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 |
1,961.7 |
1,870.8 |
-90.9 |
-4.6% |
1,885.3 |
High |
1,973.3 |
1,894.9 |
-78.4 |
-4.0% |
1,968.9 |
Low |
1,854.0 |
1,865.2 |
11.2 |
0.6% |
1,881.0 |
Close |
1,860.6 |
1,883.0 |
22.4 |
1.2% |
1,959.1 |
Range |
119.3 |
29.7 |
-89.6 |
-75.1% |
87.9 |
ATR |
36.2 |
36.1 |
-0.1 |
-0.4% |
0.0 |
Volume |
96,859 |
52,034 |
-44,825 |
-46.3% |
110,660 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.1 |
1,956.3 |
1,899.3 |
|
R3 |
1,940.4 |
1,926.6 |
1,891.2 |
|
R2 |
1,910.7 |
1,910.7 |
1,888.4 |
|
R1 |
1,896.9 |
1,896.9 |
1,885.7 |
1,903.8 |
PP |
1,881.0 |
1,881.0 |
1,881.0 |
1,884.5 |
S1 |
1,867.2 |
1,867.2 |
1,880.3 |
1,874.1 |
S2 |
1,851.3 |
1,851.3 |
1,877.6 |
|
S3 |
1,821.6 |
1,837.5 |
1,874.8 |
|
S4 |
1,791.9 |
1,807.8 |
1,866.7 |
|
|
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 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
52.0 |
2.8% |
24% |
False |
False |
46,577 |
10 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
40.2 |
2.1% |
24% |
False |
False |
28,459 |
20 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
31.5 |
1.7% |
24% |
False |
False |
16,423 |
40 |
1,991.6 |
1,854.0 |
137.6 |
7.3% |
31.5 |
1.7% |
21% |
False |
False |
9,999 |
60 |
2,032.5 |
1,854.0 |
178.5 |
9.5% |
33.7 |
1.8% |
16% |
False |
False |
7,603 |
80 |
2,099.2 |
1,849.4 |
249.8 |
13.3% |
37.1 |
2.0% |
13% |
False |
False |
6,893 |
100 |
2,099.2 |
1,777.7 |
321.5 |
17.1% |
34.1 |
1.8% |
33% |
False |
False |
5,857 |
120 |
2,099.2 |
1,698.4 |
400.8 |
21.3% |
32.7 |
1.7% |
46% |
False |
False |
5,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.1 |
2.618 |
1,972.7 |
1.618 |
1,943.0 |
1.000 |
1,924.6 |
0.618 |
1,913.3 |
HIGH |
1,894.9 |
0.618 |
1,883.6 |
0.500 |
1,880.1 |
0.382 |
1,876.5 |
LOW |
1,865.2 |
0.618 |
1,846.8 |
1.000 |
1,835.5 |
1.618 |
1,817.1 |
2.618 |
1,787.4 |
4.250 |
1,739.0 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,882.0 |
1,913.7 |
PP |
1,881.0 |
1,903.4 |
S1 |
1,880.1 |
1,893.2 |
|