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 |
1,864.1 |
1,876.1 |
12.0 |
0.6% |
1,877.0 |
High |
1,888.9 |
1,882.5 |
-6.4 |
-0.3% |
1,961.8 |
Low |
1,858.9 |
1,853.9 |
-5.0 |
-0.3% |
1,873.3 |
Close |
1,876.4 |
1,861.6 |
-14.8 |
-0.8% |
1,951.7 |
Range |
30.0 |
28.6 |
-1.4 |
-4.7% |
88.5 |
ATR |
36.5 |
35.9 |
-0.6 |
-1.5% |
0.0 |
Volume |
264,872 |
215,170 |
-49,702 |
-18.8% |
1,174,548 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.8 |
1,935.3 |
1,877.3 |
|
R3 |
1,923.2 |
1,906.7 |
1,869.5 |
|
R2 |
1,894.6 |
1,894.6 |
1,866.8 |
|
R1 |
1,878.1 |
1,878.1 |
1,864.2 |
1,872.1 |
PP |
1,866.0 |
1,866.0 |
1,866.0 |
1,863.0 |
S1 |
1,849.5 |
1,849.5 |
1,859.0 |
1,843.5 |
S2 |
1,837.4 |
1,837.4 |
1,856.4 |
|
S3 |
1,808.8 |
1,820.9 |
1,853.7 |
|
S4 |
1,780.2 |
1,792.3 |
1,845.9 |
|
|
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% |
50.7 |
2.7% |
12% |
False |
False |
304,084 |
10 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
39.1 |
2.1% |
12% |
False |
False |
258,901 |
20 |
1,966.1 |
1,848.0 |
118.1 |
6.3% |
31.6 |
1.7% |
12% |
False |
False |
223,988 |
40 |
1,969.3 |
1,848.0 |
121.3 |
6.5% |
32.2 |
1.7% |
11% |
False |
False |
234,704 |
60 |
2,015.6 |
1,848.0 |
167.6 |
9.0% |
34.3 |
1.8% |
8% |
False |
False |
260,366 |
80 |
2,089.2 |
1,848.0 |
241.2 |
13.0% |
38.1 |
2.0% |
6% |
False |
False |
261,347 |
100 |
2,089.2 |
1,772.0 |
317.2 |
17.0% |
35.1 |
1.9% |
28% |
False |
False |
213,232 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.4% |
34.2 |
1.8% |
43% |
False |
False |
178,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.1 |
2.618 |
1,957.4 |
1.618 |
1,928.8 |
1.000 |
1,911.1 |
0.618 |
1,900.2 |
HIGH |
1,882.5 |
0.618 |
1,871.6 |
0.500 |
1,868.2 |
0.382 |
1,864.8 |
LOW |
1,853.9 |
0.618 |
1,836.2 |
1.000 |
1,825.3 |
1.618 |
1,807.6 |
2.618 |
1,779.0 |
4.250 |
1,732.4 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,868.2 |
1,907.1 |
PP |
1,866.0 |
1,891.9 |
S1 |
1,863.8 |
1,876.8 |
|