Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
13,648.49 |
13,622.03 |
-26.46 |
-0.2% |
12,942.91 |
High |
14,070.47 |
13,797.25 |
-273.22 |
-1.9% |
13,851.41 |
Low |
13,223.32 |
13,298.55 |
75.23 |
0.6% |
12,801.53 |
Close |
13,621.77 |
13,738.09 |
116.32 |
0.9% |
13,648.55 |
Range |
847.15 |
498.70 |
-348.45 |
-41.1% |
1,049.88 |
ATR |
531.25 |
528.92 |
-2.32 |
-0.4% |
0.00 |
Volume |
34,747 |
48,285 |
13,538 |
39.0% |
262,490 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,107.40 |
14,921.44 |
14,012.38 |
|
R3 |
14,608.70 |
14,422.74 |
13,875.23 |
|
R2 |
14,110.00 |
14,110.00 |
13,829.52 |
|
R1 |
13,924.04 |
13,924.04 |
13,783.80 |
14,017.02 |
PP |
13,611.30 |
13,611.30 |
13,611.30 |
13,657.79 |
S1 |
13,425.34 |
13,425.34 |
13,692.38 |
13,518.32 |
S2 |
13,112.60 |
13,112.60 |
13,646.66 |
|
S3 |
12,613.90 |
12,926.64 |
13,600.95 |
|
S4 |
12,115.20 |
12,427.94 |
13,463.81 |
|
|
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 |
8.4% |
694.97 |
5.1% |
71% |
False |
False |
48,162 |
10 |
14,070.47 |
11,888.26 |
2,182.21 |
15.9% |
674.40 |
4.9% |
85% |
False |
False |
58,643 |
20 |
14,070.47 |
10,533.77 |
3,536.70 |
25.7% |
517.26 |
3.8% |
91% |
False |
False |
42,161 |
40 |
14,070.47 |
9,858.94 |
4,211.53 |
30.7% |
433.13 |
3.2% |
92% |
False |
False |
34,835 |
60 |
14,070.47 |
9,858.94 |
4,211.53 |
30.7% |
460.06 |
3.3% |
92% |
False |
False |
36,874 |
80 |
14,070.47 |
9,037.31 |
5,033.16 |
36.6% |
456.66 |
3.3% |
93% |
False |
False |
39,073 |
100 |
14,070.47 |
8,848.18 |
5,222.29 |
38.0% |
416.66 |
3.0% |
94% |
False |
False |
36,709 |
120 |
14,070.47 |
8,647.02 |
5,423.45 |
39.5% |
423.10 |
3.1% |
94% |
False |
False |
39,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,916.73 |
2.618 |
15,102.85 |
1.618 |
14,604.15 |
1.000 |
14,295.95 |
0.618 |
14,105.45 |
HIGH |
13,797.25 |
0.618 |
13,606.75 |
0.500 |
13,547.90 |
0.382 |
13,489.05 |
LOW |
13,298.55 |
0.618 |
12,990.35 |
1.000 |
12,799.85 |
1.618 |
12,491.65 |
2.618 |
11,992.95 |
4.250 |
11,179.08 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,674.69 |
13,693.02 |
PP |
13,611.30 |
13,647.95 |
S1 |
13,547.90 |
13,602.89 |
|