| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,874.4 |
1,890.4 |
16.0 |
0.9% |
1,891.3 |
| High |
1,900.0 |
1,893.3 |
-6.7 |
-0.4% |
1,974.5 |
| Low |
1,872.6 |
1,866.1 |
-6.5 |
-0.3% |
1,887.6 |
| Close |
1,888.5 |
1,873.2 |
-15.3 |
-0.8% |
1,965.0 |
| Range |
27.4 |
27.2 |
-0.2 |
-0.7% |
86.9 |
| ATR |
35.1 |
34.5 |
-0.6 |
-1.6% |
0.0 |
| Volume |
11,769 |
7,570 |
-4,199 |
-35.7% |
26,431 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.1 |
1,943.4 |
1,888.2 |
|
| R3 |
1,931.9 |
1,916.2 |
1,880.7 |
|
| R2 |
1,904.7 |
1,904.7 |
1,878.2 |
|
| R1 |
1,889.0 |
1,889.0 |
1,875.7 |
1,883.3 |
| PP |
1,877.5 |
1,877.5 |
1,877.5 |
1,874.7 |
| S1 |
1,861.8 |
1,861.8 |
1,870.7 |
1,856.1 |
| S2 |
1,850.3 |
1,850.3 |
1,868.2 |
|
| S3 |
1,823.1 |
1,834.6 |
1,865.7 |
|
| S4 |
1,795.9 |
1,807.4 |
1,858.2 |
|
|
| 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 |
6.3% |
49.6 |
2.6% |
11% |
False |
False |
9,258 |
| 10 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
37.5 |
2.0% |
11% |
False |
False |
6,265 |
| 20 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
30.0 |
1.6% |
11% |
False |
False |
4,071 |
| 40 |
1,979.7 |
1,859.6 |
120.1 |
6.4% |
30.1 |
1.6% |
11% |
False |
False |
2,945 |
| 60 |
2,028.7 |
1,859.6 |
169.1 |
9.0% |
32.2 |
1.7% |
8% |
False |
False |
2,338 |
| 80 |
2,107.6 |
1,859.6 |
248.0 |
13.2% |
35.7 |
1.9% |
5% |
False |
False |
2,276 |
| 100 |
2,107.6 |
1,785.3 |
322.3 |
17.2% |
31.6 |
1.7% |
27% |
False |
False |
1,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,008.9 |
|
2.618 |
1,964.5 |
|
1.618 |
1,937.3 |
|
1.000 |
1,920.5 |
|
0.618 |
1,910.1 |
|
HIGH |
1,893.3 |
|
0.618 |
1,882.9 |
|
0.500 |
1,879.7 |
|
0.382 |
1,876.5 |
|
LOW |
1,866.1 |
|
0.618 |
1,849.3 |
|
1.000 |
1,838.9 |
|
1.618 |
1,822.1 |
|
2.618 |
1,794.9 |
|
4.250 |
1,750.5 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,879.7 |
1,918.9 |
| PP |
1,877.5 |
1,903.7 |
| S1 |
1,875.4 |
1,888.4 |
|