| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
11,264.00 |
11,830.00 |
566.00 |
5.0% |
11,634.00 |
| High |
11,843.75 |
12,119.50 |
275.75 |
2.3% |
11,695.50 |
| Low |
11,230.25 |
11,771.25 |
541.00 |
4.8% |
10,944.50 |
| Close |
11,763.00 |
12,076.50 |
313.50 |
2.7% |
11,046.25 |
| Range |
613.50 |
348.25 |
-265.25 |
-43.2% |
751.00 |
| ATR |
313.29 |
316.38 |
3.09 |
1.0% |
0.00 |
| Volume |
842,617 |
578,443 |
-264,174 |
-31.4% |
3,383,507 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,033.75 |
12,903.50 |
12,268.00 |
|
| R3 |
12,685.50 |
12,555.25 |
12,172.25 |
|
| R2 |
12,337.25 |
12,337.25 |
12,140.25 |
|
| R1 |
12,207.00 |
12,207.00 |
12,108.50 |
12,272.00 |
| PP |
11,989.00 |
11,989.00 |
11,989.00 |
12,021.75 |
| S1 |
11,858.75 |
11,858.75 |
12,044.50 |
11,924.00 |
| S2 |
11,640.75 |
11,640.75 |
12,012.75 |
|
| S3 |
11,292.50 |
11,510.50 |
11,980.75 |
|
| S4 |
10,944.25 |
11,162.25 |
11,885.00 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,481.75 |
13,015.00 |
11,459.25 |
|
| R3 |
12,730.75 |
12,264.00 |
11,252.75 |
|
| R2 |
11,979.75 |
11,979.75 |
11,184.00 |
|
| R1 |
11,513.00 |
11,513.00 |
11,115.00 |
11,371.00 |
| PP |
11,228.75 |
11,228.75 |
11,228.75 |
11,157.75 |
| S1 |
10,762.00 |
10,762.00 |
10,977.50 |
10,620.00 |
| S2 |
10,477.75 |
10,477.75 |
10,908.50 |
|
| S3 |
9,726.75 |
10,011.00 |
10,839.75 |
|
| S4 |
8,975.75 |
9,260.00 |
10,633.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,119.50 |
10,942.25 |
1,177.25 |
9.7% |
370.25 |
3.1% |
96% |
True |
False |
667,037 |
| 10 |
12,119.50 |
10,942.25 |
1,177.25 |
9.7% |
324.50 |
2.7% |
96% |
True |
False |
641,795 |
| 20 |
12,249.00 |
10,942.25 |
1,306.75 |
10.8% |
294.25 |
2.4% |
87% |
False |
False |
624,357 |
| 40 |
12,249.00 |
10,656.50 |
1,592.50 |
13.2% |
302.25 |
2.5% |
89% |
False |
False |
610,468 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
14.8% |
299.00 |
2.5% |
79% |
False |
False |
409,643 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
17.9% |
285.50 |
2.4% |
83% |
False |
False |
307,376 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
22.6% |
277.25 |
2.3% |
86% |
False |
False |
246,000 |
| 120 |
12,448.75 |
9,168.00 |
3,280.75 |
27.2% |
263.75 |
2.2% |
89% |
False |
False |
205,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,599.50 |
|
2.618 |
13,031.25 |
|
1.618 |
12,683.00 |
|
1.000 |
12,467.75 |
|
0.618 |
12,334.75 |
|
HIGH |
12,119.50 |
|
0.618 |
11,986.50 |
|
0.500 |
11,945.50 |
|
0.382 |
11,904.25 |
|
LOW |
11,771.25 |
|
0.618 |
11,556.00 |
|
1.000 |
11,423.00 |
|
1.618 |
11,207.75 |
|
2.618 |
10,859.50 |
|
4.250 |
10,291.25 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,032.75 |
11,915.00 |
| PP |
11,989.00 |
11,753.50 |
| S1 |
11,945.50 |
11,592.00 |
|