| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
12,254.0 |
12,502.0 |
248.0 |
2.0% |
11,538.0 |
| High |
12,582.0 |
12,586.0 |
4.0 |
0.0% |
12,586.0 |
| Low |
12,245.5 |
12,358.5 |
113.0 |
0.9% |
11,497.0 |
| Close |
12,559.0 |
12,470.0 |
-89.0 |
-0.7% |
12,470.0 |
| Range |
336.5 |
227.5 |
-109.0 |
-32.4% |
1,089.0 |
| ATR |
322.9 |
316.1 |
-6.8 |
-2.1% |
0.0 |
| Volume |
73,629 |
72,106 |
-1,523 |
-2.1% |
423,964 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,154.0 |
13,039.5 |
12,595.1 |
|
| R3 |
12,926.5 |
12,812.0 |
12,532.6 |
|
| R2 |
12,699.0 |
12,699.0 |
12,511.7 |
|
| R1 |
12,584.5 |
12,584.5 |
12,490.9 |
12,528.0 |
| PP |
12,471.5 |
12,471.5 |
12,471.5 |
12,443.3 |
| S1 |
12,357.0 |
12,357.0 |
12,449.1 |
12,300.5 |
| S2 |
12,244.0 |
12,244.0 |
12,428.3 |
|
| S3 |
12,016.5 |
12,129.5 |
12,407.4 |
|
| S4 |
11,789.0 |
11,902.0 |
12,344.9 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,451.3 |
15,049.7 |
13,069.0 |
|
| R3 |
14,362.3 |
13,960.7 |
12,769.5 |
|
| R2 |
13,273.3 |
13,273.3 |
12,669.7 |
|
| R1 |
12,871.7 |
12,871.7 |
12,569.8 |
13,072.5 |
| PP |
12,184.3 |
12,184.3 |
12,184.3 |
12,284.8 |
| S1 |
11,782.7 |
11,782.7 |
12,370.2 |
11,983.5 |
| S2 |
11,095.3 |
11,095.3 |
12,270.4 |
|
| S3 |
10,006.3 |
10,693.7 |
12,170.5 |
|
| S4 |
8,917.3 |
9,604.7 |
11,871.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,586.0 |
11,497.0 |
1,089.0 |
8.7% |
371.3 |
3.0% |
89% |
True |
False |
84,792 |
| 10 |
12,592.5 |
11,313.5 |
1,279.0 |
10.3% |
379.5 |
3.0% |
90% |
False |
False |
104,438 |
| 20 |
13,163.0 |
11,313.5 |
1,849.5 |
14.8% |
306.6 |
2.5% |
63% |
False |
False |
92,717 |
| 40 |
13,320.0 |
11,313.5 |
2,006.5 |
16.1% |
266.1 |
2.1% |
58% |
False |
False |
80,655 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
17.0% |
254.1 |
2.0% |
55% |
False |
False |
53,922 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
17.0% |
239.3 |
1.9% |
55% |
False |
False |
40,462 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
17.0% |
233.2 |
1.9% |
55% |
False |
False |
32,384 |
| 120 |
13,435.0 |
11,313.5 |
2,121.5 |
17.0% |
220.9 |
1.8% |
55% |
False |
False |
26,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,552.9 |
|
2.618 |
13,181.6 |
|
1.618 |
12,954.1 |
|
1.000 |
12,813.5 |
|
0.618 |
12,726.6 |
|
HIGH |
12,586.0 |
|
0.618 |
12,499.1 |
|
0.500 |
12,472.3 |
|
0.382 |
12,445.4 |
|
LOW |
12,358.5 |
|
0.618 |
12,217.9 |
|
1.000 |
12,131.0 |
|
1.618 |
11,990.4 |
|
2.618 |
11,762.9 |
|
4.250 |
11,391.6 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,472.3 |
12,373.1 |
| PP |
12,471.5 |
12,276.2 |
| S1 |
12,470.8 |
12,179.3 |
|