Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,862.40 |
1,876.72 |
14.32 |
0.8% |
1,883.87 |
High |
1,888.76 |
1,883.28 |
-5.48 |
-0.3% |
1,959.36 |
Low |
1,860.61 |
1,857.42 |
-3.19 |
-0.2% |
1,874.05 |
Close |
1,876.76 |
1,865.14 |
-11.62 |
-0.6% |
1,950.95 |
Range |
28.15 |
25.86 |
-2.29 |
-8.1% |
85.31 |
ATR |
31.69 |
31.27 |
-0.42 |
-1.3% |
0.00 |
Volume |
6,661 |
6,700 |
39 |
0.6% |
33,524 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,946.19 |
1,931.53 |
1,879.36 |
|
R3 |
1,920.33 |
1,905.67 |
1,872.25 |
|
R2 |
1,894.47 |
1,894.47 |
1,869.88 |
|
R1 |
1,879.81 |
1,879.81 |
1,867.51 |
1,874.21 |
PP |
1,868.61 |
1,868.61 |
1,868.61 |
1,865.82 |
S1 |
1,853.95 |
1,853.95 |
1,862.77 |
1,848.35 |
S2 |
1,842.75 |
1,842.75 |
1,860.40 |
|
S3 |
1,816.89 |
1,828.09 |
1,858.03 |
|
S4 |
1,791.03 |
1,802.23 |
1,850.92 |
|
|
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% |
47.52 |
2.5% |
11% |
False |
False |
6,657 |
10 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
35.68 |
1.9% |
11% |
False |
False |
6,718 |
20 |
1,964.66 |
1,853.00 |
111.66 |
6.0% |
28.02 |
1.5% |
11% |
False |
False |
7,005 |
40 |
1,964.66 |
1,849.22 |
115.44 |
6.2% |
28.18 |
1.5% |
14% |
False |
False |
6,808 |
60 |
1,991.22 |
1,849.22 |
142.00 |
7.6% |
28.50 |
1.5% |
11% |
False |
False |
6,875 |
80 |
2,070.48 |
1,849.22 |
221.26 |
11.9% |
32.89 |
1.8% |
7% |
False |
False |
6,741 |
100 |
2,070.48 |
1,748.41 |
322.07 |
17.3% |
29.79 |
1.6% |
36% |
False |
False |
6,707 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.3% |
28.68 |
1.5% |
48% |
False |
False |
6,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.19 |
2.618 |
1,950.98 |
1.618 |
1,925.12 |
1.000 |
1,909.14 |
0.618 |
1,899.26 |
HIGH |
1,883.28 |
0.618 |
1,873.40 |
0.500 |
1,870.35 |
0.382 |
1,867.30 |
LOW |
1,857.42 |
0.618 |
1,841.44 |
1.000 |
1,831.56 |
1.618 |
1,815.58 |
2.618 |
1,789.72 |
4.250 |
1,747.52 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,870.35 |
1,908.83 |
PP |
1,868.61 |
1,894.27 |
S1 |
1,866.88 |
1,879.70 |
|