| 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 |
1,961.6 |
1,969.2 |
7.6 |
0.4% |
1,891.3 |
| High |
1,974.5 |
1,978.2 |
3.7 |
0.2% |
1,974.5 |
| Low |
1,950.1 |
1,859.6 |
-90.5 |
-4.6% |
1,887.6 |
| Close |
1,965.0 |
1,866.4 |
-98.6 |
-5.0% |
1,965.0 |
| Range |
24.4 |
118.6 |
94.2 |
386.1% |
86.9 |
| ATR |
28.8 |
35.2 |
6.4 |
22.3% |
0.0 |
| Volume |
6,166 |
12,531 |
6,365 |
103.2% |
26,431 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,257.2 |
2,180.4 |
1,931.6 |
|
| R3 |
2,138.6 |
2,061.8 |
1,899.0 |
|
| R2 |
2,020.0 |
2,020.0 |
1,888.1 |
|
| R1 |
1,943.2 |
1,943.2 |
1,877.3 |
1,922.3 |
| PP |
1,901.4 |
1,901.4 |
1,901.4 |
1,891.0 |
| S1 |
1,824.6 |
1,824.6 |
1,855.5 |
1,803.7 |
| S2 |
1,782.8 |
1,782.8 |
1,844.7 |
|
| S3 |
1,664.2 |
1,706.0 |
1,833.8 |
|
| S4 |
1,545.6 |
1,587.4 |
1,801.2 |
|
|
| 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 |
1,978.2 |
1,859.6 |
118.6 |
6.4% |
50.0 |
2.7% |
6% |
True |
True |
7,128 |
| 10 |
1,978.2 |
1,859.6 |
118.6 |
6.4% |
37.6 |
2.0% |
6% |
True |
True |
4,674 |
| 20 |
1,978.2 |
1,859.6 |
118.6 |
6.4% |
30.7 |
1.6% |
6% |
True |
True |
3,365 |
| 40 |
1,996.8 |
1,859.6 |
137.2 |
7.4% |
30.0 |
1.6% |
5% |
False |
True |
2,496 |
| 60 |
2,036.1 |
1,859.6 |
176.5 |
9.5% |
32.8 |
1.8% |
4% |
False |
True |
2,092 |
| 80 |
2,107.6 |
1,852.9 |
254.7 |
13.6% |
35.4 |
1.9% |
5% |
False |
False |
2,043 |
| 100 |
2,107.6 |
1,771.6 |
336.0 |
18.0% |
31.3 |
1.7% |
28% |
False |
False |
1,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.3 |
|
2.618 |
2,288.7 |
|
1.618 |
2,170.1 |
|
1.000 |
2,096.8 |
|
0.618 |
2,051.5 |
|
HIGH |
1,978.2 |
|
0.618 |
1,932.9 |
|
0.500 |
1,918.9 |
|
0.382 |
1,904.9 |
|
LOW |
1,859.6 |
|
0.618 |
1,786.3 |
|
1.000 |
1,741.0 |
|
1.618 |
1,667.7 |
|
2.618 |
1,549.1 |
|
4.250 |
1,355.6 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,918.9 |
1,918.9 |
| PP |
1,901.4 |
1,901.4 |
| S1 |
1,883.9 |
1,883.9 |
|