| 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 |
3,545.00 |
3,539.75 |
-5.25 |
-0.1% |
3,252.25 |
| High |
3,552.25 |
3,567.00 |
14.75 |
0.4% |
3,512.50 |
| Low |
3,497.25 |
3,522.00 |
24.75 |
0.7% |
3,234.25 |
| Close |
3,531.50 |
3,559.00 |
27.50 |
0.8% |
3,491.00 |
| Range |
55.00 |
45.00 |
-10.00 |
-18.2% |
278.25 |
| ATR |
79.53 |
77.07 |
-2.47 |
-3.1% |
0.00 |
| Volume |
2,953 |
3,581 |
628 |
21.3% |
15,622 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,684.25 |
3,666.75 |
3,583.75 |
|
| R3 |
3,639.25 |
3,621.75 |
3,571.50 |
|
| R2 |
3,594.25 |
3,594.25 |
3,567.25 |
|
| R1 |
3,576.75 |
3,576.75 |
3,563.00 |
3,585.50 |
| PP |
3,549.25 |
3,549.25 |
3,549.25 |
3,553.75 |
| S1 |
3,531.75 |
3,531.75 |
3,555.00 |
3,540.50 |
| S2 |
3,504.25 |
3,504.25 |
3,550.75 |
|
| S3 |
3,459.25 |
3,486.75 |
3,546.50 |
|
| S4 |
3,414.25 |
3,441.75 |
3,534.25 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,247.25 |
4,147.50 |
3,644.00 |
|
| R3 |
3,969.00 |
3,869.25 |
3,567.50 |
|
| R2 |
3,690.75 |
3,690.75 |
3,542.00 |
|
| R1 |
3,591.00 |
3,591.00 |
3,516.50 |
3,641.00 |
| PP |
3,412.50 |
3,412.50 |
3,412.50 |
3,437.50 |
| S1 |
3,312.75 |
3,312.75 |
3,465.50 |
3,362.50 |
| S2 |
3,134.25 |
3,134.25 |
3,440.00 |
|
| S3 |
2,856.00 |
3,034.50 |
3,414.50 |
|
| S4 |
2,577.75 |
2,756.25 |
3,338.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,657.50 |
3,418.75 |
238.75 |
6.7% |
80.75 |
2.3% |
59% |
False |
False |
4,512 |
| 10 |
3,657.50 |
3,215.75 |
441.75 |
12.4% |
87.25 |
2.5% |
78% |
False |
False |
3,958 |
| 20 |
3,657.50 |
3,215.75 |
441.75 |
12.4% |
73.25 |
2.1% |
78% |
False |
False |
2,761 |
| 40 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
70.75 |
2.0% |
79% |
False |
False |
2,489 |
| 60 |
3,657.50 |
3,190.25 |
467.25 |
13.1% |
67.50 |
1.9% |
79% |
False |
False |
1,785 |
| 80 |
3,657.50 |
3,173.00 |
484.50 |
13.6% |
60.50 |
1.7% |
80% |
False |
False |
1,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,758.25 |
|
2.618 |
3,684.75 |
|
1.618 |
3,639.75 |
|
1.000 |
3,612.00 |
|
0.618 |
3,594.75 |
|
HIGH |
3,567.00 |
|
0.618 |
3,549.75 |
|
0.500 |
3,544.50 |
|
0.382 |
3,539.25 |
|
LOW |
3,522.00 |
|
0.618 |
3,494.25 |
|
1.000 |
3,477.00 |
|
1.618 |
3,449.25 |
|
2.618 |
3,404.25 |
|
4.250 |
3,330.75 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,554.25 |
3,577.50 |
| PP |
3,549.25 |
3,571.25 |
| S1 |
3,544.50 |
3,565.00 |
|