Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
13,622.03 |
13,738.09 |
116.06 |
0.9% |
12,942.91 |
High |
13,797.25 |
14,252.98 |
455.73 |
3.3% |
13,851.41 |
Low |
13,298.55 |
13,551.08 |
252.53 |
1.9% |
12,801.53 |
Close |
13,738.09 |
14,011.35 |
273.26 |
2.0% |
13,648.55 |
Range |
498.70 |
701.90 |
203.20 |
40.7% |
1,049.88 |
ATR |
528.92 |
541.28 |
12.36 |
2.3% |
0.00 |
Volume |
48,285 |
54,016 |
5,731 |
11.9% |
262,490 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,044.17 |
15,729.66 |
14,397.40 |
|
R3 |
15,342.27 |
15,027.76 |
14,204.37 |
|
R2 |
14,640.37 |
14,640.37 |
14,140.03 |
|
R1 |
14,325.86 |
14,325.86 |
14,075.69 |
14,483.12 |
PP |
13,938.47 |
13,938.47 |
13,938.47 |
14,017.10 |
S1 |
13,623.96 |
13,623.96 |
13,947.01 |
13,781.22 |
S2 |
13,236.57 |
13,236.57 |
13,882.67 |
|
S3 |
12,534.67 |
12,922.06 |
13,818.33 |
|
S4 |
11,832.77 |
12,220.16 |
13,625.31 |
|
|
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 |
14,252.98 |
12,992.95 |
1,260.03 |
9.0% |
647.49 |
4.6% |
81% |
True |
False |
48,007 |
10 |
14,252.98 |
12,706.97 |
1,546.01 |
11.0% |
644.63 |
4.6% |
84% |
True |
False |
53,008 |
20 |
14,252.98 |
10,543.56 |
3,709.42 |
26.5% |
544.96 |
3.9% |
93% |
True |
False |
43,904 |
40 |
14,252.98 |
10,146.79 |
4,106.19 |
29.3% |
438.45 |
3.1% |
94% |
True |
False |
35,387 |
60 |
14,252.98 |
9,858.94 |
4,394.04 |
31.4% |
458.47 |
3.3% |
95% |
True |
False |
36,943 |
80 |
14,252.98 |
9,037.31 |
5,215.67 |
37.2% |
463.55 |
3.3% |
95% |
True |
False |
39,486 |
100 |
14,252.98 |
8,848.18 |
5,404.80 |
38.6% |
421.65 |
3.0% |
96% |
True |
False |
36,938 |
120 |
14,252.98 |
8,647.02 |
5,605.96 |
40.0% |
425.52 |
3.0% |
96% |
True |
False |
39,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,236.06 |
2.618 |
16,090.55 |
1.618 |
15,388.65 |
1.000 |
14,954.88 |
0.618 |
14,686.75 |
HIGH |
14,252.98 |
0.618 |
13,984.85 |
0.500 |
13,902.03 |
0.382 |
13,819.21 |
LOW |
13,551.08 |
0.618 |
13,117.31 |
1.000 |
12,849.18 |
1.618 |
12,415.41 |
2.618 |
11,713.51 |
4.250 |
10,568.01 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
13,974.91 |
13,920.28 |
PP |
13,938.47 |
13,829.22 |
S1 |
13,902.03 |
13,738.15 |
|