| 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 |
12,154.00 |
11,851.00 |
-303.00 |
-2.5% |
11,039.50 |
| High |
12,398.00 |
11,889.75 |
-508.25 |
-4.1% |
12,106.00 |
| Low |
11,807.50 |
11,496.75 |
-310.75 |
-2.6% |
10,934.00 |
| Close |
11,811.50 |
11,610.25 |
-201.25 |
-1.7% |
12,066.00 |
| Range |
590.50 |
393.00 |
-197.50 |
-33.4% |
1,172.00 |
| ATR |
325.71 |
330.51 |
4.81 |
1.5% |
0.00 |
| Volume |
2,520 |
1,491 |
-1,029 |
-40.8% |
5,564 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,844.50 |
12,620.50 |
11,826.50 |
|
| R3 |
12,451.50 |
12,227.50 |
11,718.25 |
|
| R2 |
12,058.50 |
12,058.50 |
11,682.25 |
|
| R1 |
11,834.50 |
11,834.50 |
11,646.25 |
11,750.00 |
| PP |
11,665.50 |
11,665.50 |
11,665.50 |
11,623.50 |
| S1 |
11,441.50 |
11,441.50 |
11,574.25 |
11,357.00 |
| S2 |
11,272.50 |
11,272.50 |
11,538.25 |
|
| S3 |
10,879.50 |
11,048.50 |
11,502.25 |
|
| S4 |
10,486.50 |
10,655.50 |
11,394.00 |
|
|
| 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 |
12,398.00 |
11,224.75 |
1,173.25 |
10.1% |
432.75 |
3.7% |
33% |
False |
False |
1,641 |
| 10 |
12,398.00 |
10,934.00 |
1,464.00 |
12.6% |
376.50 |
3.2% |
46% |
False |
False |
1,171 |
| 20 |
12,398.00 |
10,934.00 |
1,464.00 |
12.6% |
303.50 |
2.6% |
46% |
False |
False |
890 |
| 40 |
12,398.00 |
10,649.50 |
1,748.50 |
15.1% |
305.00 |
2.6% |
55% |
False |
False |
807 |
| 60 |
12,434.75 |
10,649.50 |
1,785.25 |
15.4% |
302.75 |
2.6% |
54% |
False |
False |
588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,560.00 |
|
2.618 |
12,918.50 |
|
1.618 |
12,525.50 |
|
1.000 |
12,282.75 |
|
0.618 |
12,132.50 |
|
HIGH |
11,889.75 |
|
0.618 |
11,739.50 |
|
0.500 |
11,693.25 |
|
0.382 |
11,647.00 |
|
LOW |
11,496.75 |
|
0.618 |
11,254.00 |
|
1.000 |
11,103.75 |
|
1.618 |
10,861.00 |
|
2.618 |
10,468.00 |
|
4.250 |
9,826.50 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,693.25 |
11,947.50 |
| PP |
11,665.50 |
11,835.00 |
| S1 |
11,638.00 |
11,722.50 |
|