| 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 |
1,870.8 |
1,882.6 |
11.8 |
0.6% |
1,885.3 |
| High |
1,894.9 |
1,888.8 |
-6.1 |
-0.3% |
1,968.9 |
| Low |
1,865.2 |
1,860.2 |
-5.0 |
-0.3% |
1,881.0 |
| Close |
1,883.0 |
1,868.1 |
-14.9 |
-0.8% |
1,959.1 |
| Range |
29.7 |
28.6 |
-1.1 |
-3.7% |
87.9 |
| ATR |
36.1 |
35.5 |
-0.5 |
-1.5% |
0.0 |
| Volume |
52,034 |
45,214 |
-6,820 |
-13.1% |
110,660 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,958.2 |
1,941.7 |
1,883.8 |
|
| R3 |
1,929.6 |
1,913.1 |
1,876.0 |
|
| R2 |
1,901.0 |
1,901.0 |
1,873.3 |
|
| R1 |
1,884.5 |
1,884.5 |
1,870.7 |
1,878.5 |
| PP |
1,872.4 |
1,872.4 |
1,872.4 |
1,869.3 |
| S1 |
1,855.9 |
1,855.9 |
1,865.5 |
1,849.9 |
| S2 |
1,843.8 |
1,843.8 |
1,862.9 |
|
| S3 |
1,815.2 |
1,827.3 |
1,860.2 |
|
| S4 |
1,786.6 |
1,798.7 |
1,852.4 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.0 |
2,167.5 |
2,007.4 |
|
| R3 |
2,112.1 |
2,079.6 |
1,983.3 |
|
| R2 |
2,024.2 |
2,024.2 |
1,975.2 |
|
| R1 |
1,991.7 |
1,991.7 |
1,967.2 |
2,008.0 |
| PP |
1,936.3 |
1,936.3 |
1,936.3 |
1,944.5 |
| S1 |
1,903.8 |
1,903.8 |
1,951.0 |
1,920.1 |
| S2 |
1,848.4 |
1,848.4 |
1,943.0 |
|
| S3 |
1,760.5 |
1,815.9 |
1,934.9 |
|
| S4 |
1,672.6 |
1,728.0 |
1,910.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
50.6 |
2.7% |
12% |
False |
False |
51,234 |
| 10 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
38.8 |
2.1% |
12% |
False |
False |
32,287 |
| 20 |
1,973.3 |
1,854.0 |
119.3 |
6.4% |
31.3 |
1.7% |
12% |
False |
False |
18,568 |
| 40 |
1,976.2 |
1,854.0 |
122.2 |
6.5% |
31.6 |
1.7% |
12% |
False |
False |
11,062 |
| 60 |
2,023.8 |
1,854.0 |
169.8 |
9.1% |
33.5 |
1.8% |
8% |
False |
False |
8,294 |
| 80 |
2,099.2 |
1,854.0 |
245.2 |
13.1% |
37.1 |
2.0% |
6% |
False |
False |
7,400 |
| 100 |
2,099.2 |
1,778.8 |
320.4 |
17.2% |
34.1 |
1.8% |
28% |
False |
False |
6,299 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.5% |
32.8 |
1.8% |
42% |
False |
False |
5,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,010.4 |
|
2.618 |
1,963.7 |
|
1.618 |
1,935.1 |
|
1.000 |
1,917.4 |
|
0.618 |
1,906.5 |
|
HIGH |
1,888.8 |
|
0.618 |
1,877.9 |
|
0.500 |
1,874.5 |
|
0.382 |
1,871.1 |
|
LOW |
1,860.2 |
|
0.618 |
1,842.5 |
|
1.000 |
1,831.6 |
|
1.618 |
1,813.9 |
|
2.618 |
1,785.3 |
|
4.250 |
1,738.7 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,874.5 |
1,913.7 |
| PP |
1,872.4 |
1,898.5 |
| S1 |
1,870.2 |
1,883.3 |
|