.0 |
3.0% |
99% |
True |
False |
1,575,250 |
| 10 |
3,471.0 |
2,887.0 |
584.0 |
16.8% |
101.9 |
2.9% |
99% |
True |
False |
1,445,079 |
| 20 |
3,471.0 |
2,887.0 |
584.0 |
16.8% |
89.1 |
2.6% |
99% |
True |
False |
1,251,723 |
| 40 |
3,471.0 |
2,887.0 |
584.0 |
16.8% |
72.1 |
2.1% |
99% |
True |
False |
1,067,260 |
| 60 |
3,471.0 |
2,887.0 |
584.0 |
16.8% |
69.2 |
2.0% |
99% |
True |
False |
787,306 |
| 80 |
3,471.0 |
2,887.0 |
584.0 |
16.8% |
64.7 |
1.9% |
99% |
True |
False |
591,081 |
| 100 |
3,471.0 |
2,887.0 |
584.0 |
16.8% |
62.9 |
1.8% |
99% |
True |
False |
473,224 |
| 120 |
3,471.0 |
2,887.0 |
584.0 |
16.8% |
60.2 |
1.7% |
99% |
True |
False |
396,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,683.5 |
|
2.618 |
3,601.9 |
|
1.618 |
3,551.9 |
|
1.000 |
3,521.0 |
|
0.618 |
3,501.9 |
|
HIGH |
3,471.0 |
|
0.618 |
3,451.9 |
|
0.500 |
3,446.0 |
|
0.382 |
3,440.1 |
|
LOW |
3,421.0 |
|
0.618 |
3,390.1 |
|
1.000 |
3,371.0 |
|
1.618 |
3,340.1 |
|
2.618 |
3,290.1 |
|
4.250 |
3,208.5 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,460.7 |
3,428.7 |
| PP |
3,453.3 |
3,389.3 |
| S1 |
3,446.0 |
3,350.0 |
|