| 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 |
3,229.0 |
3,380.0 |
151.0 |
4.7% |
2,949.0 |
| High |
3,441.0 |
3,458.0 |
17.0 |
0.5% |
3,221.0 |
| Low |
3,229.0 |
3,345.0 |
116.0 |
3.6% |
2,938.0 |
| Close |
3,406.0 |
3,451.0 |
45.0 |
1.3% |
3,198.0 |
| Range |
212.0 |
113.0 |
-99.0 |
-46.7% |
283.0 |
| ATR |
91.3 |
92.9 |
1.5 |
1.7% |
0.0 |
| Volume |
2,620,092 |
1,814,016 |
-806,076 |
-30.8% |
6,137,599 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,757.0 |
3,717.0 |
3,513.2 |
|
| R3 |
3,644.0 |
3,604.0 |
3,482.1 |
|
| R2 |
3,531.0 |
3,531.0 |
3,471.7 |
|
| R1 |
3,491.0 |
3,491.0 |
3,461.4 |
3,511.0 |
| PP |
3,418.0 |
3,418.0 |
3,418.0 |
3,428.0 |
| S1 |
3,378.0 |
3,378.0 |
3,440.6 |
3,398.0 |
| S2 |
3,305.0 |
3,305.0 |
3,430.3 |
|
| S3 |
3,192.0 |
3,265.0 |
3,419.9 |
|
| S4 |
3,079.0 |
3,152.0 |
3,388.9 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,968.0 |
3,866.0 |
3,353.7 |
|
| R3 |
3,685.0 |
3,583.0 |
3,275.8 |
|
| R2 |
3,402.0 |
3,402.0 |
3,249.9 |
|
| R1 |
3,300.0 |
3,300.0 |
3,223.9 |
3,351.0 |
| PP |
3,119.0 |
3,119.0 |
3,119.0 |
3,144.5 |
| S1 |
3,017.0 |
3,017.0 |
3,172.1 |
3,068.0 |
| S2 |
2,836.0 |
2,836.0 |
3,146.1 |
|
| S3 |
2,553.0 |
2,734.0 |
3,120.2 |
|
| S4 |
2,270.0 |
2,451.0 |
3,042.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,458.0 |
3,009.0 |
449.0 |
13.0% |
125.2 |
3.6% |
98% |
True |
False |
1,675,705 |
| 10 |
3,458.0 |
2,887.0 |
571.0 |
16.5% |
108.1 |
3.1% |
99% |
True |
False |
1,549,511 |
| 20 |
3,458.0 |
2,887.0 |
571.0 |
16.5% |
88.3 |
2.6% |
99% |
True |
False |
1,229,691 |
| 40 |
3,458.0 |
2,887.0 |
571.0 |
16.5% |
71.8 |
2.1% |
99% |
True |
False |
1,065,110 |
| 60 |
3,458.0 |
2,887.0 |
571.0 |
16.5% |
69.2 |
2.0% |
99% |
True |
False |
769,995 |
| 80 |
3,458.0 |
2,887.0 |
571.0 |
16.5% |
64.9 |
1.9% |
99% |
True |
False |
578,104 |
| 100 |
3,458.0 |
2,887.0 |
571.0 |
16.5% |
63.0 |
1.8% |
99% |
True |
False |
462,888 |
| 120 |
3,458.0 |
2,887.0 |
571.0 |
16.5% |
59.9 |
1.7% |
99% |
True |
False |
387,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,938.3 |
|
2.618 |
3,753.8 |
|
1.618 |
3,640.8 |
|
1.000 |
3,571.0 |
|
0.618 |
3,527.8 |
|
HIGH |
3,458.0 |
|
0.618 |
3,414.8 |
|
0.500 |
3,401.5 |
|
0.382 |
3,388.2 |
|
LOW |
3,345.0 |
|
0.618 |
3,275.2 |
|
1.000 |
3,232.0 |
|
1.618 |
3,162.2 |
|
2.618 |
3,049.2 |
|
4.250 |
2,864.8 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,434.5 |
3,404.2 |
| PP |
3,418.0 |
3,357.3 |
| S1 |
3,401.5 |
3,310.5 |
|