| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,497.25 |
3,512.75 |
15.50 |
0.4% |
3,252.25 |
| High |
3,509.00 |
3,657.50 |
148.50 |
4.2% |
3,512.50 |
| Low |
3,447.75 |
3,508.25 |
60.50 |
1.8% |
3,234.25 |
| Close |
3,491.00 |
3,534.50 |
43.50 |
1.2% |
3,491.00 |
| Range |
61.25 |
149.25 |
88.00 |
143.7% |
278.25 |
| ATR |
74.88 |
81.42 |
6.54 |
8.7% |
0.00 |
| Volume |
1,804 |
11,660 |
9,856 |
546.3% |
15,622 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,014.50 |
3,923.75 |
3,616.50 |
|
| R3 |
3,865.25 |
3,774.50 |
3,575.50 |
|
| R2 |
3,716.00 |
3,716.00 |
3,561.75 |
|
| R1 |
3,625.25 |
3,625.25 |
3,548.25 |
3,670.50 |
| PP |
3,566.75 |
3,566.75 |
3,566.75 |
3,589.50 |
| S1 |
3,476.00 |
3,476.00 |
3,520.75 |
3,521.50 |
| S2 |
3,417.50 |
3,417.50 |
3,507.25 |
|
| S3 |
3,268.25 |
3,326.75 |
3,493.50 |
|
| S4 |
3,119.00 |
3,177.50 |
3,452.50 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,247.25 |
4,147.50 |
3,644.00 |
|
| R3 |
3,969.00 |
3,869.25 |
3,567.50 |
|
| R2 |
3,690.75 |
3,690.75 |
3,542.00 |
|
| R1 |
3,591.00 |
3,591.00 |
3,516.50 |
3,641.00 |
| PP |
3,412.50 |
3,412.50 |
3,412.50 |
3,437.50 |
| S1 |
3,312.75 |
3,312.75 |
3,465.50 |
3,362.50 |
| S2 |
3,134.25 |
3,134.25 |
3,440.00 |
|
| S3 |
2,856.00 |
3,034.50 |
3,414.50 |
|
| S4 |
2,577.75 |
2,756.25 |
3,338.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,657.50 |
3,295.50 |
362.00 |
10.2% |
108.00 |
3.1% |
66% |
True |
False |
5,046 |
| 10 |
3,657.50 |
3,215.75 |
441.75 |
12.5% |
92.25 |
2.6% |
72% |
True |
False |
3,608 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.5% |
73.00 |
2.1% |
72% |
True |
False |
2,550 |
| 40 |
3,657.50 |
3,190.25 |
467.25 |
13.2% |
70.25 |
2.0% |
74% |
True |
False |
2,411 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.2% |
66.50 |
1.9% |
74% |
True |
False |
1,676 |
| 80 |
3,657.50 |
3,173.00 |
484.50 |
13.7% |
60.25 |
1.7% |
75% |
True |
False |
1,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,291.75 |
|
2.618 |
4,048.25 |
|
1.618 |
3,899.00 |
|
1.000 |
3,806.75 |
|
0.618 |
3,749.75 |
|
HIGH |
3,657.50 |
|
0.618 |
3,600.50 |
|
0.500 |
3,583.00 |
|
0.382 |
3,565.25 |
|
LOW |
3,508.25 |
|
0.618 |
3,416.00 |
|
1.000 |
3,359.00 |
|
1.618 |
3,266.75 |
|
2.618 |
3,117.50 |
|
4.250 |
2,874.00 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,583.00 |
3,538.00 |
| PP |
3,566.75 |
3,537.00 |
| S1 |
3,550.50 |
3,535.75 |
|