| 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 |
12,067.00 |
12,154.00 |
87.00 |
0.7% |
11,039.50 |
| High |
12,096.00 |
12,398.00 |
302.00 |
2.5% |
12,106.00 |
| Low |
11,864.00 |
11,807.50 |
-56.50 |
-0.5% |
10,934.00 |
| Close |
12,066.00 |
11,811.50 |
-254.50 |
-2.1% |
12,066.00 |
| Range |
232.00 |
590.50 |
358.50 |
154.5% |
1,172.00 |
| ATR |
305.34 |
325.71 |
20.37 |
6.7% |
0.00 |
| Volume |
1,112 |
2,520 |
1,408 |
126.6% |
5,564 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,777.25 |
13,384.75 |
12,136.25 |
|
| R3 |
13,186.75 |
12,794.25 |
11,974.00 |
|
| R2 |
12,596.25 |
12,596.25 |
11,919.75 |
|
| R1 |
12,203.75 |
12,203.75 |
11,865.75 |
12,104.75 |
| PP |
12,005.75 |
12,005.75 |
12,005.75 |
11,956.00 |
| S1 |
11,613.25 |
11,613.25 |
11,757.25 |
11,514.25 |
| S2 |
11,415.25 |
11,415.25 |
11,703.25 |
|
| S3 |
10,824.75 |
11,022.75 |
11,649.00 |
|
| S4 |
10,234.25 |
10,432.25 |
11,486.75 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,218.00 |
14,814.00 |
12,710.50 |
|
| R3 |
14,046.00 |
13,642.00 |
12,388.25 |
|
| R2 |
12,874.00 |
12,874.00 |
12,280.75 |
|
| R1 |
12,470.00 |
12,470.00 |
12,173.50 |
12,672.00 |
| PP |
11,702.00 |
11,702.00 |
11,702.00 |
11,803.00 |
| S1 |
11,298.00 |
11,298.00 |
11,958.50 |
11,500.00 |
| S2 |
10,530.00 |
10,530.00 |
11,851.25 |
|
| S3 |
9,358.00 |
10,126.00 |
11,743.75 |
|
| S4 |
8,186.00 |
8,954.00 |
11,421.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,398.00 |
11,055.00 |
1,343.00 |
11.4% |
410.25 |
3.5% |
56% |
True |
False |
1,458 |
| 10 |
12,398.00 |
10,934.00 |
1,464.00 |
12.4% |
351.50 |
3.0% |
60% |
True |
False |
1,072 |
| 20 |
12,398.00 |
10,934.00 |
1,464.00 |
12.4% |
295.25 |
2.5% |
60% |
True |
False |
866 |
| 40 |
12,398.00 |
10,649.50 |
1,748.50 |
14.8% |
301.00 |
2.5% |
66% |
True |
False |
793 |
| 60 |
12,434.75 |
10,649.50 |
1,785.25 |
15.1% |
296.75 |
2.5% |
65% |
False |
False |
564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,907.50 |
|
2.618 |
13,944.00 |
|
1.618 |
13,353.50 |
|
1.000 |
12,988.50 |
|
0.618 |
12,763.00 |
|
HIGH |
12,398.00 |
|
0.618 |
12,172.50 |
|
0.500 |
12,102.75 |
|
0.382 |
12,033.00 |
|
LOW |
11,807.50 |
|
0.618 |
11,442.50 |
|
1.000 |
11,217.00 |
|
1.618 |
10,852.00 |
|
2.618 |
10,261.50 |
|
4.250 |
9,298.00 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,102.75 |
12,082.00 |
| PP |
12,005.75 |
11,991.75 |
| S1 |
11,908.50 |
11,901.75 |
|