| 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 |
1,969.2 |
1,874.4 |
-94.8 |
-4.8% |
1,891.3 |
| High |
1,978.2 |
1,900.0 |
-78.2 |
-4.0% |
1,974.5 |
| Low |
1,859.6 |
1,872.6 |
13.0 |
0.7% |
1,887.6 |
| Close |
1,866.4 |
1,888.5 |
22.1 |
1.2% |
1,965.0 |
| Range |
118.6 |
27.4 |
-91.2 |
-76.9% |
86.9 |
| ATR |
35.2 |
35.1 |
-0.1 |
-0.3% |
0.0 |
| Volume |
12,531 |
11,769 |
-762 |
-6.1% |
26,431 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,969.2 |
1,956.3 |
1,903.6 |
|
| R3 |
1,941.8 |
1,928.9 |
1,896.0 |
|
| R2 |
1,914.4 |
1,914.4 |
1,893.5 |
|
| R1 |
1,901.5 |
1,901.5 |
1,891.0 |
1,908.0 |
| PP |
1,887.0 |
1,887.0 |
1,887.0 |
1,890.3 |
| S1 |
1,874.1 |
1,874.1 |
1,886.0 |
1,880.6 |
| S2 |
1,859.6 |
1,859.6 |
1,883.5 |
|
| S3 |
1,832.2 |
1,846.7 |
1,881.0 |
|
| S4 |
1,804.8 |
1,819.3 |
1,873.4 |
|
|
| 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 |
6.3% |
50.8 |
2.7% |
24% |
False |
False |
8,912 |
| 10 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
39.0 |
2.1% |
24% |
False |
False |
5,648 |
| 20 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
30.2 |
1.6% |
24% |
False |
False |
3,750 |
| 40 |
1,996.8 |
1,859.6 |
137.2 |
7.3% |
30.0 |
1.6% |
21% |
False |
False |
2,766 |
| 60 |
2,036.1 |
1,859.6 |
176.5 |
9.3% |
32.4 |
1.7% |
16% |
False |
False |
2,237 |
| 80 |
2,107.6 |
1,856.8 |
250.8 |
13.3% |
35.7 |
1.9% |
13% |
False |
False |
2,187 |
| 100 |
2,107.6 |
1,783.1 |
324.5 |
17.2% |
31.5 |
1.7% |
32% |
False |
False |
1,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,016.5 |
|
2.618 |
1,971.7 |
|
1.618 |
1,944.3 |
|
1.000 |
1,927.4 |
|
0.618 |
1,916.9 |
|
HIGH |
1,900.0 |
|
0.618 |
1,889.5 |
|
0.500 |
1,886.3 |
|
0.382 |
1,883.1 |
|
LOW |
1,872.6 |
|
0.618 |
1,855.7 |
|
1.000 |
1,845.2 |
|
1.618 |
1,828.3 |
|
2.618 |
1,800.9 |
|
4.250 |
1,756.2 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,887.8 |
1,918.9 |
| PP |
1,887.0 |
1,908.8 |
| S1 |
1,886.3 |
1,898.6 |
|