| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,916.4 |
1,961.6 |
45.2 |
2.4% |
1,891.3 |
| High |
1,966.9 |
1,974.5 |
7.6 |
0.4% |
1,974.5 |
| Low |
1,916.4 |
1,950.1 |
33.7 |
1.8% |
1,887.6 |
| Close |
1,959.5 |
1,965.0 |
5.5 |
0.3% |
1,965.0 |
| Range |
50.5 |
24.4 |
-26.1 |
-51.7% |
86.9 |
| ATR |
29.1 |
28.8 |
-0.3 |
-1.2% |
0.0 |
| Volume |
8,255 |
6,166 |
-2,089 |
-25.3% |
26,431 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.4 |
2,025.1 |
1,978.4 |
|
| R3 |
2,012.0 |
2,000.7 |
1,971.7 |
|
| R2 |
1,987.6 |
1,987.6 |
1,969.5 |
|
| R1 |
1,976.3 |
1,976.3 |
1,967.2 |
1,982.0 |
| PP |
1,963.2 |
1,963.2 |
1,963.2 |
1,966.0 |
| S1 |
1,951.9 |
1,951.9 |
1,962.8 |
1,957.6 |
| S2 |
1,938.8 |
1,938.8 |
1,960.5 |
|
| S3 |
1,914.4 |
1,927.5 |
1,958.3 |
|
| S4 |
1,890.0 |
1,903.1 |
1,951.6 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.1 |
2,170.9 |
2,012.8 |
|
| R3 |
2,116.2 |
2,084.0 |
1,988.9 |
|
| R2 |
2,029.3 |
2,029.3 |
1,980.9 |
|
| R1 |
1,997.1 |
1,997.1 |
1,973.0 |
2,013.2 |
| PP |
1,942.4 |
1,942.4 |
1,942.4 |
1,950.4 |
| S1 |
1,910.2 |
1,910.2 |
1,957.0 |
1,926.3 |
| S2 |
1,855.5 |
1,855.5 |
1,949.1 |
|
| S3 |
1,768.6 |
1,823.3 |
1,941.1 |
|
| S4 |
1,681.7 |
1,736.4 |
1,917.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,974.5 |
1,887.6 |
86.9 |
4.4% |
30.4 |
1.5% |
89% |
True |
False |
5,286 |
| 10 |
1,974.5 |
1,872.8 |
101.7 |
5.2% |
27.4 |
1.4% |
91% |
True |
False |
3,511 |
| 20 |
1,974.5 |
1,872.8 |
101.7 |
5.2% |
25.5 |
1.3% |
91% |
True |
False |
2,875 |
| 40 |
1,996.8 |
1,862.4 |
134.4 |
6.8% |
27.7 |
1.4% |
76% |
False |
False |
2,202 |
| 60 |
2,036.1 |
1,862.4 |
173.7 |
8.8% |
31.3 |
1.6% |
59% |
False |
False |
1,899 |
| 80 |
2,107.6 |
1,840.1 |
267.5 |
13.6% |
34.1 |
1.7% |
47% |
False |
False |
1,891 |
| 100 |
2,107.6 |
1,758.9 |
348.7 |
17.7% |
30.1 |
1.5% |
59% |
False |
False |
1,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.2 |
|
2.618 |
2,038.4 |
|
1.618 |
2,014.0 |
|
1.000 |
1,998.9 |
|
0.618 |
1,989.6 |
|
HIGH |
1,974.5 |
|
0.618 |
1,965.2 |
|
0.500 |
1,962.3 |
|
0.382 |
1,959.4 |
|
LOW |
1,950.1 |
|
0.618 |
1,935.0 |
|
1.000 |
1,925.7 |
|
1.618 |
1,910.6 |
|
2.618 |
1,886.2 |
|
4.250 |
1,846.4 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.1 |
1,954.9 |
| PP |
1,963.2 |
1,944.8 |
| S1 |
1,962.3 |
1,934.7 |
|