| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
28,386 |
29,092 |
706 |
2.5% |
26,372 |
| High |
30,000 |
29,389 |
-611 |
-2.0% |
28,457 |
| Low |
28,328 |
28,781 |
453 |
1.6% |
26,172 |
| Close |
29,048 |
29,319 |
271 |
0.9% |
28,204 |
| Range |
1,672 |
608 |
-1,064 |
-63.6% |
2,285 |
| ATR |
709 |
702 |
-7 |
-1.0% |
0 |
| Volume |
313,050 |
227,543 |
-85,507 |
-27.3% |
1,107,800 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,987 |
30,761 |
29,654 |
|
| R3 |
30,379 |
30,153 |
29,486 |
|
| R2 |
29,771 |
29,771 |
29,431 |
|
| R1 |
29,545 |
29,545 |
29,375 |
29,658 |
| PP |
29,163 |
29,163 |
29,163 |
29,220 |
| S1 |
28,937 |
28,937 |
29,263 |
29,050 |
| S2 |
28,555 |
28,555 |
29,208 |
|
| S3 |
27,947 |
28,329 |
29,152 |
|
| S4 |
27,339 |
27,721 |
28,985 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,466 |
33,620 |
29,461 |
|
| R3 |
32,181 |
31,335 |
28,833 |
|
| R2 |
29,896 |
29,896 |
28,623 |
|
| R1 |
29,050 |
29,050 |
28,414 |
29,473 |
| PP |
27,611 |
27,611 |
27,611 |
27,823 |
| S1 |
26,765 |
26,765 |
27,995 |
27,188 |
| S2 |
25,326 |
25,326 |
27,785 |
|
| S3 |
23,041 |
24,480 |
27,576 |
|
| S4 |
20,756 |
22,195 |
26,947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,000 |
26,903 |
3,097 |
10.6% |
961 |
3.3% |
78% |
False |
False |
250,145 |
| 10 |
30,000 |
25,953 |
4,047 |
13.8% |
840 |
2.9% |
83% |
False |
False |
257,266 |
| 20 |
30,000 |
25,953 |
4,047 |
13.8% |
655 |
2.2% |
83% |
False |
False |
217,924 |
| 40 |
30,000 |
25,953 |
4,047 |
13.8% |
602 |
2.1% |
83% |
False |
False |
218,075 |
| 60 |
30,000 |
25,953 |
4,047 |
13.8% |
571 |
1.9% |
83% |
False |
False |
154,151 |
| 80 |
30,000 |
25,769 |
4,231 |
14.4% |
519 |
1.8% |
84% |
False |
False |
115,644 |
| 100 |
30,000 |
24,644 |
5,356 |
18.3% |
531 |
1.8% |
87% |
False |
False |
92,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,973 |
|
2.618 |
30,981 |
|
1.618 |
30,373 |
|
1.000 |
29,997 |
|
0.618 |
29,765 |
|
HIGH |
29,389 |
|
0.618 |
29,157 |
|
0.500 |
29,085 |
|
0.382 |
29,013 |
|
LOW |
28,781 |
|
0.618 |
28,405 |
|
1.000 |
28,173 |
|
1.618 |
27,797 |
|
2.618 |
27,189 |
|
4.250 |
26,197 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
29,241 |
29,207 |
| PP |
29,163 |
29,095 |
| S1 |
29,085 |
28,983 |
|