Trading Metrics calculated at close of trading on 01-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2019 |
01-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
11.2968 |
10.5202 |
-0.7766 |
-6.9% |
7.7074 |
High |
11.3411 |
10.7142 |
-0.6269 |
-5.5% |
13.3410 |
Low |
10.1912 |
10.2574 |
0.0662 |
0.6% |
7.6297 |
Close |
10.5115 |
10.5637 |
0.0522 |
0.5% |
10.5637 |
Range |
1.1499 |
0.4568 |
-0.6931 |
-60.3% |
5.7113 |
ATR |
0.9268 |
0.8932 |
-0.0336 |
-3.6% |
0.0000 |
Volume |
2,228,308 |
1,700,855 |
-527,453 |
-23.7% |
13,939,060 |
|
Daily Pivots for day following 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.8822 |
11.6797 |
10.8149 |
|
R3 |
11.4254 |
11.2229 |
10.6893 |
|
R2 |
10.9686 |
10.9686 |
10.6474 |
|
R1 |
10.7661 |
10.7661 |
10.6056 |
10.8674 |
PP |
10.5118 |
10.5118 |
10.5118 |
10.5624 |
S1 |
10.3093 |
10.3093 |
10.5218 |
10.4106 |
S2 |
10.0550 |
10.0550 |
10.4800 |
|
S3 |
9.5982 |
9.8525 |
10.4381 |
|
S4 |
9.1414 |
9.3957 |
10.3125 |
|
|
Weekly Pivots for week ending 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.6454 |
24.8158 |
13.7049 |
|
R3 |
21.9341 |
19.1045 |
12.1343 |
|
R2 |
16.2228 |
16.2228 |
11.6108 |
|
R1 |
13.3932 |
13.3932 |
11.0872 |
14.8080 |
PP |
10.5115 |
10.5115 |
10.5115 |
11.2189 |
S1 |
7.6819 |
7.6819 |
10.0402 |
9.0967 |
S2 |
4.8002 |
4.8002 |
9.5166 |
|
S3 |
-0.9111 |
1.9706 |
8.9931 |
|
S4 |
-6.6224 |
-3.7407 |
7.4225 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.3410 |
7.6297 |
5.7113 |
54.1% |
1.9290 |
18.3% |
51% |
False |
False |
2,787,812 |
10 |
13.3410 |
6.7061 |
6.6349 |
62.8% |
1.2192 |
11.5% |
58% |
False |
False |
1,849,324 |
20 |
13.3410 |
6.7061 |
6.6349 |
62.8% |
0.8087 |
7.7% |
58% |
False |
False |
1,389,145 |
40 |
13.3410 |
6.7061 |
6.6349 |
62.8% |
0.6935 |
6.6% |
58% |
False |
False |
1,040,923 |
60 |
13.3410 |
6.7061 |
6.6349 |
62.8% |
0.6511 |
6.2% |
58% |
False |
False |
958,010 |
80 |
15.4545 |
6.7061 |
8.7484 |
82.8% |
0.7936 |
7.5% |
44% |
False |
False |
986,782 |
100 |
20.8595 |
6.7061 |
14.1534 |
134.0% |
0.9918 |
9.4% |
27% |
False |
False |
943,579 |
120 |
20.8595 |
6.7061 |
14.1534 |
134.0% |
1.0298 |
9.7% |
27% |
False |
False |
953,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.6556 |
2.618 |
11.9101 |
1.618 |
11.4533 |
1.000 |
11.1710 |
0.618 |
10.9965 |
HIGH |
10.7142 |
0.618 |
10.5397 |
0.500 |
10.4858 |
0.382 |
10.4319 |
LOW |
10.2574 |
0.618 |
9.9751 |
1.000 |
9.8006 |
1.618 |
9.5183 |
2.618 |
9.0615 |
4.250 |
8.3160 |
|
|
Fisher Pivots for day following 01-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
10.5377 |
10.8189 |
PP |
10.5118 |
10.7338 |
S1 |
10.4858 |
10.6488 |
|