Trading Metrics calculated at close of trading on 02-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
13,484.23 |
13,648.49 |
164.26 |
1.2% |
12,942.91 |
High |
13,677.71 |
14,070.47 |
392.76 |
2.9% |
13,851.41 |
Low |
13,135.30 |
13,223.32 |
88.02 |
0.7% |
12,801.53 |
Close |
13,648.55 |
13,621.77 |
-26.78 |
-0.2% |
13,648.55 |
Range |
542.41 |
847.15 |
304.74 |
56.2% |
1,049.88 |
ATR |
506.95 |
531.25 |
24.30 |
4.8% |
0.00 |
Volume |
40,810 |
34,747 |
-6,063 |
-14.9% |
262,490 |
|
Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,179.97 |
15,748.02 |
14,087.70 |
|
R3 |
15,332.82 |
14,900.87 |
13,854.74 |
|
R2 |
14,485.67 |
14,485.67 |
13,777.08 |
|
R1 |
14,053.72 |
14,053.72 |
13,699.43 |
13,846.12 |
PP |
13,638.52 |
13,638.52 |
13,638.52 |
13,534.72 |
S1 |
13,206.57 |
13,206.57 |
13,544.11 |
12,998.97 |
S2 |
12,791.37 |
12,791.37 |
13,466.46 |
|
S3 |
11,944.22 |
12,359.42 |
13,388.80 |
|
S4 |
11,097.07 |
11,512.27 |
13,155.84 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,583.47 |
16,165.89 |
14,225.98 |
|
R3 |
15,533.59 |
15,116.01 |
13,937.27 |
|
R2 |
14,483.71 |
14,483.71 |
13,841.03 |
|
R1 |
14,066.13 |
14,066.13 |
13,744.79 |
14,274.92 |
PP |
13,433.83 |
13,433.83 |
13,433.83 |
13,538.23 |
S1 |
13,016.25 |
13,016.25 |
13,552.31 |
13,225.04 |
S2 |
12,383.95 |
12,383.95 |
13,456.07 |
|
S3 |
11,334.07 |
11,966.37 |
13,359.83 |
|
S4 |
10,284.19 |
10,916.49 |
13,071.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,070.47 |
12,912.10 |
1,158.37 |
8.5% |
744.88 |
5.5% |
61% |
True |
False |
53,694 |
10 |
14,070.47 |
11,694.05 |
2,376.42 |
17.4% |
659.86 |
4.8% |
81% |
True |
False |
57,180 |
20 |
14,070.47 |
10,533.77 |
3,536.70 |
26.0% |
505.62 |
3.7% |
87% |
True |
False |
40,791 |
40 |
14,070.47 |
9,858.94 |
4,211.53 |
30.9% |
433.33 |
3.2% |
89% |
True |
False |
34,592 |
60 |
14,070.47 |
9,858.94 |
4,211.53 |
30.9% |
460.75 |
3.4% |
89% |
True |
False |
36,872 |
80 |
14,070.47 |
9,037.31 |
5,033.16 |
36.9% |
452.59 |
3.3% |
91% |
True |
False |
38,728 |
100 |
14,070.47 |
8,848.18 |
5,222.29 |
38.3% |
417.46 |
3.1% |
91% |
True |
False |
37,081 |
120 |
14,070.47 |
8,647.02 |
5,423.45 |
39.8% |
425.04 |
3.1% |
92% |
True |
False |
39,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,670.86 |
2.618 |
16,288.31 |
1.618 |
15,441.16 |
1.000 |
14,917.62 |
0.618 |
14,594.01 |
HIGH |
14,070.47 |
0.618 |
13,746.86 |
0.500 |
13,646.90 |
0.382 |
13,546.93 |
LOW |
13,223.32 |
0.618 |
12,699.78 |
1.000 |
12,376.17 |
1.618 |
11,852.63 |
2.618 |
11,005.48 |
4.250 |
9,622.93 |
|
|
Fisher Pivots for day following 02-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,646.90 |
13,591.75 |
PP |
13,638.52 |
13,561.73 |
S1 |
13,630.15 |
13,531.71 |
|