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 |
3,125.0 |
3,139.0 |
14.0 |
0.4% |
3,177.0 |
High |
3,170.0 |
3,219.0 |
49.0 |
1.5% |
3,184.0 |
Low |
3,009.0 |
3,137.0 |
128.0 |
4.3% |
2,887.0 |
Close |
3,154.0 |
3,211.0 |
57.0 |
1.8% |
2,959.0 |
Range |
161.0 |
82.0 |
-79.0 |
-49.1% |
297.0 |
ATR |
81.2 |
81.3 |
0.1 |
0.1% |
0.0 |
Volume |
1,540,986 |
1,225,753 |
-315,233 |
-20.5% |
7,084,445 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,435.0 |
3,405.0 |
3,256.1 |
|
R3 |
3,353.0 |
3,323.0 |
3,233.6 |
|
R2 |
3,271.0 |
3,271.0 |
3,226.0 |
|
R1 |
3,241.0 |
3,241.0 |
3,218.5 |
3,256.0 |
PP |
3,189.0 |
3,189.0 |
3,189.0 |
3,196.5 |
S1 |
3,159.0 |
3,159.0 |
3,203.5 |
3,174.0 |
S2 |
3,107.0 |
3,107.0 |
3,196.0 |
|
S3 |
3,025.0 |
3,077.0 |
3,188.5 |
|
S4 |
2,943.0 |
2,995.0 |
3,165.9 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,901.0 |
3,727.0 |
3,122.4 |
|
R3 |
3,604.0 |
3,430.0 |
3,040.7 |
|
R2 |
3,307.0 |
3,307.0 |
3,013.5 |
|
R1 |
3,133.0 |
3,133.0 |
2,986.2 |
3,071.5 |
PP |
3,010.0 |
3,010.0 |
3,010.0 |
2,979.3 |
S1 |
2,836.0 |
2,836.0 |
2,931.8 |
2,774.5 |
S2 |
2,713.0 |
2,713.0 |
2,904.6 |
|
S3 |
2,416.0 |
2,539.0 |
2,877.3 |
|
S4 |
2,119.0 |
2,242.0 |
2,795.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,219.0 |
2,887.0 |
332.0 |
10.3% |
103.6 |
3.2% |
98% |
True |
False |
1,266,683 |
10 |
3,219.0 |
2,887.0 |
332.0 |
10.3% |
95.0 |
3.0% |
98% |
True |
False |
1,284,877 |
20 |
3,301.0 |
2,887.0 |
414.0 |
12.9% |
74.9 |
2.3% |
78% |
False |
False |
1,052,556 |
40 |
3,337.0 |
2,887.0 |
450.0 |
14.0% |
65.5 |
2.0% |
72% |
False |
False |
1,001,274 |
60 |
3,385.0 |
2,887.0 |
498.0 |
15.5% |
65.0 |
2.0% |
65% |
False |
False |
676,585 |
80 |
3,430.0 |
2,887.0 |
543.0 |
16.9% |
61.5 |
1.9% |
60% |
False |
False |
507,961 |
100 |
3,430.0 |
2,887.0 |
543.0 |
16.9% |
60.5 |
1.9% |
60% |
False |
False |
407,025 |
120 |
3,430.0 |
2,826.0 |
604.0 |
18.8% |
57.4 |
1.8% |
64% |
False |
False |
341,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,567.5 |
2.618 |
3,433.7 |
1.618 |
3,351.7 |
1.000 |
3,301.0 |
0.618 |
3,269.7 |
HIGH |
3,219.0 |
0.618 |
3,187.7 |
0.500 |
3,178.0 |
0.382 |
3,168.3 |
LOW |
3,137.0 |
0.618 |
3,086.3 |
1.000 |
3,055.0 |
1.618 |
3,004.3 |
2.618 |
2,922.3 |
4.250 |
2,788.5 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,200.0 |
3,178.7 |
PP |
3,189.0 |
3,146.3 |
S1 |
3,178.0 |
3,114.0 |
|