| 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 |
1,973.8 |
1,879.2 |
-94.6 |
-4.8% |
1,893.1 |
| High |
1,983.0 |
1,903.2 |
-79.8 |
-4.0% |
1,978.6 |
| Low |
1,864.4 |
1,876.8 |
12.4 |
0.7% |
1,891.8 |
| Close |
1,870.9 |
1,893.1 |
22.2 |
1.2% |
1,969.5 |
| Range |
118.6 |
26.4 |
-92.2 |
-77.7% |
86.8 |
| ATR |
34.5 |
34.4 |
-0.2 |
-0.5% |
0.0 |
| Volume |
3,521 |
1,846 |
-1,675 |
-47.6% |
10,248 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.2 |
1,958.1 |
1,907.6 |
|
| R3 |
1,943.8 |
1,931.7 |
1,900.4 |
|
| R2 |
1,917.4 |
1,917.4 |
1,897.9 |
|
| R1 |
1,905.3 |
1,905.3 |
1,895.5 |
1,911.4 |
| PP |
1,891.0 |
1,891.0 |
1,891.0 |
1,894.1 |
| S1 |
1,878.9 |
1,878.9 |
1,890.7 |
1,885.0 |
| S2 |
1,864.6 |
1,864.6 |
1,888.3 |
|
| S3 |
1,838.2 |
1,852.5 |
1,885.8 |
|
| S4 |
1,811.8 |
1,826.1 |
1,878.6 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.0 |
2,175.1 |
2,017.2 |
|
| R3 |
2,120.2 |
2,088.3 |
1,993.4 |
|
| R2 |
2,033.4 |
2,033.4 |
1,985.4 |
|
| R1 |
2,001.5 |
2,001.5 |
1,977.5 |
2,017.5 |
| PP |
1,946.6 |
1,946.6 |
1,946.6 |
1,954.6 |
| S1 |
1,914.7 |
1,914.7 |
1,961.5 |
1,930.7 |
| S2 |
1,859.8 |
1,859.8 |
1,953.6 |
|
| S3 |
1,773.0 |
1,827.9 |
1,945.6 |
|
| S4 |
1,686.2 |
1,741.1 |
1,921.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,983.0 |
1,864.4 |
118.6 |
6.3% |
50.7 |
2.7% |
24% |
False |
False |
2,647 |
| 10 |
1,983.0 |
1,864.4 |
118.6 |
6.3% |
38.8 |
2.0% |
24% |
False |
False |
2,028 |
| 20 |
1,983.0 |
1,864.4 |
118.6 |
6.3% |
29.5 |
1.6% |
24% |
False |
False |
1,747 |
| 40 |
1,996.0 |
1,864.4 |
131.6 |
7.0% |
29.0 |
1.5% |
22% |
False |
False |
1,423 |
| 60 |
2,041.2 |
1,864.4 |
176.8 |
9.3% |
29.8 |
1.6% |
16% |
False |
False |
1,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,015.4 |
|
2.618 |
1,972.3 |
|
1.618 |
1,945.9 |
|
1.000 |
1,929.6 |
|
0.618 |
1,919.5 |
|
HIGH |
1,903.2 |
|
0.618 |
1,893.1 |
|
0.500 |
1,890.0 |
|
0.382 |
1,886.9 |
|
LOW |
1,876.8 |
|
0.618 |
1,860.5 |
|
1.000 |
1,850.4 |
|
1.618 |
1,834.1 |
|
2.618 |
1,807.7 |
|
4.250 |
1,764.6 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,892.1 |
1,923.7 |
| PP |
1,891.0 |
1,913.5 |
| S1 |
1,890.0 |
1,903.3 |
|