| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,546.25 |
3,574.50 |
28.25 |
0.8% |
3,260.00 |
| High |
3,576.75 |
3,574.50 |
-2.25 |
-0.1% |
3,522.50 |
| Low |
3,531.00 |
3,513.00 |
-18.00 |
-0.5% |
3,243.25 |
| Close |
3,568.00 |
3,532.50 |
-35.50 |
-1.0% |
3,500.75 |
| Range |
45.75 |
61.50 |
15.75 |
34.4% |
279.25 |
| ATR |
77.97 |
76.80 |
-1.18 |
-1.5% |
0.00 |
| Volume |
1,324,983 |
1,685,890 |
360,907 |
27.2% |
9,638,510 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,724.50 |
3,690.00 |
3,566.25 |
|
| R3 |
3,663.00 |
3,628.50 |
3,549.50 |
|
| R2 |
3,601.50 |
3,601.50 |
3,543.75 |
|
| R1 |
3,567.00 |
3,567.00 |
3,538.25 |
3,553.50 |
| PP |
3,540.00 |
3,540.00 |
3,540.00 |
3,533.25 |
| S1 |
3,505.50 |
3,505.50 |
3,526.75 |
3,492.00 |
| S2 |
3,478.50 |
3,478.50 |
3,521.25 |
|
| S3 |
3,417.00 |
3,444.00 |
3,515.50 |
|
| S4 |
3,355.50 |
3,382.50 |
3,498.75 |
|
|
| 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 |
3,456.75 |
211.25 |
6.0% |
75.50 |
2.1% |
36% |
False |
False |
1,883,302 |
| 10 |
3,668.00 |
3,225.00 |
443.00 |
12.5% |
86.50 |
2.5% |
69% |
False |
False |
1,990,994 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.5% |
74.75 |
2.1% |
69% |
False |
False |
1,858,613 |
| 40 |
3,668.00 |
3,198.00 |
470.00 |
13.3% |
71.25 |
2.0% |
71% |
False |
False |
1,769,831 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.3% |
69.50 |
2.0% |
71% |
False |
False |
1,371,526 |
| 80 |
3,668.00 |
3,181.25 |
486.75 |
13.8% |
62.50 |
1.8% |
72% |
False |
False |
1,029,487 |
| 100 |
3,668.00 |
2,972.00 |
696.00 |
19.7% |
62.25 |
1.8% |
81% |
False |
False |
823,958 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
21.3% |
64.25 |
1.8% |
82% |
False |
False |
686,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,836.00 |
|
2.618 |
3,735.50 |
|
1.618 |
3,674.00 |
|
1.000 |
3,636.00 |
|
0.618 |
3,612.50 |
|
HIGH |
3,574.50 |
|
0.618 |
3,551.00 |
|
0.500 |
3,543.75 |
|
0.382 |
3,536.50 |
|
LOW |
3,513.00 |
|
0.618 |
3,475.00 |
|
1.000 |
3,451.50 |
|
1.618 |
3,413.50 |
|
2.618 |
3,352.00 |
|
4.250 |
3,251.50 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,543.75 |
3,541.50 |
| PP |
3,540.00 |
3,538.50 |
| S1 |
3,536.25 |
3,535.50 |
|