| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
13,738.09 |
14,011.79 |
273.70 |
2.0% |
12,942.91 |
| High |
14,252.98 |
15,287.09 |
1,034.11 |
7.3% |
13,851.41 |
| Low |
13,551.08 |
14,011.36 |
460.28 |
3.4% |
12,801.53 |
| Close |
14,011.35 |
15,240.87 |
1,229.52 |
8.8% |
13,648.55 |
| Range |
701.90 |
1,275.73 |
573.83 |
81.8% |
1,049.88 |
| ATR |
541.28 |
593.74 |
52.46 |
9.7% |
0.00 |
| Volume |
54,016 |
113,692 |
59,676 |
110.5% |
262,490 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,673.63 |
18,232.98 |
15,942.52 |
|
| R3 |
17,397.90 |
16,957.25 |
15,591.70 |
|
| R2 |
16,122.17 |
16,122.17 |
15,474.75 |
|
| R1 |
15,681.52 |
15,681.52 |
15,357.81 |
15,901.85 |
| PP |
14,846.44 |
14,846.44 |
14,846.44 |
14,956.60 |
| S1 |
14,405.79 |
14,405.79 |
15,123.93 |
14,626.12 |
| S2 |
13,570.71 |
13,570.71 |
15,006.99 |
|
| S3 |
12,294.98 |
13,130.06 |
14,890.04 |
|
| S4 |
11,019.25 |
11,854.33 |
14,539.22 |
|
|
| 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 |
15,287.09 |
13,135.30 |
2,151.79 |
14.1% |
773.18 |
5.1% |
98% |
True |
False |
58,310 |
| 10 |
15,287.09 |
12,736.18 |
2,550.91 |
16.7% |
721.22 |
4.7% |
98% |
True |
False |
54,372 |
| 20 |
15,287.09 |
10,840.68 |
4,446.41 |
29.2% |
588.41 |
3.9% |
99% |
True |
False |
48,156 |
| 40 |
15,287.09 |
10,146.79 |
5,140.30 |
33.7% |
462.76 |
3.0% |
99% |
True |
False |
37,413 |
| 60 |
15,287.09 |
9,858.94 |
5,428.15 |
35.6% |
471.76 |
3.1% |
99% |
True |
False |
38,260 |
| 80 |
15,287.09 |
9,037.31 |
6,249.78 |
41.0% |
478.02 |
3.1% |
99% |
True |
False |
40,682 |
| 100 |
15,287.09 |
8,848.18 |
6,438.91 |
42.2% |
431.35 |
2.8% |
99% |
True |
False |
37,823 |
| 120 |
15,287.09 |
8,647.02 |
6,640.07 |
43.6% |
431.89 |
2.8% |
99% |
True |
False |
39,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,708.94 |
|
2.618 |
18,626.95 |
|
1.618 |
17,351.22 |
|
1.000 |
16,562.82 |
|
0.618 |
16,075.49 |
|
HIGH |
15,287.09 |
|
0.618 |
14,799.76 |
|
0.500 |
14,649.23 |
|
0.382 |
14,498.69 |
|
LOW |
14,011.36 |
|
0.618 |
13,222.96 |
|
1.000 |
12,735.63 |
|
1.618 |
11,947.23 |
|
2.618 |
10,671.50 |
|
4.250 |
8,589.51 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
15,043.66 |
14,924.85 |
| PP |
14,846.44 |
14,608.84 |
| S1 |
14,649.23 |
14,292.82 |
|