| 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 |
1,890.4 |
1,878.6 |
-11.8 |
-0.6% |
1,891.3 |
| High |
1,893.3 |
1,894.0 |
0.7 |
0.0% |
1,974.5 |
| Low |
1,866.1 |
1,872.8 |
6.7 |
0.4% |
1,887.6 |
| Close |
1,873.2 |
1,885.4 |
12.2 |
0.7% |
1,965.0 |
| Range |
27.2 |
21.2 |
-6.0 |
-22.1% |
86.9 |
| ATR |
34.5 |
33.6 |
-1.0 |
-2.8% |
0.0 |
| Volume |
7,570 |
5,420 |
-2,150 |
-28.4% |
26,431 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.7 |
1,937.7 |
1,897.1 |
|
| R3 |
1,926.5 |
1,916.5 |
1,891.2 |
|
| R2 |
1,905.3 |
1,905.3 |
1,889.3 |
|
| R1 |
1,895.3 |
1,895.3 |
1,887.3 |
1,900.3 |
| PP |
1,884.1 |
1,884.1 |
1,884.1 |
1,886.6 |
| S1 |
1,874.1 |
1,874.1 |
1,883.5 |
1,879.1 |
| S2 |
1,862.9 |
1,862.9 |
1,881.5 |
|
| S3 |
1,841.7 |
1,852.9 |
1,879.6 |
|
| S4 |
1,820.5 |
1,831.7 |
1,873.7 |
|
|
| 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% |
43.8 |
2.3% |
22% |
False |
False |
8,691 |
| 10 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
37.2 |
2.0% |
22% |
False |
False |
6,628 |
| 20 |
1,978.2 |
1,859.6 |
118.6 |
6.3% |
30.1 |
1.6% |
22% |
False |
False |
4,203 |
| 40 |
1,979.7 |
1,859.6 |
120.1 |
6.4% |
30.1 |
1.6% |
21% |
False |
False |
3,062 |
| 60 |
2,011.6 |
1,859.6 |
152.0 |
8.1% |
31.1 |
1.7% |
17% |
False |
False |
2,400 |
| 80 |
2,107.6 |
1,859.6 |
248.0 |
13.2% |
35.6 |
1.9% |
10% |
False |
False |
2,328 |
| 100 |
2,107.6 |
1,785.3 |
322.3 |
17.1% |
31.7 |
1.7% |
31% |
False |
False |
1,988 |
| 120 |
2,107.6 |
1,704.6 |
403.0 |
21.4% |
28.7 |
1.5% |
45% |
False |
False |
1,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,984.1 |
|
2.618 |
1,949.5 |
|
1.618 |
1,928.3 |
|
1.000 |
1,915.2 |
|
0.618 |
1,907.1 |
|
HIGH |
1,894.0 |
|
0.618 |
1,885.9 |
|
0.500 |
1,883.4 |
|
0.382 |
1,880.9 |
|
LOW |
1,872.8 |
|
0.618 |
1,859.7 |
|
1.000 |
1,851.6 |
|
1.618 |
1,838.5 |
|
2.618 |
1,817.3 |
|
4.250 |
1,782.7 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.7 |
1,884.6 |
| PP |
1,884.1 |
1,883.8 |
| S1 |
1,883.4 |
1,883.1 |
|