| 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 |
11,863.50 |
11,632.25 |
-231.25 |
-1.9% |
11,034.50 |
| High |
11,901.50 |
11,917.75 |
16.25 |
0.1% |
12,119.50 |
| Low |
11,503.25 |
11,575.25 |
72.00 |
0.6% |
10,942.25 |
| Close |
11,618.25 |
11,886.00 |
267.75 |
2.3% |
12,075.00 |
| Range |
398.25 |
342.50 |
-55.75 |
-14.0% |
1,177.25 |
| ATR |
336.15 |
336.60 |
0.45 |
0.1% |
0.00 |
| Volume |
834,533 |
546,218 |
-288,315 |
-34.5% |
3,085,690 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,820.50 |
12,695.75 |
12,074.50 |
|
| R3 |
12,478.00 |
12,353.25 |
11,980.25 |
|
| R2 |
12,135.50 |
12,135.50 |
11,948.75 |
|
| R1 |
12,010.75 |
12,010.75 |
11,917.50 |
12,073.00 |
| PP |
11,793.00 |
11,793.00 |
11,793.00 |
11,824.25 |
| S1 |
11,668.25 |
11,668.25 |
11,854.50 |
11,730.50 |
| S2 |
11,450.50 |
11,450.50 |
11,823.25 |
|
| S3 |
11,108.00 |
11,325.75 |
11,791.75 |
|
| S4 |
10,765.50 |
10,983.25 |
11,697.50 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,244.00 |
14,836.75 |
12,722.50 |
|
| R3 |
14,066.75 |
13,659.50 |
12,398.75 |
|
| R2 |
12,889.50 |
12,889.50 |
12,290.75 |
|
| R1 |
12,482.25 |
12,482.25 |
12,183.00 |
12,686.00 |
| PP |
11,712.25 |
11,712.25 |
11,712.25 |
11,814.00 |
| S1 |
11,305.00 |
11,305.00 |
11,967.00 |
11,508.50 |
| S2 |
10,535.00 |
10,535.00 |
11,859.25 |
|
| S3 |
9,357.75 |
10,127.75 |
11,751.25 |
|
| S4 |
8,180.50 |
8,950.50 |
11,427.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,408.75 |
11,503.25 |
905.50 |
7.6% |
385.25 |
3.2% |
42% |
False |
False |
648,711 |
| 10 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
374.25 |
3.1% |
64% |
False |
False |
660,662 |
| 20 |
12,408.75 |
10,942.25 |
1,466.50 |
12.3% |
313.00 |
2.6% |
64% |
False |
False |
631,772 |
| 40 |
12,408.75 |
10,656.50 |
1,752.25 |
14.7% |
310.50 |
2.6% |
70% |
False |
False |
625,649 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.1% |
315.25 |
2.7% |
69% |
False |
False |
454,028 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
18.2% |
292.25 |
2.5% |
74% |
False |
False |
340,665 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
23.0% |
285.75 |
2.4% |
79% |
False |
False |
272,644 |
| 120 |
12,448.75 |
9,168.00 |
3,280.75 |
27.6% |
273.00 |
2.3% |
83% |
False |
False |
227,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,373.50 |
|
2.618 |
12,814.50 |
|
1.618 |
12,472.00 |
|
1.000 |
12,260.25 |
|
0.618 |
12,129.50 |
|
HIGH |
11,917.75 |
|
0.618 |
11,787.00 |
|
0.500 |
11,746.50 |
|
0.382 |
11,706.00 |
|
LOW |
11,575.25 |
|
0.618 |
11,363.50 |
|
1.000 |
11,232.75 |
|
1.618 |
11,021.00 |
|
2.618 |
10,678.50 |
|
4.250 |
10,119.50 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,839.50 |
11,956.00 |
| PP |
11,793.00 |
11,932.75 |
| S1 |
11,746.50 |
11,909.25 |
|