| 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 |
3,512.75 |
3,545.00 |
32.25 |
0.9% |
3,252.25 |
| High |
3,657.50 |
3,552.25 |
-105.25 |
-2.9% |
3,512.50 |
| Low |
3,508.25 |
3,497.25 |
-11.00 |
-0.3% |
3,234.25 |
| Close |
3,534.50 |
3,531.50 |
-3.00 |
-0.1% |
3,491.00 |
| Range |
149.25 |
55.00 |
-94.25 |
-63.1% |
278.25 |
| ATR |
81.42 |
79.53 |
-1.89 |
-2.3% |
0.00 |
| Volume |
11,660 |
2,953 |
-8,707 |
-74.7% |
15,622 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,692.00 |
3,666.75 |
3,561.75 |
|
| R3 |
3,637.00 |
3,611.75 |
3,546.50 |
|
| R2 |
3,582.00 |
3,582.00 |
3,541.50 |
|
| R1 |
3,556.75 |
3,556.75 |
3,536.50 |
3,542.00 |
| PP |
3,527.00 |
3,527.00 |
3,527.00 |
3,519.50 |
| S1 |
3,501.75 |
3,501.75 |
3,526.50 |
3,487.00 |
| S2 |
3,472.00 |
3,472.00 |
3,521.50 |
|
| S3 |
3,417.00 |
3,446.75 |
3,516.50 |
|
| S4 |
3,362.00 |
3,391.75 |
3,501.25 |
|
|
| 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 |
3,311.00 |
346.50 |
9.8% |
103.75 |
2.9% |
64% |
False |
False |
5,136 |
| 10 |
3,657.50 |
3,215.75 |
441.75 |
12.5% |
93.50 |
2.7% |
71% |
False |
False |
3,831 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.5% |
73.50 |
2.1% |
71% |
False |
False |
2,627 |
| 40 |
3,657.50 |
3,190.25 |
467.25 |
13.2% |
70.75 |
2.0% |
73% |
False |
False |
2,443 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.2% |
67.25 |
1.9% |
73% |
False |
False |
1,725 |
| 80 |
3,657.50 |
3,173.00 |
484.50 |
13.7% |
60.25 |
1.7% |
74% |
False |
False |
1,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,786.00 |
|
2.618 |
3,696.25 |
|
1.618 |
3,641.25 |
|
1.000 |
3,607.25 |
|
0.618 |
3,586.25 |
|
HIGH |
3,552.25 |
|
0.618 |
3,531.25 |
|
0.500 |
3,524.75 |
|
0.382 |
3,518.25 |
|
LOW |
3,497.25 |
|
0.618 |
3,463.25 |
|
1.000 |
3,442.25 |
|
1.618 |
3,408.25 |
|
2.618 |
3,353.25 |
|
4.250 |
3,263.50 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,529.25 |
3,552.50 |
| PP |
3,527.00 |
3,545.50 |
| S1 |
3,524.75 |
3,538.50 |
|