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 |
1,951.13 |
1,862.40 |
-88.73 |
-4.5% |
1,883.87 |
High |
1,964.66 |
1,888.76 |
-75.90 |
-3.9% |
1,959.36 |
Low |
1,853.00 |
1,860.61 |
7.61 |
0.4% |
1,874.05 |
Close |
1,862.71 |
1,876.76 |
14.05 |
0.8% |
1,950.95 |
Range |
111.66 |
28.15 |
-83.51 |
-74.8% |
85.31 |
ATR |
31.96 |
31.69 |
-0.27 |
-0.9% |
0.00 |
Volume |
6,453 |
6,661 |
208 |
3.2% |
33,524 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.83 |
1,946.44 |
1,892.24 |
|
R3 |
1,931.68 |
1,918.29 |
1,884.50 |
|
R2 |
1,903.53 |
1,903.53 |
1,881.92 |
|
R1 |
1,890.14 |
1,890.14 |
1,879.34 |
1,896.84 |
PP |
1,875.38 |
1,875.38 |
1,875.38 |
1,878.72 |
S1 |
1,861.99 |
1,861.99 |
1,874.18 |
1,868.69 |
S2 |
1,847.23 |
1,847.23 |
1,871.60 |
|
S3 |
1,819.08 |
1,833.84 |
1,869.02 |
|
S4 |
1,790.93 |
1,805.69 |
1,861.28 |
|
|
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 |
5.9% |
48.07 |
2.6% |
21% |
False |
False |
6,589 |
10 |
1,964.66 |
1,853.00 |
111.66 |
5.9% |
36.92 |
2.0% |
21% |
False |
False |
6,738 |
20 |
1,964.66 |
1,853.00 |
111.66 |
5.9% |
28.10 |
1.5% |
21% |
False |
False |
6,994 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
28.05 |
1.5% |
23% |
False |
False |
6,824 |
60 |
2,005.80 |
1,849.22 |
156.58 |
8.3% |
29.40 |
1.6% |
18% |
False |
False |
6,856 |
80 |
2,070.48 |
1,840.66 |
229.82 |
12.2% |
32.95 |
1.8% |
16% |
False |
False |
6,742 |
100 |
2,070.48 |
1,748.41 |
322.07 |
17.2% |
29.71 |
1.6% |
40% |
False |
False |
6,703 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.2% |
28.63 |
1.5% |
51% |
False |
False |
6,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.40 |
2.618 |
1,962.46 |
1.618 |
1,934.31 |
1.000 |
1,916.91 |
0.618 |
1,906.16 |
HIGH |
1,888.76 |
0.618 |
1,878.01 |
0.500 |
1,874.69 |
0.382 |
1,871.36 |
LOW |
1,860.61 |
0.618 |
1,843.21 |
1.000 |
1,832.46 |
1.618 |
1,815.06 |
2.618 |
1,786.91 |
4.250 |
1,740.97 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,876.07 |
1,908.83 |
PP |
1,875.38 |
1,898.14 |
S1 |
1,874.69 |
1,887.45 |
|