| 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 |
12,139.25 |
11,863.50 |
-275.75 |
-2.3% |
11,034.50 |
| High |
12,408.75 |
11,901.50 |
-507.25 |
-4.1% |
12,119.50 |
| Low |
11,812.25 |
11,503.25 |
-309.00 |
-2.6% |
10,942.25 |
| Close |
11,820.50 |
11,618.25 |
-202.25 |
-1.7% |
12,075.00 |
| Range |
596.50 |
398.25 |
-198.25 |
-33.2% |
1,177.25 |
| ATR |
331.37 |
336.15 |
4.78 |
1.4% |
0.00 |
| Volume |
731,881 |
834,533 |
102,652 |
14.0% |
3,085,690 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,869.00 |
12,642.00 |
11,837.25 |
|
| R3 |
12,470.75 |
12,243.75 |
11,727.75 |
|
| R2 |
12,072.50 |
12,072.50 |
11,691.25 |
|
| R1 |
11,845.50 |
11,845.50 |
11,654.75 |
11,760.00 |
| PP |
11,674.25 |
11,674.25 |
11,674.25 |
11,631.50 |
| S1 |
11,447.25 |
11,447.25 |
11,581.75 |
11,361.50 |
| S2 |
11,276.00 |
11,276.00 |
11,545.25 |
|
| S3 |
10,877.75 |
11,049.00 |
11,508.75 |
|
| S4 |
10,479.50 |
10,650.75 |
11,399.25 |
|
|
| 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 |
11,230.25 |
1,178.50 |
10.1% |
439.50 |
3.8% |
33% |
False |
False |
707,991 |
| 10 |
12,408.75 |
10,942.25 |
1,466.50 |
12.6% |
384.25 |
3.3% |
46% |
False |
False |
680,982 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.6% |
309.75 |
2.7% |
46% |
False |
False |
634,321 |
| 40 |
12,408.75 |
10,656.50 |
1,752.25 |
15.1% |
310.00 |
2.7% |
55% |
False |
False |
627,338 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.4% |
312.00 |
2.7% |
54% |
False |
False |
444,936 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
18.6% |
291.50 |
2.5% |
62% |
False |
False |
333,847 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
23.5% |
285.00 |
2.5% |
70% |
False |
False |
267,186 |
| 120 |
12,448.75 |
9,168.00 |
3,280.75 |
28.2% |
271.50 |
2.3% |
75% |
False |
False |
222,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,594.00 |
|
2.618 |
12,944.00 |
|
1.618 |
12,545.75 |
|
1.000 |
12,299.75 |
|
0.618 |
12,147.50 |
|
HIGH |
11,901.50 |
|
0.618 |
11,749.25 |
|
0.500 |
11,702.50 |
|
0.382 |
11,655.50 |
|
LOW |
11,503.25 |
|
0.618 |
11,257.25 |
|
1.000 |
11,105.00 |
|
1.618 |
10,859.00 |
|
2.618 |
10,460.75 |
|
4.250 |
9,810.75 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,702.50 |
11,956.00 |
| PP |
11,674.25 |
11,843.50 |
| S1 |
11,646.25 |
11,730.75 |
|