Trading Metrics calculated at close of trading on 06-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2019 |
06-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
11.4842 |
11.1781 |
-0.3061 |
-2.7% |
7.7074 |
High |
11.5523 |
11.3126 |
-0.2397 |
-2.1% |
13.3410 |
Low |
11.0481 |
10.9769 |
-0.0712 |
-0.6% |
7.6297 |
Close |
11.1781 |
11.0034 |
-0.1747 |
-1.6% |
10.5637 |
Range |
0.5042 |
0.3357 |
-0.1685 |
-33.4% |
5.7113 |
ATR |
0.8811 |
0.8421 |
-0.0390 |
-4.4% |
0.0000 |
Volume |
1,491,695 |
1,204,320 |
-287,375 |
-19.3% |
13,939,060 |
|
Daily Pivots for day following 06-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.1047 |
11.8898 |
11.1880 |
|
R3 |
11.7690 |
11.5541 |
11.0957 |
|
R2 |
11.4333 |
11.4333 |
11.0649 |
|
R1 |
11.2184 |
11.2184 |
11.0342 |
11.1580 |
PP |
11.0976 |
11.0976 |
11.0976 |
11.0675 |
S1 |
10.8827 |
10.8827 |
10.9726 |
10.8223 |
S2 |
10.7619 |
10.7619 |
10.9419 |
|
S3 |
10.4262 |
10.5470 |
10.9111 |
|
S4 |
10.0905 |
10.2113 |
10.8188 |
|
|
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 |
10.1912 |
1.4660 |
13.3% |
0.7150 |
6.5% |
55% |
False |
False |
1,650,133 |
10 |
13.3410 |
6.7660 |
6.5750 |
59.8% |
1.2880 |
11.7% |
64% |
False |
False |
2,029,899 |
20 |
13.3410 |
6.7061 |
6.6349 |
60.3% |
0.8389 |
7.6% |
65% |
False |
False |
1,455,528 |
40 |
13.3410 |
6.7061 |
6.6349 |
60.3% |
0.7056 |
6.4% |
65% |
False |
False |
1,106,671 |
60 |
13.3410 |
6.7061 |
6.6349 |
60.3% |
0.6414 |
5.8% |
65% |
False |
False |
980,141 |
80 |
13.8451 |
6.7061 |
7.1390 |
64.9% |
0.7202 |
6.5% |
60% |
False |
False |
990,418 |
100 |
20.8595 |
6.7061 |
14.1534 |
128.6% |
0.9775 |
8.9% |
30% |
False |
False |
963,901 |
120 |
20.8595 |
6.7061 |
14.1534 |
128.6% |
1.0139 |
9.2% |
30% |
False |
False |
962,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.7393 |
2.618 |
12.1915 |
1.618 |
11.8558 |
1.000 |
11.6483 |
0.618 |
11.5201 |
HIGH |
11.3126 |
0.618 |
11.1844 |
0.500 |
11.1448 |
0.382 |
11.1051 |
LOW |
10.9769 |
0.618 |
10.7694 |
1.000 |
10.6412 |
1.618 |
10.4337 |
2.618 |
10.0980 |
4.250 |
9.5502 |
|
|
Fisher Pivots for day following 06-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
11.1448 |
11.0929 |
PP |
11.0976 |
11.0631 |
S1 |
11.0505 |
11.0332 |
|