| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,539.75 |
3,565.00 |
25.25 |
0.7% |
3,252.25 |
| High |
3,567.00 |
3,565.00 |
-2.00 |
-0.1% |
3,512.50 |
| Low |
3,522.00 |
3,504.50 |
-17.50 |
-0.5% |
3,234.25 |
| Close |
3,559.00 |
3,523.50 |
-35.50 |
-1.0% |
3,491.00 |
| Range |
45.00 |
60.50 |
15.50 |
34.4% |
278.25 |
| ATR |
77.07 |
75.88 |
-1.18 |
-1.5% |
0.00 |
| Volume |
3,581 |
2,368 |
-1,213 |
-33.9% |
15,622 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,712.50 |
3,678.50 |
3,556.75 |
|
| R3 |
3,652.00 |
3,618.00 |
3,540.25 |
|
| R2 |
3,591.50 |
3,591.50 |
3,534.50 |
|
| R1 |
3,557.50 |
3,557.50 |
3,529.00 |
3,544.25 |
| PP |
3,531.00 |
3,531.00 |
3,531.00 |
3,524.50 |
| S1 |
3,497.00 |
3,497.00 |
3,518.00 |
3,483.75 |
| S2 |
3,470.50 |
3,470.50 |
3,512.50 |
|
| S3 |
3,410.00 |
3,436.50 |
3,506.75 |
|
| S4 |
3,349.50 |
3,376.00 |
3,490.25 |
|
|
| 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 |
3,447.75 |
209.75 |
6.0% |
74.25 |
2.1% |
36% |
False |
False |
4,473 |
| 10 |
3,657.50 |
3,215.75 |
441.75 |
12.5% |
85.00 |
2.4% |
70% |
False |
False |
4,040 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.5% |
73.75 |
2.1% |
70% |
False |
False |
2,687 |
| 40 |
3,657.50 |
3,190.25 |
467.25 |
13.3% |
70.25 |
2.0% |
71% |
False |
False |
2,518 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.3% |
68.00 |
1.9% |
71% |
False |
False |
1,823 |
| 80 |
3,657.50 |
3,173.00 |
484.50 |
13.8% |
60.75 |
1.7% |
72% |
False |
False |
1,374 |
| 100 |
3,657.50 |
2,969.50 |
688.00 |
19.5% |
60.00 |
1.7% |
81% |
False |
False |
1,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,822.00 |
|
2.618 |
3,723.50 |
|
1.618 |
3,663.00 |
|
1.000 |
3,625.50 |
|
0.618 |
3,602.50 |
|
HIGH |
3,565.00 |
|
0.618 |
3,542.00 |
|
0.500 |
3,534.75 |
|
0.382 |
3,527.50 |
|
LOW |
3,504.50 |
|
0.618 |
3,467.00 |
|
1.000 |
3,444.00 |
|
1.618 |
3,406.50 |
|
2.618 |
3,346.00 |
|
4.250 |
3,247.50 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,534.75 |
3,532.00 |
| PP |
3,531.00 |
3,529.25 |
| S1 |
3,527.25 |
3,526.50 |
|