| 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 |
11,801.75 |
12,067.00 |
265.25 |
2.2% |
11,039.50 |
| High |
12,106.00 |
12,096.00 |
-10.00 |
-0.1% |
12,106.00 |
| Low |
11,766.00 |
11,864.00 |
98.00 |
0.8% |
10,934.00 |
| Close |
12,067.75 |
12,066.00 |
-1.75 |
0.0% |
12,066.00 |
| Range |
340.00 |
232.00 |
-108.00 |
-31.8% |
1,172.00 |
| ATR |
310.98 |
305.34 |
-5.64 |
-1.8% |
0.00 |
| Volume |
1,153 |
1,112 |
-41 |
-3.6% |
5,564 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,704.75 |
12,617.25 |
12,193.50 |
|
| R3 |
12,472.75 |
12,385.25 |
12,129.75 |
|
| R2 |
12,240.75 |
12,240.75 |
12,108.50 |
|
| R1 |
12,153.25 |
12,153.25 |
12,087.25 |
12,081.00 |
| PP |
12,008.75 |
12,008.75 |
12,008.75 |
11,972.50 |
| S1 |
11,921.25 |
11,921.25 |
12,044.75 |
11,849.00 |
| S2 |
11,776.75 |
11,776.75 |
12,023.50 |
|
| S3 |
11,544.75 |
11,689.25 |
12,002.25 |
|
| S4 |
11,312.75 |
11,457.25 |
11,938.50 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,218.00 |
14,814.00 |
12,710.50 |
|
| R3 |
14,046.00 |
13,642.00 |
12,388.25 |
|
| R2 |
12,874.00 |
12,874.00 |
12,280.75 |
|
| R1 |
12,470.00 |
12,470.00 |
12,173.50 |
12,672.00 |
| PP |
11,702.00 |
11,702.00 |
11,702.00 |
11,803.00 |
| S1 |
11,298.00 |
11,298.00 |
11,958.50 |
11,500.00 |
| S2 |
10,530.00 |
10,530.00 |
11,851.25 |
|
| S3 |
9,358.00 |
10,126.00 |
11,743.75 |
|
| S4 |
8,186.00 |
8,954.00 |
11,421.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,106.00 |
10,934.00 |
1,172.00 |
9.7% |
345.25 |
2.9% |
97% |
False |
False |
1,112 |
| 10 |
12,106.00 |
10,934.00 |
1,172.00 |
9.7% |
327.50 |
2.7% |
97% |
False |
False |
903 |
| 20 |
12,238.75 |
10,934.00 |
1,304.75 |
10.8% |
291.00 |
2.4% |
87% |
False |
False |
796 |
| 40 |
12,238.75 |
10,649.50 |
1,589.25 |
13.2% |
292.50 |
2.4% |
89% |
False |
False |
734 |
| 60 |
12,434.75 |
10,649.50 |
1,785.25 |
14.8% |
289.00 |
2.4% |
79% |
False |
False |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,082.00 |
|
2.618 |
12,703.50 |
|
1.618 |
12,471.50 |
|
1.000 |
12,328.00 |
|
0.618 |
12,239.50 |
|
HIGH |
12,096.00 |
|
0.618 |
12,007.50 |
|
0.500 |
11,980.00 |
|
0.382 |
11,952.50 |
|
LOW |
11,864.00 |
|
0.618 |
11,720.50 |
|
1.000 |
11,632.00 |
|
1.618 |
11,488.50 |
|
2.618 |
11,256.50 |
|
4.250 |
10,878.00 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,037.25 |
11,932.50 |
| PP |
12,008.75 |
11,799.00 |
| S1 |
11,980.00 |
11,665.50 |
|