| 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 |
12,088.50 |
12,139.25 |
50.75 |
0.4% |
11,034.50 |
| High |
12,109.00 |
12,408.75 |
299.75 |
2.5% |
12,119.50 |
| Low |
11,868.25 |
11,812.25 |
-56.00 |
-0.5% |
10,942.25 |
| Close |
12,075.00 |
11,820.50 |
-254.50 |
-2.1% |
12,075.00 |
| Range |
240.75 |
596.50 |
355.75 |
147.8% |
1,177.25 |
| ATR |
310.98 |
331.37 |
20.39 |
6.6% |
0.00 |
| Volume |
552,483 |
731,881 |
179,398 |
32.5% |
3,085,690 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,803.25 |
13,408.50 |
12,148.50 |
|
| R3 |
13,206.75 |
12,812.00 |
11,984.50 |
|
| R2 |
12,610.25 |
12,610.25 |
11,929.75 |
|
| R1 |
12,215.50 |
12,215.50 |
11,875.25 |
12,114.50 |
| PP |
12,013.75 |
12,013.75 |
12,013.75 |
11,963.50 |
| S1 |
11,619.00 |
11,619.00 |
11,765.75 |
11,518.00 |
| S2 |
11,417.25 |
11,417.25 |
11,711.25 |
|
| S3 |
10,820.75 |
11,022.50 |
11,656.50 |
|
| S4 |
10,224.25 |
10,426.00 |
11,492.50 |
|
|
| 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 |
12,408.75 |
11,064.50 |
1,344.25 |
11.4% |
416.25 |
3.5% |
56% |
True |
False |
642,984 |
| 10 |
12,408.75 |
10,942.25 |
1,466.50 |
12.4% |
358.75 |
3.0% |
60% |
True |
False |
652,693 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.4% |
301.25 |
2.5% |
60% |
True |
False |
630,331 |
| 40 |
12,408.75 |
10,656.50 |
1,752.25 |
14.8% |
306.25 |
2.6% |
66% |
True |
False |
619,431 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.2% |
307.75 |
2.6% |
65% |
False |
False |
431,031 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
18.3% |
291.50 |
2.5% |
71% |
False |
False |
323,421 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
23.1% |
283.00 |
2.4% |
77% |
False |
False |
258,843 |
| 120 |
12,448.75 |
9,168.00 |
3,280.75 |
27.8% |
268.25 |
2.3% |
81% |
False |
False |
215,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,944.00 |
|
2.618 |
13,970.50 |
|
1.618 |
13,374.00 |
|
1.000 |
13,005.25 |
|
0.618 |
12,777.50 |
|
HIGH |
12,408.75 |
|
0.618 |
12,181.00 |
|
0.500 |
12,110.50 |
|
0.382 |
12,040.00 |
|
LOW |
11,812.25 |
|
0.618 |
11,443.50 |
|
1.000 |
11,215.75 |
|
1.618 |
10,847.00 |
|
2.618 |
10,250.50 |
|
4.250 |
9,277.00 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,110.50 |
12,090.00 |
| PP |
12,013.75 |
12,000.25 |
| S1 |
11,917.25 |
11,910.25 |
|