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 |
1,948.77 |
1,951.13 |
2.36 |
0.1% |
1,883.87 |
High |
1,959.36 |
1,964.66 |
5.30 |
0.3% |
1,959.36 |
Low |
1,936.12 |
1,853.00 |
-83.12 |
-4.3% |
1,874.05 |
Close |
1,950.95 |
1,862.71 |
-88.24 |
-4.5% |
1,950.95 |
Range |
23.24 |
111.66 |
88.42 |
380.5% |
85.31 |
ATR |
25.83 |
31.96 |
6.13 |
23.7% |
0.00 |
Volume |
6,726 |
6,453 |
-273 |
-4.1% |
33,524 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,228.44 |
2,157.23 |
1,924.12 |
|
R3 |
2,116.78 |
2,045.57 |
1,893.42 |
|
R2 |
2,005.12 |
2,005.12 |
1,883.18 |
|
R1 |
1,933.91 |
1,933.91 |
1,872.95 |
1,913.69 |
PP |
1,893.46 |
1,893.46 |
1,893.46 |
1,883.34 |
S1 |
1,822.25 |
1,822.25 |
1,852.47 |
1,802.03 |
S2 |
1,781.80 |
1,781.80 |
1,842.24 |
|
S3 |
1,670.14 |
1,710.59 |
1,832.00 |
|
S4 |
1,558.48 |
1,598.93 |
1,801.30 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,184.05 |
2,152.81 |
1,997.87 |
|
R3 |
2,098.74 |
2,067.50 |
1,974.41 |
|
R2 |
2,013.43 |
2,013.43 |
1,966.59 |
|
R1 |
1,982.19 |
1,982.19 |
1,958.77 |
1,997.81 |
PP |
1,928.12 |
1,928.12 |
1,928.12 |
1,935.93 |
S1 |
1,896.88 |
1,896.88 |
1,943.13 |
1,912.50 |
S2 |
1,842.81 |
1,842.81 |
1,935.31 |
|
S3 |
1,757.50 |
1,811.57 |
1,927.49 |
|
S4 |
1,672.19 |
1,726.26 |
1,904.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
46.74 |
2.5% |
9% |
True |
True |
6,627 |
10 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
35.35 |
1.9% |
9% |
True |
True |
6,803 |
20 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
28.52 |
1.5% |
9% |
True |
True |
6,979 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.6% |
27.89 |
1.5% |
11% |
False |
False |
6,842 |
60 |
2,014.05 |
1,849.22 |
164.83 |
8.8% |
29.49 |
1.6% |
8% |
False |
False |
6,847 |
80 |
2,070.48 |
1,815.94 |
254.54 |
13.7% |
32.93 |
1.8% |
18% |
False |
False |
6,745 |
100 |
2,070.48 |
1,747.87 |
322.61 |
17.3% |
29.65 |
1.6% |
36% |
False |
False |
6,692 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.3% |
28.60 |
1.5% |
48% |
False |
False |
6,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,439.22 |
2.618 |
2,256.99 |
1.618 |
2,145.33 |
1.000 |
2,076.32 |
0.618 |
2,033.67 |
HIGH |
1,964.66 |
0.618 |
1,922.01 |
0.500 |
1,908.83 |
0.382 |
1,895.65 |
LOW |
1,853.00 |
0.618 |
1,783.99 |
1.000 |
1,741.34 |
1.618 |
1,672.33 |
2.618 |
1,560.67 |
4.250 |
1,378.45 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,908.83 |
1,908.83 |
PP |
1,893.46 |
1,893.46 |
S1 |
1,878.08 |
1,878.08 |
|