| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,882.6 |
1,873.5 |
-9.1 |
-0.5% |
1,885.3 |
| High |
1,888.8 |
1,889.5 |
0.7 |
0.0% |
1,968.9 |
| Low |
1,860.2 |
1,867.2 |
7.0 |
0.4% |
1,881.0 |
| Close |
1,868.1 |
1,880.2 |
12.1 |
0.6% |
1,959.1 |
| Range |
28.6 |
22.3 |
-6.3 |
-22.0% |
87.9 |
| ATR |
35.5 |
34.6 |
-0.9 |
-2.7% |
0.0 |
| Volume |
45,214 |
46,074 |
860 |
1.9% |
110,660 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,945.9 |
1,935.3 |
1,892.5 |
|
| R3 |
1,923.6 |
1,913.0 |
1,886.3 |
|
| R2 |
1,901.3 |
1,901.3 |
1,884.3 |
|
| R1 |
1,890.7 |
1,890.7 |
1,882.2 |
1,896.0 |
| PP |
1,879.0 |
1,879.0 |
1,879.0 |
1,881.6 |
| S1 |
1,868.4 |
1,868.4 |
1,878.2 |
1,873.7 |
| S2 |
1,856.7 |
1,856.7 |
1,876.1 |
|
| S3 |
1,834.4 |
1,846.1 |
1,874.1 |
|
| S4 |
1,812.1 |
1,823.8 |
1,867.9 |
|
|
| 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% |
44.8 |
2.4% |
22% |
False |
False |
55,495 |
| 10 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
38.5 |
2.0% |
22% |
False |
False |
36,145 |
| 20 |
1,973.3 |
1,854.0 |
119.3 |
6.3% |
31.4 |
1.7% |
22% |
False |
False |
20,707 |
| 40 |
1,975.3 |
1,854.0 |
121.3 |
6.5% |
31.4 |
1.7% |
22% |
False |
False |
12,159 |
| 60 |
2,008.2 |
1,854.0 |
154.2 |
8.2% |
32.5 |
1.7% |
17% |
False |
False |
9,012 |
| 80 |
2,099.2 |
1,854.0 |
245.2 |
13.0% |
37.0 |
2.0% |
11% |
False |
False |
7,910 |
| 100 |
2,099.2 |
1,778.8 |
320.4 |
17.0% |
34.1 |
1.8% |
32% |
False |
False |
6,753 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.3% |
32.8 |
1.7% |
45% |
False |
False |
5,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,984.3 |
|
2.618 |
1,947.9 |
|
1.618 |
1,925.6 |
|
1.000 |
1,911.8 |
|
0.618 |
1,903.3 |
|
HIGH |
1,889.5 |
|
0.618 |
1,881.0 |
|
0.500 |
1,878.4 |
|
0.382 |
1,875.7 |
|
LOW |
1,867.2 |
|
0.618 |
1,853.4 |
|
1.000 |
1,844.9 |
|
1.618 |
1,831.1 |
|
2.618 |
1,808.8 |
|
4.250 |
1,772.4 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,879.6 |
1,879.3 |
| PP |
1,879.0 |
1,878.4 |
| S1 |
1,878.4 |
1,877.6 |
|