| 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 |
11,830.00 |
12,088.50 |
258.50 |
2.2% |
11,034.50 |
| High |
12,119.50 |
12,109.00 |
-10.50 |
-0.1% |
12,119.50 |
| Low |
11,771.25 |
11,868.25 |
97.00 |
0.8% |
10,942.25 |
| Close |
12,076.50 |
12,075.00 |
-1.50 |
0.0% |
12,075.00 |
| Range |
348.25 |
240.75 |
-107.50 |
-30.9% |
1,177.25 |
| ATR |
316.38 |
310.98 |
-5.40 |
-1.7% |
0.00 |
| Volume |
578,443 |
552,483 |
-25,960 |
-4.5% |
3,085,690 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,739.75 |
12,648.00 |
12,207.50 |
|
| R3 |
12,499.00 |
12,407.25 |
12,141.25 |
|
| R2 |
12,258.25 |
12,258.25 |
12,119.25 |
|
| R1 |
12,166.50 |
12,166.50 |
12,097.00 |
12,092.00 |
| PP |
12,017.50 |
12,017.50 |
12,017.50 |
11,980.00 |
| S1 |
11,925.75 |
11,925.75 |
12,053.00 |
11,851.25 |
| S2 |
11,776.75 |
11,776.75 |
12,030.75 |
|
| S3 |
11,536.00 |
11,685.00 |
12,008.75 |
|
| S4 |
11,295.25 |
11,444.25 |
11,942.50 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,244.00 |
14,836.75 |
12,722.50 |
|
| R3 |
14,066.75 |
13,659.50 |
12,398.75 |
|
| R2 |
12,889.50 |
12,889.50 |
12,290.75 |
|
| R1 |
12,482.25 |
12,482.25 |
12,183.00 |
12,686.00 |
| PP |
11,712.25 |
11,712.25 |
11,712.25 |
11,814.00 |
| S1 |
11,305.00 |
11,305.00 |
11,967.00 |
11,508.50 |
| S2 |
10,535.00 |
10,535.00 |
11,859.25 |
|
| S3 |
9,357.75 |
10,127.75 |
11,751.25 |
|
| S4 |
8,180.50 |
8,950.50 |
11,427.50 |
|
|
| 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% |
351.00 |
2.9% |
96% |
False |
False |
617,138 |
| 10 |
12,119.50 |
10,942.25 |
1,177.25 |
9.7% |
334.50 |
2.8% |
96% |
False |
False |
646,919 |
| 20 |
12,249.00 |
10,942.25 |
1,306.75 |
10.8% |
296.75 |
2.5% |
87% |
False |
False |
631,559 |
| 40 |
12,249.00 |
10,656.50 |
1,592.50 |
13.2% |
297.75 |
2.5% |
89% |
False |
False |
614,798 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
14.8% |
300.25 |
2.5% |
79% |
False |
False |
418,840 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
17.9% |
285.75 |
2.4% |
83% |
False |
False |
314,275 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
22.6% |
278.50 |
2.3% |
86% |
False |
False |
251,524 |
| 120 |
12,448.75 |
9,168.00 |
3,280.75 |
27.2% |
265.00 |
2.2% |
89% |
False |
False |
209,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,132.25 |
|
2.618 |
12,739.25 |
|
1.618 |
12,498.50 |
|
1.000 |
12,349.75 |
|
0.618 |
12,257.75 |
|
HIGH |
12,109.00 |
|
0.618 |
12,017.00 |
|
0.500 |
11,988.50 |
|
0.382 |
11,960.25 |
|
LOW |
11,868.25 |
|
0.618 |
11,719.50 |
|
1.000 |
11,627.50 |
|
1.618 |
11,478.75 |
|
2.618 |
11,238.00 |
|
4.250 |
10,845.00 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,046.25 |
11,941.50 |
| PP |
12,017.50 |
11,808.25 |
| S1 |
11,988.50 |
11,675.00 |
|