| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,910.5 |
1,957.4 |
46.9 |
2.5% |
1,885.3 |
| High |
1,961.4 |
1,968.9 |
7.5 |
0.4% |
1,968.9 |
| Low |
1,910.2 |
1,944.6 |
34.4 |
1.8% |
1,881.0 |
| Close |
1,953.8 |
1,959.1 |
5.3 |
0.3% |
1,959.1 |
| Range |
51.2 |
24.3 |
-26.9 |
-52.5% |
87.9 |
| ATR |
30.2 |
29.8 |
-0.4 |
-1.4% |
0.0 |
| Volume |
24,772 |
37,295 |
12,523 |
50.6% |
110,660 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,030.4 |
2,019.1 |
1,972.5 |
|
| R3 |
2,006.1 |
1,994.8 |
1,965.8 |
|
| R2 |
1,981.8 |
1,981.8 |
1,963.6 |
|
| R1 |
1,970.5 |
1,970.5 |
1,961.3 |
1,976.2 |
| PP |
1,957.5 |
1,957.5 |
1,957.5 |
1,960.4 |
| S1 |
1,946.2 |
1,946.2 |
1,956.9 |
1,951.9 |
| S2 |
1,933.2 |
1,933.2 |
1,954.6 |
|
| S3 |
1,908.9 |
1,921.9 |
1,952.4 |
|
| S4 |
1,884.6 |
1,897.6 |
1,945.7 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.0 |
2,167.5 |
2,007.4 |
|
| R3 |
2,112.1 |
2,079.6 |
1,983.3 |
|
| R2 |
2,024.2 |
2,024.2 |
1,975.2 |
|
| R1 |
1,991.7 |
1,991.7 |
1,967.2 |
2,008.0 |
| PP |
1,936.3 |
1,936.3 |
1,936.3 |
1,944.5 |
| S1 |
1,903.8 |
1,903.8 |
1,951.0 |
1,920.1 |
| S2 |
1,848.4 |
1,848.4 |
1,943.0 |
|
| S3 |
1,760.5 |
1,815.9 |
1,934.9 |
|
| S4 |
1,672.6 |
1,728.0 |
1,910.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,968.9 |
1,881.0 |
87.9 |
4.5% |
31.6 |
1.6% |
89% |
True |
False |
22,132 |
| 10 |
1,968.9 |
1,866.7 |
102.2 |
5.2% |
28.6 |
1.5% |
90% |
True |
False |
14,537 |
| 20 |
1,968.9 |
1,866.7 |
102.2 |
5.2% |
26.7 |
1.4% |
90% |
True |
False |
9,439 |
| 40 |
1,991.6 |
1,858.1 |
133.5 |
6.8% |
29.1 |
1.5% |
76% |
False |
False |
6,428 |
| 60 |
2,032.5 |
1,858.1 |
174.4 |
8.9% |
32.8 |
1.7% |
58% |
False |
False |
5,251 |
| 80 |
2,099.2 |
1,829.7 |
269.5 |
13.8% |
35.6 |
1.8% |
48% |
False |
False |
5,064 |
| 100 |
2,099.2 |
1,749.0 |
350.2 |
17.9% |
33.1 |
1.7% |
60% |
False |
False |
4,383 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
31.8 |
1.6% |
65% |
False |
False |
3,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,072.2 |
|
2.618 |
2,032.5 |
|
1.618 |
2,008.2 |
|
1.000 |
1,993.2 |
|
0.618 |
1,983.9 |
|
HIGH |
1,968.9 |
|
0.618 |
1,959.6 |
|
0.500 |
1,956.8 |
|
0.382 |
1,953.9 |
|
LOW |
1,944.6 |
|
0.618 |
1,929.6 |
|
1.000 |
1,920.3 |
|
1.618 |
1,905.3 |
|
2.618 |
1,881.0 |
|
4.250 |
1,841.3 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.3 |
1,949.0 |
| PP |
1,957.5 |
1,938.9 |
| S1 |
1,956.8 |
1,928.8 |
|