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 |
5,947.0 |
6,114.5 |
167.5 |
2.8% |
5,529.0 |
High |
6,239.5 |
6,294.0 |
54.5 |
0.9% |
5,929.5 |
Low |
5,943.0 |
6,083.0 |
140.0 |
2.4% |
5,524.5 |
Close |
6,176.5 |
6,283.5 |
107.0 |
1.7% |
5,884.5 |
Range |
296.5 |
211.0 |
-85.5 |
-28.8% |
405.0 |
ATR |
136.0 |
141.3 |
5.4 |
3.9% |
0.0 |
Volume |
204,912 |
204,509 |
-403 |
-0.2% |
536,273 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,853.0 |
6,779.5 |
6,399.5 |
|
R3 |
6,642.0 |
6,568.5 |
6,341.5 |
|
R2 |
6,431.0 |
6,431.0 |
6,322.0 |
|
R1 |
6,357.5 |
6,357.5 |
6,303.0 |
6,394.0 |
PP |
6,220.0 |
6,220.0 |
6,220.0 |
6,238.5 |
S1 |
6,146.5 |
6,146.5 |
6,264.0 |
6,183.0 |
S2 |
6,009.0 |
6,009.0 |
6,245.0 |
|
S3 |
5,798.0 |
5,935.5 |
6,225.5 |
|
S4 |
5,587.0 |
5,724.5 |
6,167.5 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,994.5 |
6,844.5 |
6,107.0 |
|
R3 |
6,589.5 |
6,439.5 |
5,996.0 |
|
R2 |
6,184.5 |
6,184.5 |
5,959.0 |
|
R1 |
6,034.5 |
6,034.5 |
5,921.5 |
6,109.5 |
PP |
5,779.5 |
5,779.5 |
5,779.5 |
5,817.0 |
S1 |
5,629.5 |
5,629.5 |
5,847.5 |
5,704.5 |
S2 |
5,374.5 |
5,374.5 |
5,810.0 |
|
S3 |
4,969.5 |
5,224.5 |
5,773.0 |
|
S4 |
4,564.5 |
4,819.5 |
5,662.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,294.0 |
5,632.0 |
662.0 |
10.5% |
186.5 |
3.0% |
98% |
True |
False |
147,764 |
10 |
6,294.0 |
5,463.0 |
831.0 |
13.2% |
160.0 |
2.5% |
99% |
True |
False |
136,565 |
20 |
6,294.0 |
5,463.0 |
831.0 |
13.2% |
135.5 |
2.2% |
99% |
True |
False |
115,087 |
40 |
6,294.0 |
5,463.0 |
831.0 |
13.2% |
114.0 |
1.8% |
99% |
True |
False |
105,343 |
60 |
6,294.0 |
5,463.0 |
831.0 |
13.2% |
104.5 |
1.7% |
99% |
True |
False |
85,201 |
80 |
6,294.0 |
5,463.0 |
831.0 |
13.2% |
85.0 |
1.4% |
99% |
True |
False |
63,903 |
100 |
6,294.0 |
5,463.0 |
831.0 |
13.2% |
70.5 |
1.1% |
99% |
True |
False |
51,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,191.0 |
2.618 |
6,846.5 |
1.618 |
6,635.5 |
1.000 |
6,505.0 |
0.618 |
6,424.5 |
HIGH |
6,294.0 |
0.618 |
6,213.5 |
0.500 |
6,188.5 |
0.382 |
6,163.5 |
LOW |
6,083.0 |
0.618 |
5,952.5 |
1.000 |
5,872.0 |
1.618 |
5,741.5 |
2.618 |
5,530.5 |
4.250 |
5,186.0 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,252.0 |
6,210.5 |
PP |
6,220.0 |
6,137.0 |
S1 |
6,188.5 |
6,064.0 |
|