| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,448.00 |
3,508.75 |
60.75 |
1.8% |
3,260.00 |
| High |
3,522.50 |
3,519.00 |
-3.50 |
-0.1% |
3,522.50 |
| Low |
3,428.25 |
3,456.75 |
28.50 |
0.8% |
3,243.25 |
| Close |
3,504.75 |
3,500.75 |
-4.00 |
-0.1% |
3,500.75 |
| Range |
94.25 |
62.25 |
-32.00 |
-34.0% |
279.25 |
| ATR |
76.82 |
75.78 |
-1.04 |
-1.4% |
0.00 |
| Volume |
1,671,417 |
1,640,000 |
-31,417 |
-1.9% |
9,638,510 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,679.00 |
3,652.00 |
3,535.00 |
|
| R3 |
3,616.75 |
3,589.75 |
3,517.75 |
|
| R2 |
3,554.50 |
3,554.50 |
3,512.25 |
|
| R1 |
3,527.50 |
3,527.50 |
3,506.50 |
3,510.00 |
| PP |
3,492.25 |
3,492.25 |
3,492.25 |
3,483.25 |
| S1 |
3,465.25 |
3,465.25 |
3,495.00 |
3,447.50 |
| S2 |
3,430.00 |
3,430.00 |
3,489.25 |
|
| S3 |
3,367.75 |
3,403.00 |
3,483.75 |
|
| S4 |
3,305.50 |
3,340.75 |
3,466.50 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,260.00 |
4,159.50 |
3,654.25 |
|
| R3 |
3,980.75 |
3,880.25 |
3,577.50 |
|
| R2 |
3,701.50 |
3,701.50 |
3,552.00 |
|
| R1 |
3,601.00 |
3,601.00 |
3,526.25 |
3,651.25 |
| PP |
3,422.25 |
3,422.25 |
3,422.25 |
3,447.25 |
| S1 |
3,321.75 |
3,321.75 |
3,475.25 |
3,372.00 |
| S2 |
3,143.00 |
3,143.00 |
3,449.50 |
|
| S3 |
2,863.75 |
3,042.50 |
3,424.00 |
|
| S4 |
2,584.50 |
2,763.25 |
3,347.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,522.50 |
3,243.25 |
279.25 |
8.0% |
95.75 |
2.7% |
92% |
False |
False |
1,927,702 |
| 10 |
3,522.50 |
3,225.00 |
297.50 |
8.5% |
87.50 |
2.5% |
93% |
False |
False |
2,024,991 |
| 20 |
3,541.00 |
3,225.00 |
316.00 |
9.0% |
70.25 |
2.0% |
87% |
False |
False |
1,780,195 |
| 40 |
3,541.00 |
3,198.00 |
343.00 |
9.8% |
69.00 |
2.0% |
88% |
False |
False |
1,790,082 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
10.8% |
66.00 |
1.9% |
80% |
False |
False |
1,242,145 |
| 80 |
3,576.25 |
3,179.75 |
396.50 |
11.3% |
60.50 |
1.7% |
81% |
False |
False |
932,331 |
| 100 |
3,576.25 |
2,972.00 |
604.25 |
17.3% |
62.25 |
1.8% |
88% |
False |
False |
746,283 |
| 120 |
3,576.25 |
2,891.00 |
685.25 |
19.6% |
63.50 |
1.8% |
89% |
False |
False |
622,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,783.50 |
|
2.618 |
3,682.00 |
|
1.618 |
3,619.75 |
|
1.000 |
3,581.25 |
|
0.618 |
3,557.50 |
|
HIGH |
3,519.00 |
|
0.618 |
3,495.25 |
|
0.500 |
3,488.00 |
|
0.382 |
3,480.50 |
|
LOW |
3,456.75 |
|
0.618 |
3,418.25 |
|
1.000 |
3,394.50 |
|
1.618 |
3,356.00 |
|
2.618 |
3,293.75 |
|
4.250 |
3,192.25 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,496.50 |
3,474.00 |
| PP |
3,492.25 |
3,447.50 |
| S1 |
3,488.00 |
3,420.75 |
|