| 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 |
5,860.0 |
5,947.0 |
87.0 |
1.5% |
5,529.0 |
| High |
5,929.5 |
6,239.5 |
310.0 |
5.2% |
5,929.5 |
| Low |
5,834.0 |
5,943.0 |
109.0 |
1.9% |
5,524.5 |
| Close |
5,884.5 |
6,176.5 |
292.0 |
5.0% |
5,884.5 |
| Range |
95.5 |
296.5 |
201.0 |
210.5% |
405.0 |
| ATR |
119.1 |
136.0 |
16.8 |
14.1% |
0.0 |
| Volume |
93,827 |
204,912 |
111,085 |
118.4% |
536,273 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,009.0 |
6,889.5 |
6,339.5 |
|
| R3 |
6,712.5 |
6,593.0 |
6,258.0 |
|
| R2 |
6,416.0 |
6,416.0 |
6,231.0 |
|
| R1 |
6,296.5 |
6,296.5 |
6,203.5 |
6,356.0 |
| PP |
6,119.5 |
6,119.5 |
6,119.5 |
6,149.5 |
| S1 |
6,000.0 |
6,000.0 |
6,149.5 |
6,060.0 |
| S2 |
5,823.0 |
5,823.0 |
6,122.0 |
|
| S3 |
5,526.5 |
5,703.5 |
6,095.0 |
|
| S4 |
5,230.0 |
5,407.0 |
6,013.5 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,994.5 |
6,844.5 |
6,107.0 |
|
| R3 |
6,589.5 |
6,439.5 |
5,996.0 |
|
| R2 |
6,184.5 |
6,184.5 |
5,959.0 |
|
| R1 |
6,034.5 |
6,034.5 |
5,921.5 |
6,109.5 |
| PP |
5,779.5 |
5,779.5 |
5,779.5 |
5,817.0 |
| S1 |
5,629.5 |
5,629.5 |
5,847.5 |
5,704.5 |
| S2 |
5,374.5 |
5,374.5 |
5,810.0 |
|
| S3 |
4,969.5 |
5,224.5 |
5,773.0 |
|
| S4 |
4,564.5 |
4,819.5 |
5,662.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,239.5 |
5,632.0 |
607.5 |
9.8% |
170.5 |
2.8% |
90% |
True |
False |
126,466 |
| 10 |
6,239.5 |
5,463.0 |
776.5 |
12.6% |
151.0 |
2.4% |
92% |
True |
False |
126,556 |
| 20 |
6,239.5 |
5,463.0 |
776.5 |
12.6% |
129.0 |
2.1% |
92% |
True |
False |
109,692 |
| 40 |
6,239.5 |
5,463.0 |
776.5 |
12.6% |
111.5 |
1.8% |
92% |
True |
False |
110,387 |
| 60 |
6,239.5 |
5,463.0 |
776.5 |
12.6% |
101.0 |
1.6% |
92% |
True |
False |
81,792 |
| 80 |
6,239.5 |
5,463.0 |
776.5 |
12.6% |
82.5 |
1.3% |
92% |
True |
False |
61,347 |
| 100 |
6,262.5 |
5,463.0 |
799.5 |
12.9% |
68.0 |
1.1% |
89% |
False |
False |
49,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,499.5 |
|
2.618 |
7,015.5 |
|
1.618 |
6,719.0 |
|
1.000 |
6,536.0 |
|
0.618 |
6,422.5 |
|
HIGH |
6,239.5 |
|
0.618 |
6,126.0 |
|
0.500 |
6,091.0 |
|
0.382 |
6,056.5 |
|
LOW |
5,943.0 |
|
0.618 |
5,760.0 |
|
1.000 |
5,646.5 |
|
1.618 |
5,463.5 |
|
2.618 |
5,167.0 |
|
4.250 |
4,683.0 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,148.0 |
6,129.0 |
| PP |
6,119.5 |
6,081.5 |
| S1 |
6,091.0 |
6,034.0 |
|