Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
3,139.0 |
3,197.0 |
58.0 |
1.8% |
2,949.0 |
High |
3,219.0 |
3,221.0 |
2.0 |
0.1% |
3,221.0 |
Low |
3,137.0 |
3,163.0 |
26.0 |
0.8% |
2,938.0 |
Close |
3,211.0 |
3,198.0 |
-13.0 |
-0.4% |
3,198.0 |
Range |
82.0 |
58.0 |
-24.0 |
-29.3% |
283.0 |
ATR |
81.3 |
79.6 |
-1.7 |
-2.0% |
0.0 |
Volume |
1,225,753 |
1,177,681 |
-48,072 |
-3.9% |
6,137,599 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,368.0 |
3,341.0 |
3,229.9 |
|
R3 |
3,310.0 |
3,283.0 |
3,214.0 |
|
R2 |
3,252.0 |
3,252.0 |
3,208.6 |
|
R1 |
3,225.0 |
3,225.0 |
3,203.3 |
3,238.5 |
PP |
3,194.0 |
3,194.0 |
3,194.0 |
3,200.8 |
S1 |
3,167.0 |
3,167.0 |
3,192.7 |
3,180.5 |
S2 |
3,136.0 |
3,136.0 |
3,187.4 |
|
S3 |
3,078.0 |
3,109.0 |
3,182.1 |
|
S4 |
3,020.0 |
3,051.0 |
3,166.1 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,968.0 |
3,866.0 |
3,353.7 |
|
R3 |
3,685.0 |
3,583.0 |
3,275.8 |
|
R2 |
3,402.0 |
3,402.0 |
3,249.9 |
|
R1 |
3,300.0 |
3,300.0 |
3,223.9 |
3,351.0 |
PP |
3,119.0 |
3,119.0 |
3,119.0 |
3,144.5 |
S1 |
3,017.0 |
3,017.0 |
3,172.1 |
3,068.0 |
S2 |
2,836.0 |
2,836.0 |
3,146.1 |
|
S3 |
2,553.0 |
2,734.0 |
3,120.2 |
|
S4 |
2,270.0 |
2,451.0 |
3,042.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,221.0 |
2,938.0 |
283.0 |
8.8% |
97.4 |
3.0% |
92% |
True |
False |
1,227,519 |
10 |
3,221.0 |
2,887.0 |
334.0 |
10.4% |
95.0 |
3.0% |
93% |
True |
False |
1,322,204 |
20 |
3,301.0 |
2,887.0 |
414.0 |
12.9% |
76.3 |
2.4% |
75% |
False |
False |
1,078,199 |
40 |
3,337.0 |
2,887.0 |
450.0 |
14.1% |
66.0 |
2.1% |
69% |
False |
False |
1,020,939 |
60 |
3,385.0 |
2,887.0 |
498.0 |
15.6% |
65.3 |
2.0% |
62% |
False |
False |
696,109 |
80 |
3,430.0 |
2,887.0 |
543.0 |
17.0% |
61.8 |
1.9% |
57% |
False |
False |
522,678 |
100 |
3,430.0 |
2,887.0 |
543.0 |
17.0% |
60.7 |
1.9% |
57% |
False |
False |
418,741 |
120 |
3,430.0 |
2,826.0 |
604.0 |
18.9% |
57.9 |
1.8% |
62% |
False |
False |
350,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,467.5 |
2.618 |
3,372.8 |
1.618 |
3,314.8 |
1.000 |
3,279.0 |
0.618 |
3,256.8 |
HIGH |
3,221.0 |
0.618 |
3,198.8 |
0.500 |
3,192.0 |
0.382 |
3,185.2 |
LOW |
3,163.0 |
0.618 |
3,127.2 |
1.000 |
3,105.0 |
1.618 |
3,069.2 |
2.618 |
3,011.2 |
4.250 |
2,916.5 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
3,196.0 |
3,170.3 |
PP |
3,194.0 |
3,142.7 |
S1 |
3,192.0 |
3,115.0 |
|