Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,956.0 |
1,864.1 |
-91.9 |
-4.7% |
1,877.0 |
High |
1,966.1 |
1,888.9 |
-77.2 |
-3.9% |
1,961.8 |
Low |
1,848.0 |
1,858.9 |
10.9 |
0.6% |
1,873.3 |
Close |
1,854.4 |
1,876.4 |
22.0 |
1.2% |
1,951.7 |
Range |
118.1 |
30.0 |
-88.1 |
-74.6% |
88.5 |
ATR |
36.6 |
36.5 |
-0.2 |
-0.4% |
0.0 |
Volume |
496,088 |
264,872 |
-231,216 |
-46.6% |
1,174,548 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,964.7 |
1,950.6 |
1,892.9 |
|
R3 |
1,934.7 |
1,920.6 |
1,884.7 |
|
R2 |
1,904.7 |
1,904.7 |
1,881.9 |
|
R1 |
1,890.6 |
1,890.6 |
1,879.2 |
1,897.7 |
PP |
1,874.7 |
1,874.7 |
1,874.7 |
1,878.3 |
S1 |
1,860.6 |
1,860.6 |
1,873.7 |
1,867.7 |
S2 |
1,844.7 |
1,844.7 |
1,870.9 |
|
S3 |
1,814.7 |
1,830.6 |
1,868.2 |
|
S4 |
1,784.7 |
1,800.6 |
1,859.9 |
|
|
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 |
6.3% |
52.2 |
2.8% |
24% |
False |
False |
319,839 |
10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
40.6 |
2.2% |
24% |
False |
False |
267,092 |
20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
31.8 |
1.7% |
24% |
False |
False |
222,644 |
40 |
1,983.8 |
1,848.0 |
135.8 |
7.2% |
32.2 |
1.7% |
21% |
False |
False |
236,784 |
60 |
2,024.6 |
1,848.0 |
176.6 |
9.4% |
34.5 |
1.8% |
16% |
False |
False |
262,804 |
80 |
2,089.2 |
1,839.9 |
249.3 |
13.3% |
38.1 |
2.0% |
15% |
False |
False |
259,053 |
100 |
2,089.2 |
1,769.0 |
320.2 |
17.1% |
35.1 |
1.9% |
34% |
False |
False |
211,139 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.3% |
34.1 |
1.8% |
47% |
False |
False |
176,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.4 |
2.618 |
1,967.4 |
1.618 |
1,937.4 |
1.000 |
1,918.9 |
0.618 |
1,907.4 |
HIGH |
1,888.9 |
0.618 |
1,877.4 |
0.500 |
1,873.9 |
0.382 |
1,870.4 |
LOW |
1,858.9 |
0.618 |
1,840.4 |
1.000 |
1,828.9 |
1.618 |
1,810.4 |
2.618 |
1,780.4 |
4.250 |
1,731.4 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,875.6 |
1,907.1 |
PP |
1,874.7 |
1,896.8 |
S1 |
1,873.9 |
1,886.6 |
|