| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,549.50 |
3,546.25 |
-3.25 |
-0.1% |
3,260.00 |
| High |
3,562.75 |
3,576.75 |
14.00 |
0.4% |
3,522.50 |
| Low |
3,506.50 |
3,531.00 |
24.50 |
0.7% |
3,243.25 |
| Close |
3,541.00 |
3,568.00 |
27.00 |
0.8% |
3,500.75 |
| Range |
56.25 |
45.75 |
-10.50 |
-18.7% |
279.25 |
| ATR |
80.45 |
77.97 |
-2.48 |
-3.1% |
0.00 |
| Volume |
2,160,319 |
1,324,983 |
-835,336 |
-38.7% |
9,638,510 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,695.75 |
3,677.75 |
3,593.25 |
|
| R3 |
3,650.00 |
3,632.00 |
3,580.50 |
|
| R2 |
3,604.25 |
3,604.25 |
3,576.50 |
|
| R1 |
3,586.25 |
3,586.25 |
3,572.25 |
3,595.25 |
| PP |
3,558.50 |
3,558.50 |
3,558.50 |
3,563.00 |
| S1 |
3,540.50 |
3,540.50 |
3,563.75 |
3,549.50 |
| S2 |
3,512.75 |
3,512.75 |
3,559.50 |
|
| S3 |
3,467.00 |
3,494.75 |
3,555.50 |
|
| S4 |
3,421.25 |
3,449.00 |
3,542.75 |
|
|
| 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 |
3,428.25 |
239.75 |
6.7% |
82.25 |
2.3% |
58% |
False |
False |
1,880,408 |
| 10 |
3,668.00 |
3,225.00 |
443.00 |
12.4% |
88.75 |
2.5% |
77% |
False |
False |
2,018,933 |
| 20 |
3,668.00 |
3,225.00 |
443.00 |
12.4% |
74.50 |
2.1% |
77% |
False |
False |
1,856,826 |
| 40 |
3,668.00 |
3,198.00 |
470.00 |
13.2% |
71.75 |
2.0% |
79% |
False |
False |
1,794,592 |
| 60 |
3,668.00 |
3,198.00 |
470.00 |
13.2% |
69.00 |
1.9% |
79% |
False |
False |
1,343,557 |
| 80 |
3,668.00 |
3,181.25 |
486.75 |
13.6% |
62.25 |
1.7% |
79% |
False |
False |
1,008,428 |
| 100 |
3,668.00 |
2,972.00 |
696.00 |
19.5% |
62.50 |
1.8% |
86% |
False |
False |
807,120 |
| 120 |
3,668.00 |
2,916.50 |
751.50 |
21.1% |
64.25 |
1.8% |
87% |
False |
False |
672,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,771.25 |
|
2.618 |
3,696.50 |
|
1.618 |
3,650.75 |
|
1.000 |
3,622.50 |
|
0.618 |
3,605.00 |
|
HIGH |
3,576.75 |
|
0.618 |
3,559.25 |
|
0.500 |
3,554.00 |
|
0.382 |
3,548.50 |
|
LOW |
3,531.00 |
|
0.618 |
3,502.75 |
|
1.000 |
3,485.25 |
|
1.618 |
3,457.00 |
|
2.618 |
3,411.25 |
|
4.250 |
3,336.50 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,563.25 |
3,587.25 |
| PP |
3,558.50 |
3,580.75 |
| S1 |
3,554.00 |
3,574.50 |
|