| 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 |
1,950.0 |
1,956.0 |
6.0 |
0.3% |
1,877.0 |
| High |
1,961.8 |
1,966.1 |
4.3 |
0.2% |
1,961.8 |
| Low |
1,937.2 |
1,848.0 |
-89.2 |
-4.6% |
1,873.3 |
| Close |
1,951.7 |
1,854.4 |
-97.3 |
-5.0% |
1,951.7 |
| Range |
24.6 |
118.1 |
93.5 |
380.1% |
88.5 |
| ATR |
30.3 |
36.6 |
6.3 |
20.7% |
0.0 |
| Volume |
246,779 |
496,088 |
249,309 |
101.0% |
1,174,548 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.8 |
2,167.2 |
1,919.4 |
|
| R3 |
2,125.7 |
2,049.1 |
1,886.9 |
|
| R2 |
2,007.6 |
2,007.6 |
1,876.1 |
|
| R1 |
1,931.0 |
1,931.0 |
1,865.2 |
1,910.3 |
| PP |
1,889.5 |
1,889.5 |
1,889.5 |
1,879.1 |
| S1 |
1,812.9 |
1,812.9 |
1,843.6 |
1,792.2 |
| S2 |
1,771.4 |
1,771.4 |
1,832.7 |
|
| S3 |
1,653.3 |
1,694.8 |
1,821.9 |
|
| S4 |
1,535.2 |
1,576.7 |
1,789.4 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.4 |
2,161.6 |
2,000.4 |
|
| R3 |
2,105.9 |
2,073.1 |
1,976.0 |
|
| R2 |
2,017.4 |
2,017.4 |
1,967.9 |
|
| R1 |
1,984.6 |
1,984.6 |
1,959.8 |
2,001.0 |
| PP |
1,928.9 |
1,928.9 |
1,928.9 |
1,937.2 |
| S1 |
1,896.1 |
1,896.1 |
1,943.6 |
1,912.5 |
| S2 |
1,840.4 |
1,840.4 |
1,935.5 |
|
| S3 |
1,751.9 |
1,807.6 |
1,927.4 |
|
| S4 |
1,663.4 |
1,719.1 |
1,903.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,966.1 |
1,848.0 |
118.1 |
6.4% |
51.1 |
2.8% |
5% |
True |
True |
301,138 |
| 10 |
1,966.1 |
1,848.0 |
118.1 |
6.4% |
39.1 |
2.1% |
5% |
True |
True |
255,935 |
| 20 |
1,966.1 |
1,848.0 |
118.1 |
6.4% |
32.4 |
1.7% |
5% |
True |
True |
222,778 |
| 40 |
1,983.8 |
1,848.0 |
135.8 |
7.3% |
32.1 |
1.7% |
5% |
False |
True |
236,151 |
| 60 |
2,024.6 |
1,848.0 |
176.6 |
9.5% |
35.0 |
1.9% |
4% |
False |
True |
263,213 |
| 80 |
2,089.2 |
1,830.7 |
258.5 |
13.9% |
37.9 |
2.0% |
9% |
False |
False |
255,982 |
| 100 |
2,089.2 |
1,745.5 |
343.7 |
18.5% |
35.1 |
1.9% |
32% |
False |
False |
208,574 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
21.5% |
34.1 |
1.8% |
41% |
False |
False |
174,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.0 |
|
2.618 |
2,275.3 |
|
1.618 |
2,157.2 |
|
1.000 |
2,084.2 |
|
0.618 |
2,039.1 |
|
HIGH |
1,966.1 |
|
0.618 |
1,921.0 |
|
0.500 |
1,907.1 |
|
0.382 |
1,893.1 |
|
LOW |
1,848.0 |
|
0.618 |
1,775.0 |
|
1.000 |
1,729.9 |
|
1.618 |
1,656.9 |
|
2.618 |
1,538.8 |
|
4.250 |
1,346.1 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,907.1 |
1,907.1 |
| PP |
1,889.5 |
1,889.5 |
| S1 |
1,872.0 |
1,872.0 |
|