| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
11,851.00 |
11,610.25 |
-240.75 |
-2.0% |
11,039.50 |
| High |
11,889.75 |
11,906.25 |
16.50 |
0.1% |
12,106.00 |
| Low |
11,496.75 |
11,569.75 |
73.00 |
0.6% |
10,934.00 |
| Close |
11,610.25 |
11,878.75 |
268.50 |
2.3% |
12,066.00 |
| Range |
393.00 |
336.50 |
-56.50 |
-14.4% |
1,172.00 |
| ATR |
330.51 |
330.94 |
0.43 |
0.1% |
0.00 |
| Volume |
1,491 |
804 |
-687 |
-46.1% |
5,564 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,794.50 |
12,673.00 |
12,063.75 |
|
| R3 |
12,458.00 |
12,336.50 |
11,971.25 |
|
| R2 |
12,121.50 |
12,121.50 |
11,940.50 |
|
| R1 |
12,000.00 |
12,000.00 |
11,909.50 |
12,060.75 |
| PP |
11,785.00 |
11,785.00 |
11,785.00 |
11,815.25 |
| S1 |
11,663.50 |
11,663.50 |
11,848.00 |
11,724.25 |
| S2 |
11,448.50 |
11,448.50 |
11,817.00 |
|
| S3 |
11,112.00 |
11,327.00 |
11,786.25 |
|
| S4 |
10,775.50 |
10,990.50 |
11,693.75 |
|
|
| 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 |
11,496.75 |
901.25 |
7.6% |
378.50 |
3.2% |
42% |
False |
False |
1,416 |
| 10 |
12,398.00 |
10,934.00 |
1,464.00 |
12.3% |
366.75 |
3.1% |
65% |
False |
False |
1,186 |
| 20 |
12,398.00 |
10,934.00 |
1,464.00 |
12.3% |
306.75 |
2.6% |
65% |
False |
False |
913 |
| 40 |
12,398.00 |
10,649.50 |
1,748.50 |
14.7% |
305.75 |
2.6% |
70% |
False |
False |
823 |
| 60 |
12,434.75 |
10,649.50 |
1,785.25 |
15.0% |
306.00 |
2.6% |
69% |
False |
False |
601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,336.50 |
|
2.618 |
12,787.25 |
|
1.618 |
12,450.75 |
|
1.000 |
12,242.75 |
|
0.618 |
12,114.25 |
|
HIGH |
11,906.25 |
|
0.618 |
11,777.75 |
|
0.500 |
11,738.00 |
|
0.382 |
11,698.25 |
|
LOW |
11,569.75 |
|
0.618 |
11,361.75 |
|
1.000 |
11,233.25 |
|
1.618 |
11,025.25 |
|
2.618 |
10,688.75 |
|
4.250 |
10,139.50 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,831.75 |
11,947.50 |
| PP |
11,785.00 |
11,924.50 |
| S1 |
11,738.00 |
11,901.50 |
|