Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
14.7212 |
14.1350 |
-0.5862 |
-4.0% |
18.1163 |
High |
14.8147 |
14.6229 |
-0.1918 |
-1.3% |
18.4694 |
Low |
13.4779 |
13.8217 |
0.3438 |
2.6% |
13.9885 |
Close |
14.1350 |
14.3202 |
0.1852 |
1.3% |
14.8331 |
Range |
1.3368 |
0.8012 |
-0.5356 |
-40.1% |
4.4809 |
ATR |
1.3398 |
1.3013 |
-0.0385 |
-2.9% |
0.0000 |
Volume |
353,176 |
245,462 |
-107,714 |
-30.5% |
1,198,991 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.6585 |
16.2906 |
14.7609 |
|
R3 |
15.8573 |
15.4894 |
14.5405 |
|
R2 |
15.0561 |
15.0561 |
14.4671 |
|
R1 |
14.6882 |
14.6882 |
14.3936 |
14.8722 |
PP |
14.2549 |
14.2549 |
14.2549 |
14.3469 |
S1 |
13.8870 |
13.8870 |
14.2468 |
14.0710 |
S2 |
13.4537 |
13.4537 |
14.1733 |
|
S3 |
12.6525 |
13.0858 |
14.0999 |
|
S4 |
11.8513 |
12.2846 |
13.8795 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.2064 |
26.5006 |
17.2976 |
|
R3 |
24.7255 |
22.0197 |
16.0653 |
|
R2 |
20.2446 |
20.2446 |
15.6546 |
|
R1 |
17.5388 |
17.5388 |
15.2438 |
16.6513 |
PP |
15.7637 |
15.7637 |
15.7637 |
15.3199 |
S1 |
13.0579 |
13.0579 |
14.4224 |
12.1704 |
S2 |
11.2828 |
11.2828 |
14.0116 |
|
S3 |
6.8019 |
8.5770 |
13.6009 |
|
S4 |
2.3210 |
4.0961 |
12.3686 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15.7975 |
13.4779 |
2.3196 |
16.2% |
1.2528 |
8.7% |
36% |
False |
False |
303,497 |
10 |
18.8473 |
13.4779 |
5.3694 |
37.5% |
1.1965 |
8.4% |
16% |
False |
False |
267,448 |
20 |
19.1665 |
13.4779 |
5.6886 |
39.7% |
1.0596 |
7.4% |
15% |
False |
False |
278,297 |
40 |
25.8023 |
13.4779 |
12.3244 |
86.1% |
1.6625 |
11.6% |
7% |
False |
False |
438,754 |
60 |
25.8023 |
13.4779 |
12.3244 |
86.1% |
1.8111 |
12.6% |
7% |
False |
False |
554,014 |
80 |
25.8023 |
10.3336 |
15.4687 |
108.0% |
1.5728 |
11.0% |
26% |
False |
False |
552,000 |
100 |
25.8023 |
9.3309 |
16.4714 |
115.0% |
1.3744 |
9.6% |
30% |
False |
False |
528,358 |
120 |
25.8023 |
9.2147 |
16.5876 |
115.8% |
1.2873 |
9.0% |
31% |
False |
False |
541,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.0280 |
2.618 |
16.7204 |
1.618 |
15.9192 |
1.000 |
15.4241 |
0.618 |
15.1180 |
HIGH |
14.6229 |
0.618 |
14.3168 |
0.500 |
14.2223 |
0.382 |
14.1278 |
LOW |
13.8217 |
0.618 |
13.3266 |
1.000 |
13.0205 |
1.618 |
12.5254 |
2.618 |
11.7242 |
4.250 |
10.4166 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
14.2876 |
14.4754 |
PP |
14.2549 |
14.4237 |
S1 |
14.2223 |
14.3719 |
|