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 |
385.5790 |
383.2010 |
-2.3780 |
-0.6% |
408.8510 |
High |
385.7800 |
408.0960 |
22.3160 |
5.8% |
417.2960 |
Low |
370.8360 |
377.3310 |
6.4950 |
1.8% |
374.3300 |
Close |
383.2000 |
401.0540 |
17.8540 |
4.7% |
384.0950 |
Range |
14.9440 |
30.7650 |
15.8210 |
105.9% |
42.9660 |
ATR |
21.4499 |
22.1153 |
0.6654 |
3.1% |
0.0000 |
Volume |
509,670 |
782,506 |
272,836 |
53.5% |
2,980,254 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
487.7887 |
475.1863 |
417.9748 |
|
R3 |
457.0237 |
444.4213 |
409.5144 |
|
R2 |
426.2587 |
426.2587 |
406.6943 |
|
R1 |
413.6563 |
413.6563 |
403.8741 |
419.9575 |
PP |
395.4937 |
395.4937 |
395.4937 |
398.6443 |
S1 |
382.8913 |
382.8913 |
398.2339 |
389.1925 |
S2 |
364.7287 |
364.7287 |
395.4138 |
|
S3 |
333.9637 |
352.1263 |
392.5936 |
|
S4 |
303.1987 |
321.3613 |
384.1333 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
520.8050 |
495.4160 |
407.7263 |
|
R3 |
477.8390 |
452.4500 |
395.9107 |
|
R2 |
434.8730 |
434.8730 |
391.9721 |
|
R1 |
409.4840 |
409.4840 |
388.0336 |
400.6955 |
PP |
391.9070 |
391.9070 |
391.9070 |
387.5128 |
S1 |
366.5180 |
366.5180 |
380.1565 |
357.7295 |
S2 |
348.9410 |
348.9410 |
376.2179 |
|
S3 |
305.9750 |
323.5520 |
372.2794 |
|
S4 |
263.0090 |
280.5860 |
360.4637 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
408.0960 |
370.8360 |
37.2600 |
9.3% |
20.2176 |
5.0% |
81% |
True |
False |
604,780 |
10 |
420.8480 |
370.8360 |
50.0120 |
12.5% |
23.0463 |
5.7% |
60% |
False |
False |
625,604 |
20 |
420.8480 |
334.8750 |
85.9730 |
21.4% |
21.0420 |
5.2% |
77% |
False |
False |
561,686 |
40 |
420.8480 |
315.3600 |
105.4880 |
26.3% |
21.5025 |
5.4% |
81% |
False |
False |
563,672 |
60 |
488.1230 |
315.3600 |
172.7630 |
43.1% |
25.6710 |
6.4% |
50% |
False |
False |
718,782 |
80 |
488.1230 |
230.2340 |
257.8890 |
64.3% |
24.8994 |
6.2% |
66% |
False |
False |
780,985 |
100 |
488.1230 |
216.4670 |
271.6560 |
67.7% |
21.7854 |
5.4% |
68% |
False |
False |
732,649 |
120 |
488.1230 |
191.9230 |
296.2000 |
73.9% |
20.3202 |
5.1% |
71% |
False |
False |
728,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
538.8473 |
2.618 |
488.6388 |
1.618 |
457.8738 |
1.000 |
438.8610 |
0.618 |
427.1088 |
HIGH |
408.0960 |
0.618 |
396.3438 |
0.500 |
392.7135 |
0.382 |
389.0832 |
LOW |
377.3310 |
0.618 |
358.3182 |
1.000 |
346.5660 |
1.618 |
327.5532 |
2.618 |
296.7882 |
4.250 |
246.5798 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
398.2738 |
397.1913 |
PP |
395.4937 |
393.3287 |
S1 |
392.7135 |
389.4660 |
|