| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
12,044.29 |
12,194.71 |
150.42 |
1.2% |
11,152.48 |
| High |
12,116.91 |
12,267.42 |
150.51 |
1.2% |
12,117.04 |
| Low |
11,895.50 |
11,818.24 |
-77.26 |
-0.6% |
10,957.11 |
| Close |
12,091.35 |
11,830.39 |
-260.96 |
-2.2% |
12,091.35 |
| Range |
221.41 |
449.18 |
227.77 |
102.9% |
1,159.93 |
| ATR |
287.36 |
298.92 |
11.56 |
4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,319.56 |
13,024.15 |
12,077.44 |
|
| R3 |
12,870.38 |
12,574.97 |
11,953.91 |
|
| R2 |
12,421.20 |
12,421.20 |
11,912.74 |
|
| R1 |
12,125.79 |
12,125.79 |
11,871.56 |
12,048.91 |
| PP |
11,972.02 |
11,972.02 |
11,972.02 |
11,933.57 |
| S1 |
11,676.61 |
11,676.61 |
11,789.22 |
11,599.73 |
| S2 |
11,522.84 |
11,522.84 |
11,748.04 |
|
| S3 |
11,073.66 |
11,227.43 |
11,706.87 |
|
| S4 |
10,624.48 |
10,778.25 |
11,583.34 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,201.62 |
14,806.42 |
12,729.31 |
|
| R3 |
14,041.69 |
13,646.49 |
12,410.33 |
|
| R2 |
12,881.76 |
12,881.76 |
12,304.00 |
|
| R1 |
12,486.56 |
12,486.56 |
12,197.68 |
12,684.16 |
| PP |
11,721.83 |
11,721.83 |
11,721.83 |
11,820.64 |
| S1 |
11,326.63 |
11,326.63 |
11,985.02 |
11,524.23 |
| S2 |
10,561.90 |
10,561.90 |
11,878.70 |
|
| S3 |
9,401.97 |
10,166.70 |
11,772.37 |
|
| S4 |
8,242.04 |
9,006.77 |
11,453.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,267.42 |
11,115.55 |
1,151.87 |
9.7% |
265.04 |
2.2% |
62% |
True |
False |
|
| 10 |
12,267.42 |
10,957.11 |
1,310.31 |
11.1% |
262.01 |
2.2% |
67% |
True |
False |
|
| 20 |
12,267.42 |
10,957.11 |
1,310.31 |
11.1% |
238.06 |
2.0% |
67% |
True |
False |
|
| 40 |
12,267.42 |
10,677.85 |
1,589.57 |
13.4% |
230.52 |
1.9% |
73% |
True |
False |
|
| 60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.9% |
237.30 |
2.0% |
65% |
False |
False |
|
| 80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.0% |
223.92 |
1.9% |
71% |
False |
False |
|
| 100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.8% |
220.65 |
1.9% |
77% |
False |
False |
|
| 120 |
12,439.48 |
9,182.45 |
3,257.03 |
27.5% |
214.07 |
1.8% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,176.44 |
|
2.618 |
13,443.37 |
|
1.618 |
12,994.19 |
|
1.000 |
12,716.60 |
|
0.618 |
12,545.01 |
|
HIGH |
12,267.42 |
|
0.618 |
12,095.83 |
|
0.500 |
12,042.83 |
|
0.382 |
11,989.83 |
|
LOW |
11,818.24 |
|
0.618 |
11,540.65 |
|
1.000 |
11,369.06 |
|
1.618 |
11,091.47 |
|
2.618 |
10,642.29 |
|
4.250 |
9,909.23 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,042.83 |
12,042.83 |
| PP |
11,972.02 |
11,972.02 |
| S1 |
11,901.20 |
11,901.20 |
|