| 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 |
3,522.50 |
3,549.50 |
27.00 |
0.8% |
3,260.00 |
| High |
3,668.00 |
3,562.75 |
-105.25 |
-2.9% |
3,522.50 |
| Low |
3,515.75 |
3,506.50 |
-9.25 |
-0.3% |
3,243.25 |
| Close |
3,544.00 |
3,541.00 |
-3.00 |
-0.1% |
3,500.75 |
| Range |
152.25 |
56.25 |
-96.00 |
-63.1% |
279.25 |
| ATR |
82.31 |
80.45 |
-1.86 |
-2.3% |
0.00 |
| Volume |
2,605,322 |
2,160,319 |
-445,003 |
-17.1% |
9,638,510 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,705.50 |
3,679.50 |
3,572.00 |
|
| R3 |
3,649.25 |
3,623.25 |
3,556.50 |
|
| R2 |
3,593.00 |
3,593.00 |
3,551.25 |
|
| R1 |
3,567.00 |
3,567.00 |
3,546.25 |
3,552.00 |
| PP |
3,536.75 |
3,536.75 |
3,536.75 |
3,529.25 |
| S1 |
3,510.75 |
3,510.75 |
3,535.75 |
3,495.50 |
| S2 |
3,480.50 |
3,480.50 |
3,530.75 |
|
| S3 |
3,424.25 |
3,454.50 |
3,525.50 |
|
| S4 |
3,368.00 |
3,398.25 |
3,510.00 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,260.00 |
4,159.50 |
3,654.25 |
|
| R3 |
3,980.75 |
3,880.25 |
3,577.50 |
|
| R2 |
3,701.50 |
3,701.50 |
3,552.00 |
|
| R1 |
3,601.00 |
3,601.00 |
3,526.25 |
3,651.25 |
| PP |
3,422.25 |
3,422.25 |
3,422.25 |
3,447.25 |
| S1 |
3,321.75 |
3,321.75 |
3,475.25 |
3,372.00 |
| S2 |
3,143.00 |
3,143.00 |
3,449.50 |
|
| S3 |
2,863.75 |
3,042.50 |
3,424.00 |
|
| S4 |
2,584.50 |
2,763.25 |
3,347.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,668.00 |
3,319.00 |
349.00 |
9.9% |
105.25 |
3.0% |
64% |
False |
False |
2,178,028 |
| 10 |
3,668.00 |
3,225.00 |
443.00 |
12.5% |
95.25 |
2.7% |
71% |
False |
False |
2,149,153 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.5% |
74.75 |
2.1% |
71% |
False |
False |
1,867,562 |
| 40 |
3,668.00 |
3,198.00 |
470.00 |
13.3% |
71.75 |
2.0% |
73% |
False |
False |
1,806,155 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.3% |
68.75 |
1.9% |
73% |
False |
False |
1,321,530 |
| 80 |
3,668.00 |
3,181.25 |
486.75 |
13.7% |
62.00 |
1.8% |
74% |
False |
False |
991,877 |
| 100 |
3,668.00 |
2,972.00 |
696.00 |
19.7% |
63.00 |
1.8% |
82% |
False |
False |
793,902 |
| 120 |
3,668.00 |
2,891.00 |
777.00 |
21.9% |
64.25 |
1.8% |
84% |
False |
False |
661,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,801.75 |
|
2.618 |
3,710.00 |
|
1.618 |
3,653.75 |
|
1.000 |
3,619.00 |
|
0.618 |
3,597.50 |
|
HIGH |
3,562.75 |
|
0.618 |
3,541.25 |
|
0.500 |
3,534.50 |
|
0.382 |
3,528.00 |
|
LOW |
3,506.50 |
|
0.618 |
3,471.75 |
|
1.000 |
3,450.25 |
|
1.618 |
3,415.50 |
|
2.618 |
3,359.25 |
|
4.250 |
3,267.50 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,539.00 |
3,562.50 |
| PP |
3,536.75 |
3,555.25 |
| S1 |
3,534.50 |
3,548.00 |
|