| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
12,502.0 |
12,597.5 |
95.5 |
0.8% |
11,538.0 |
| High |
12,586.0 |
13,290.5 |
704.5 |
5.6% |
12,586.0 |
| Low |
12,358.5 |
12,597.5 |
239.0 |
1.9% |
11,497.0 |
| Close |
12,470.0 |
13,113.0 |
643.0 |
5.2% |
12,470.0 |
| Range |
227.5 |
693.0 |
465.5 |
204.6% |
1,089.0 |
| ATR |
316.1 |
352.1 |
36.0 |
11.4% |
0.0 |
| Volume |
72,106 |
141,963 |
69,857 |
96.9% |
423,964 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,079.3 |
14,789.2 |
13,494.2 |
|
| R3 |
14,386.3 |
14,096.2 |
13,303.6 |
|
| R2 |
13,693.3 |
13,693.3 |
13,240.1 |
|
| R1 |
13,403.2 |
13,403.2 |
13,176.5 |
13,548.3 |
| PP |
13,000.3 |
13,000.3 |
13,000.3 |
13,072.9 |
| S1 |
12,710.2 |
12,710.2 |
13,049.5 |
12,855.3 |
| S2 |
12,307.3 |
12,307.3 |
12,986.0 |
|
| S3 |
11,614.3 |
12,017.2 |
12,922.4 |
|
| S4 |
10,921.3 |
11,324.2 |
12,731.9 |
|
|
| 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 |
13,290.5 |
11,772.5 |
1,518.0 |
11.6% |
443.3 |
3.4% |
88% |
True |
False |
96,286 |
| 10 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
397.3 |
3.0% |
91% |
True |
False |
107,455 |
| 20 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
334.0 |
2.5% |
91% |
True |
False |
96,809 |
| 40 |
13,290.5 |
11,313.5 |
1,977.0 |
15.1% |
278.5 |
2.1% |
91% |
True |
False |
83,798 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
265.0 |
2.0% |
85% |
False |
False |
56,287 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
244.6 |
1.9% |
85% |
False |
False |
42,236 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
237.9 |
1.8% |
85% |
False |
False |
33,803 |
| 120 |
13,435.0 |
11,313.5 |
2,121.5 |
16.2% |
226.7 |
1.7% |
85% |
False |
False |
28,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,235.8 |
|
2.618 |
15,104.8 |
|
1.618 |
14,411.8 |
|
1.000 |
13,983.5 |
|
0.618 |
13,718.8 |
|
HIGH |
13,290.5 |
|
0.618 |
13,025.8 |
|
0.500 |
12,944.0 |
|
0.382 |
12,862.2 |
|
LOW |
12,597.5 |
|
0.618 |
12,169.2 |
|
1.000 |
11,904.5 |
|
1.618 |
11,476.2 |
|
2.618 |
10,783.2 |
|
4.250 |
9,652.3 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,056.7 |
12,998.0 |
| PP |
13,000.3 |
12,883.0 |
| S1 |
12,944.0 |
12,768.0 |
|