Trading Metrics calculated at close of trading on 04-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2019 |
04-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
10.5202 |
10.5637 |
0.0435 |
0.4% |
7.7074 |
High |
10.7142 |
11.6572 |
0.9430 |
8.8% |
13.3410 |
Low |
10.2574 |
10.5286 |
0.2712 |
2.6% |
7.6297 |
Close |
10.5637 |
11.4842 |
0.9205 |
8.7% |
10.5637 |
Range |
0.4568 |
1.1286 |
0.6718 |
147.1% |
5.7113 |
ATR |
0.8932 |
0.9100 |
0.0168 |
1.9% |
0.0000 |
Volume |
1,700,855 |
1,625,491 |
-75,364 |
-4.4% |
13,939,060 |
|
Daily Pivots for day following 04-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.6091 |
14.1753 |
12.1049 |
|
R3 |
13.4805 |
13.0467 |
11.7946 |
|
R2 |
12.3519 |
12.3519 |
11.6911 |
|
R1 |
11.9181 |
11.9181 |
11.5877 |
12.1350 |
PP |
11.2233 |
11.2233 |
11.2233 |
11.3318 |
S1 |
10.7895 |
10.7895 |
11.3807 |
11.0064 |
S2 |
10.0947 |
10.0947 |
11.2773 |
|
S3 |
8.9661 |
9.6609 |
11.1738 |
|
S4 |
7.8375 |
8.5323 |
10.8635 |
|
|
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 |
11.6572 |
10.1385 |
1.5187 |
13.2% |
1.0125 |
8.8% |
89% |
True |
False |
2,034,940 |
10 |
13.3410 |
6.7061 |
6.6349 |
57.8% |
1.2896 |
11.2% |
72% |
False |
False |
1,930,888 |
20 |
13.3410 |
6.7061 |
6.6349 |
57.8% |
0.8303 |
7.2% |
72% |
False |
False |
1,419,664 |
40 |
13.3410 |
6.7061 |
6.6349 |
57.8% |
0.7060 |
6.1% |
72% |
False |
False |
1,067,478 |
60 |
13.3410 |
6.7061 |
6.6349 |
57.8% |
0.6560 |
5.7% |
72% |
False |
False |
968,267 |
80 |
13.8451 |
6.7061 |
7.1390 |
62.2% |
0.7549 |
6.6% |
67% |
False |
False |
992,633 |
100 |
20.8595 |
6.7061 |
14.1534 |
123.2% |
0.9832 |
8.6% |
34% |
False |
False |
952,778 |
120 |
20.8595 |
6.7061 |
14.1534 |
123.2% |
1.0232 |
8.9% |
34% |
False |
False |
957,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16.4538 |
2.618 |
14.6119 |
1.618 |
13.4833 |
1.000 |
12.7858 |
0.618 |
12.3547 |
HIGH |
11.6572 |
0.618 |
11.2261 |
0.500 |
11.0929 |
0.382 |
10.9597 |
LOW |
10.5286 |
0.618 |
9.8311 |
1.000 |
9.4000 |
1.618 |
8.7025 |
2.618 |
7.5739 |
4.250 |
5.7321 |
|
|
Fisher Pivots for day following 04-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
11.3538 |
11.2975 |
PP |
11.2233 |
11.1109 |
S1 |
11.0929 |
10.9242 |
|