Trading Metrics calculated at close of trading on 05-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2019 |
05-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
9,217.82 |
9,446.48 |
228.66 |
2.5% |
8,580.20 |
High |
9,580.24 |
9,487.44 |
-92.80 |
-1.0% |
10,289.41 |
Low |
9,090.34 |
9,201.14 |
110.80 |
1.2% |
8,575.14 |
Close |
9,446.29 |
9,361.45 |
-84.84 |
-0.9% |
9,217.76 |
Range |
489.90 |
286.30 |
-203.60 |
-41.6% |
1,714.27 |
ATR |
507.15 |
491.37 |
-15.77 |
-3.1% |
0.00 |
Volume |
28,682 |
24,789 |
-3,893 |
-13.6% |
194,084 |
|
Daily Pivots for day following 05-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,208.91 |
10,071.48 |
9,518.92 |
|
R3 |
9,922.61 |
9,785.18 |
9,440.18 |
|
R2 |
9,636.31 |
9,636.31 |
9,413.94 |
|
R1 |
9,498.88 |
9,498.88 |
9,387.69 |
9,424.45 |
PP |
9,350.01 |
9,350.01 |
9,350.01 |
9,312.79 |
S1 |
9,212.58 |
9,212.58 |
9,335.21 |
9,138.15 |
S2 |
9,063.71 |
9,063.71 |
9,308.96 |
|
S3 |
8,777.41 |
8,926.28 |
9,282.72 |
|
S4 |
8,491.11 |
8,639.98 |
9,203.99 |
|
|
Weekly Pivots for week ending 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,503.58 |
13,574.94 |
10,160.61 |
|
R3 |
12,789.31 |
11,860.67 |
9,689.18 |
|
R2 |
11,075.04 |
11,075.04 |
9,532.04 |
|
R1 |
10,146.40 |
10,146.40 |
9,374.90 |
10,610.72 |
PP |
9,360.77 |
9,360.77 |
9,360.77 |
9,592.93 |
S1 |
8,432.13 |
8,432.13 |
9,060.62 |
8,896.45 |
S2 |
7,646.50 |
7,646.50 |
8,903.48 |
|
S3 |
5,932.23 |
6,717.86 |
8,746.34 |
|
S4 |
4,217.96 |
5,003.59 |
8,274.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,580.24 |
8,971.92 |
608.32 |
6.5% |
384.48 |
4.1% |
64% |
False |
False |
29,462 |
10 |
10,289.41 |
7,354.75 |
2,934.66 |
31.3% |
633.64 |
6.8% |
68% |
False |
False |
45,369 |
20 |
10,289.41 |
7,354.75 |
2,934.66 |
31.3% |
476.08 |
5.1% |
68% |
False |
False |
37,083 |
40 |
10,462.06 |
7,354.75 |
3,107.31 |
33.2% |
451.11 |
4.8% |
65% |
False |
False |
44,379 |
60 |
10,954.56 |
7,354.75 |
3,599.81 |
38.5% |
494.41 |
5.3% |
56% |
False |
False |
45,858 |
80 |
12,314.44 |
7,354.75 |
4,959.69 |
53.0% |
548.69 |
5.9% |
40% |
False |
False |
49,494 |
100 |
13,844.30 |
7,354.75 |
6,489.55 |
69.3% |
700.50 |
7.5% |
31% |
False |
False |
62,051 |
120 |
13,844.30 |
7,354.75 |
6,489.55 |
69.3% |
666.00 |
7.1% |
31% |
False |
False |
62,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,704.22 |
2.618 |
10,236.97 |
1.618 |
9,950.67 |
1.000 |
9,773.74 |
0.618 |
9,664.37 |
HIGH |
9,487.44 |
0.618 |
9,378.07 |
0.500 |
9,344.29 |
0.382 |
9,310.51 |
LOW |
9,201.14 |
0.618 |
9,024.21 |
1.000 |
8,914.84 |
1.618 |
8,737.91 |
2.618 |
8,451.61 |
4.250 |
7,984.37 |
|
|
Fisher Pivots for day following 05-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
9,355.73 |
9,348.69 |
PP |
9,350.01 |
9,335.94 |
S1 |
9,344.29 |
9,323.18 |
|