| 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 |
1,651.8 |
1,706.4 |
54.6 |
3.3% |
1,537.0 |
| High |
1,815.3 |
1,750.0 |
-65.3 |
-3.6% |
1,669.0 |
| Low |
1,648.3 |
1,693.1 |
44.8 |
2.7% |
1,526.0 |
| Close |
1,703.1 |
1,734.2 |
31.1 |
1.8% |
1,643.1 |
| Range |
167.0 |
56.9 |
-110.1 |
-65.9% |
143.0 |
| ATR |
53.1 |
53.4 |
0.3 |
0.5% |
0.0 |
| Volume |
277,769 |
211,066 |
-66,703 |
-24.0% |
962,816 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,896.5 |
1,872.2 |
1,765.5 |
|
| R3 |
1,839.6 |
1,815.3 |
1,749.8 |
|
| R2 |
1,782.7 |
1,782.7 |
1,744.6 |
|
| R1 |
1,758.4 |
1,758.4 |
1,739.4 |
1,770.6 |
| PP |
1,725.8 |
1,725.8 |
1,725.8 |
1,731.8 |
| S1 |
1,701.5 |
1,701.5 |
1,729.0 |
1,713.7 |
| S2 |
1,668.9 |
1,668.9 |
1,723.8 |
|
| S3 |
1,612.0 |
1,644.6 |
1,718.6 |
|
| S4 |
1,555.1 |
1,587.7 |
1,702.9 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,041.7 |
1,985.4 |
1,721.8 |
|
| R3 |
1,898.7 |
1,842.4 |
1,682.4 |
|
| R2 |
1,755.7 |
1,755.7 |
1,669.3 |
|
| R1 |
1,699.4 |
1,699.4 |
1,656.2 |
1,727.6 |
| PP |
1,612.7 |
1,612.7 |
1,612.7 |
1,626.8 |
| S1 |
1,556.4 |
1,556.4 |
1,630.0 |
1,584.6 |
| S2 |
1,469.7 |
1,469.7 |
1,616.9 |
|
| S3 |
1,326.7 |
1,413.4 |
1,603.8 |
|
| S4 |
1,183.7 |
1,270.4 |
1,564.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,815.3 |
1,546.9 |
268.4 |
15.5% |
83.0 |
4.8% |
70% |
False |
False |
223,871 |
| 10 |
1,815.3 |
1,520.3 |
295.0 |
17.0% |
63.7 |
3.7% |
73% |
False |
False |
206,826 |
| 20 |
1,815.3 |
1,520.3 |
295.0 |
17.0% |
49.3 |
2.8% |
73% |
False |
False |
178,173 |
| 40 |
1,815.3 |
1,426.2 |
389.1 |
22.4% |
44.6 |
2.6% |
79% |
False |
False |
182,114 |
| 60 |
1,815.3 |
1,426.2 |
389.1 |
22.4% |
40.9 |
2.4% |
79% |
False |
False |
135,845 |
| 80 |
1,815.3 |
1,426.2 |
389.1 |
22.4% |
37.6 |
2.2% |
79% |
False |
False |
101,900 |
| 100 |
1,815.3 |
1,357.5 |
457.8 |
26.4% |
38.6 |
2.2% |
82% |
False |
False |
81,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,991.8 |
|
2.618 |
1,899.0 |
|
1.618 |
1,842.1 |
|
1.000 |
1,806.9 |
|
0.618 |
1,785.2 |
|
HIGH |
1,750.0 |
|
0.618 |
1,728.3 |
|
0.500 |
1,721.6 |
|
0.382 |
1,714.8 |
|
LOW |
1,693.1 |
|
0.618 |
1,657.9 |
|
1.000 |
1,636.2 |
|
1.618 |
1,601.0 |
|
2.618 |
1,544.1 |
|
4.250 |
1,451.3 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,730.0 |
1,731.6 |
| PP |
1,725.8 |
1,728.9 |
| S1 |
1,721.6 |
1,726.3 |
|