Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
14,011.79 |
15,240.80 |
1,229.01 |
8.8% |
13,648.49 |
High |
15,287.09 |
15,945.59 |
658.50 |
4.3% |
15,945.59 |
Low |
14,011.36 |
15,209.79 |
1,198.43 |
8.6% |
13,223.32 |
Close |
15,240.87 |
15,544.85 |
303.98 |
2.0% |
15,544.85 |
Range |
1,275.73 |
735.80 |
-539.93 |
-42.3% |
2,722.27 |
ATR |
593.74 |
603.89 |
10.15 |
1.7% |
0.00 |
Volume |
113,692 |
117,160 |
3,468 |
3.1% |
367,900 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,774.14 |
17,395.30 |
15,949.54 |
|
R3 |
17,038.34 |
16,659.50 |
15,747.20 |
|
R2 |
16,302.54 |
16,302.54 |
15,679.75 |
|
R1 |
15,923.70 |
15,923.70 |
15,612.30 |
16,113.12 |
PP |
15,566.74 |
15,566.74 |
15,566.74 |
15,661.46 |
S1 |
15,187.90 |
15,187.90 |
15,477.40 |
15,377.32 |
S2 |
14,830.94 |
14,830.94 |
15,409.95 |
|
S3 |
14,095.14 |
14,452.10 |
15,342.51 |
|
S4 |
13,359.34 |
13,716.30 |
15,140.16 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,071.40 |
22,030.39 |
17,042.10 |
|
R3 |
20,349.13 |
19,308.12 |
16,293.47 |
|
R2 |
17,626.86 |
17,626.86 |
16,043.93 |
|
R1 |
16,585.85 |
16,585.85 |
15,794.39 |
17,106.36 |
PP |
14,904.59 |
14,904.59 |
14,904.59 |
15,164.84 |
S1 |
13,863.58 |
13,863.58 |
15,295.31 |
14,384.09 |
S2 |
12,182.32 |
12,182.32 |
15,045.77 |
|
S3 |
9,460.05 |
11,141.31 |
14,796.23 |
|
S4 |
6,737.78 |
8,419.04 |
14,047.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,945.59 |
13,223.32 |
2,722.27 |
17.5% |
811.86 |
5.2% |
85% |
True |
False |
73,580 |
10 |
15,945.59 |
12,801.53 |
3,144.06 |
20.2% |
748.70 |
4.8% |
87% |
True |
False |
63,039 |
20 |
15,945.59 |
11,026.54 |
4,919.05 |
31.6% |
611.81 |
3.9% |
92% |
True |
False |
52,750 |
40 |
15,945.59 |
10,146.79 |
5,798.80 |
37.3% |
476.97 |
3.1% |
93% |
True |
False |
39,848 |
60 |
15,945.59 |
9,858.94 |
6,086.65 |
39.2% |
477.72 |
3.1% |
93% |
True |
False |
39,710 |
80 |
15,945.59 |
9,083.15 |
6,862.44 |
44.1% |
484.80 |
3.1% |
94% |
True |
False |
41,835 |
100 |
15,945.59 |
8,848.18 |
7,097.41 |
45.7% |
437.07 |
2.8% |
94% |
True |
False |
38,811 |
120 |
15,945.59 |
8,647.02 |
7,298.57 |
47.0% |
431.62 |
2.8% |
95% |
True |
False |
39,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,072.74 |
2.618 |
17,871.91 |
1.618 |
17,136.11 |
1.000 |
16,681.39 |
0.618 |
16,400.31 |
HIGH |
15,945.59 |
0.618 |
15,664.51 |
0.500 |
15,577.69 |
0.382 |
15,490.87 |
LOW |
15,209.79 |
0.618 |
14,755.07 |
1.000 |
14,473.99 |
1.618 |
14,019.27 |
2.618 |
13,283.47 |
4.250 |
12,082.64 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
15,577.69 |
15,279.35 |
PP |
15,566.74 |
15,013.84 |
S1 |
15,555.80 |
14,748.34 |
|