| 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 |
3,508.75 |
3,522.50 |
13.75 |
0.4% |
3,260.00 |
| High |
3,519.00 |
3,668.00 |
149.00 |
4.2% |
3,522.50 |
| Low |
3,456.75 |
3,515.75 |
59.00 |
1.7% |
3,243.25 |
| Close |
3,500.75 |
3,544.00 |
43.25 |
1.2% |
3,500.75 |
| Range |
62.25 |
152.25 |
90.00 |
144.6% |
279.25 |
| ATR |
75.78 |
82.31 |
6.53 |
8.6% |
0.00 |
| Volume |
1,640,000 |
2,605,322 |
965,322 |
58.9% |
9,638,510 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,032.75 |
3,940.50 |
3,627.75 |
|
| R3 |
3,880.50 |
3,788.25 |
3,585.75 |
|
| R2 |
3,728.25 |
3,728.25 |
3,572.00 |
|
| R1 |
3,636.00 |
3,636.00 |
3,558.00 |
3,682.00 |
| PP |
3,576.00 |
3,576.00 |
3,576.00 |
3,599.00 |
| S1 |
3,483.75 |
3,483.75 |
3,530.00 |
3,530.00 |
| S2 |
3,423.75 |
3,423.75 |
3,516.00 |
|
| S3 |
3,271.50 |
3,331.50 |
3,502.25 |
|
| S4 |
3,119.25 |
3,179.25 |
3,460.25 |
|
|
| 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 |
3,668.00 |
3,301.25 |
366.75 |
10.3% |
110.25 |
3.1% |
66% |
True |
False |
2,078,902 |
| 10 |
3,668.00 |
3,225.00 |
443.00 |
12.5% |
93.75 |
2.6% |
72% |
True |
False |
2,089,746 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.5% |
74.00 |
2.1% |
72% |
True |
False |
1,840,408 |
| 40 |
3,668.00 |
3,198.00 |
470.00 |
13.3% |
71.25 |
2.0% |
74% |
True |
False |
1,799,732 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.3% |
68.00 |
1.9% |
74% |
True |
False |
1,285,551 |
| 80 |
3,668.00 |
3,179.75 |
488.25 |
13.8% |
62.00 |
1.8% |
75% |
True |
False |
964,886 |
| 100 |
3,668.00 |
2,972.00 |
696.00 |
19.6% |
63.25 |
1.8% |
82% |
True |
False |
772,314 |
| 120 |
3,668.00 |
2,891.00 |
777.00 |
21.9% |
64.25 |
1.8% |
84% |
True |
False |
643,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,315.00 |
|
2.618 |
4,066.50 |
|
1.618 |
3,914.25 |
|
1.000 |
3,820.25 |
|
0.618 |
3,762.00 |
|
HIGH |
3,668.00 |
|
0.618 |
3,609.75 |
|
0.500 |
3,592.00 |
|
0.382 |
3,574.00 |
|
LOW |
3,515.75 |
|
0.618 |
3,421.75 |
|
1.000 |
3,363.50 |
|
1.618 |
3,269.50 |
|
2.618 |
3,117.25 |
|
4.250 |
2,868.75 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,592.00 |
3,548.00 |
| PP |
3,576.00 |
3,546.75 |
| S1 |
3,560.00 |
3,545.50 |
|