| 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 |
1,879.2 |
1,895.2 |
16.0 |
0.9% |
1,893.1 |
| High |
1,903.2 |
1,898.5 |
-4.7 |
-0.2% |
1,978.6 |
| Low |
1,876.8 |
1,870.0 |
-6.8 |
-0.4% |
1,891.8 |
| Close |
1,893.1 |
1,877.6 |
-15.5 |
-0.8% |
1,969.5 |
| Range |
26.4 |
28.5 |
2.1 |
8.0% |
86.8 |
| ATR |
34.4 |
33.9 |
-0.4 |
-1.2% |
0.0 |
| Volume |
1,846 |
2,910 |
1,064 |
57.6% |
10,248 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,967.5 |
1,951.1 |
1,893.3 |
|
| R3 |
1,939.0 |
1,922.6 |
1,885.4 |
|
| R2 |
1,910.5 |
1,910.5 |
1,882.8 |
|
| R1 |
1,894.1 |
1,894.1 |
1,880.2 |
1,888.1 |
| PP |
1,882.0 |
1,882.0 |
1,882.0 |
1,879.0 |
| S1 |
1,865.6 |
1,865.6 |
1,875.0 |
1,859.6 |
| S2 |
1,853.5 |
1,853.5 |
1,872.4 |
|
| S3 |
1,825.0 |
1,837.1 |
1,869.8 |
|
| S4 |
1,796.5 |
1,808.6 |
1,861.9 |
|
|
| 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% |
49.6 |
2.6% |
11% |
False |
False |
2,568 |
| 10 |
1,983.0 |
1,864.4 |
118.6 |
6.3% |
37.4 |
2.0% |
11% |
False |
False |
2,220 |
| 20 |
1,983.0 |
1,864.4 |
118.6 |
6.3% |
29.4 |
1.6% |
11% |
False |
False |
1,832 |
| 40 |
1,985.2 |
1,864.4 |
120.8 |
6.4% |
29.3 |
1.6% |
11% |
False |
False |
1,491 |
| 60 |
2,020.4 |
1,864.4 |
156.0 |
8.3% |
29.8 |
1.6% |
8% |
False |
False |
1,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,019.6 |
|
2.618 |
1,973.1 |
|
1.618 |
1,944.6 |
|
1.000 |
1,927.0 |
|
0.618 |
1,916.1 |
|
HIGH |
1,898.5 |
|
0.618 |
1,887.6 |
|
0.500 |
1,884.3 |
|
0.382 |
1,880.9 |
|
LOW |
1,870.0 |
|
0.618 |
1,852.4 |
|
1.000 |
1,841.5 |
|
1.618 |
1,823.9 |
|
2.618 |
1,795.4 |
|
4.250 |
1,748.9 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.3 |
1,923.7 |
| PP |
1,882.0 |
1,908.3 |
| S1 |
1,879.8 |
1,893.0 |
|