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 |
1,903.4 |
1,950.0 |
46.6 |
2.4% |
1,877.0 |
High |
1,954.3 |
1,961.8 |
7.5 |
0.4% |
1,961.8 |
Low |
1,902.2 |
1,937.2 |
35.0 |
1.8% |
1,873.3 |
Close |
1,946.8 |
1,951.7 |
4.9 |
0.3% |
1,951.7 |
Range |
52.1 |
24.6 |
-27.5 |
-52.8% |
88.5 |
ATR |
30.8 |
30.3 |
-0.4 |
-1.4% |
0.0 |
Volume |
297,512 |
246,779 |
-50,733 |
-17.1% |
1,174,548 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.0 |
2,012.5 |
1,965.2 |
|
R3 |
1,999.4 |
1,987.9 |
1,958.5 |
|
R2 |
1,974.8 |
1,974.8 |
1,956.2 |
|
R1 |
1,963.3 |
1,963.3 |
1,954.0 |
1,969.1 |
PP |
1,950.2 |
1,950.2 |
1,950.2 |
1,953.1 |
S1 |
1,938.7 |
1,938.7 |
1,949.4 |
1,944.5 |
S2 |
1,925.6 |
1,925.6 |
1,947.2 |
|
S3 |
1,901.0 |
1,914.1 |
1,944.9 |
|
S4 |
1,876.4 |
1,889.5 |
1,938.2 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,194.4 |
2,161.6 |
2,000.4 |
|
R3 |
2,105.9 |
2,073.1 |
1,976.0 |
|
R2 |
2,017.4 |
2,017.4 |
1,967.9 |
|
R1 |
1,984.6 |
1,984.6 |
1,959.8 |
2,001.0 |
PP |
1,928.9 |
1,928.9 |
1,928.9 |
1,937.2 |
S1 |
1,896.1 |
1,896.1 |
1,943.6 |
1,912.5 |
S2 |
1,840.4 |
1,840.4 |
1,935.5 |
|
S3 |
1,751.9 |
1,807.6 |
1,927.4 |
|
S4 |
1,663.4 |
1,719.1 |
1,903.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,961.8 |
1,873.3 |
88.5 |
4.5% |
32.2 |
1.7% |
89% |
True |
False |
234,909 |
10 |
1,961.8 |
1,859.2 |
102.6 |
5.3% |
29.2 |
1.5% |
90% |
True |
False |
222,957 |
20 |
1,961.8 |
1,859.2 |
102.6 |
5.3% |
27.3 |
1.4% |
90% |
True |
False |
205,834 |
40 |
1,983.8 |
1,851.0 |
132.8 |
6.8% |
29.8 |
1.5% |
76% |
False |
False |
228,751 |
60 |
2,024.6 |
1,851.0 |
173.6 |
8.9% |
33.6 |
1.7% |
58% |
False |
False |
258,975 |
80 |
2,089.2 |
1,821.0 |
268.2 |
13.7% |
36.6 |
1.9% |
49% |
False |
False |
249,986 |
100 |
2,089.2 |
1,739.6 |
349.6 |
17.9% |
34.2 |
1.8% |
61% |
False |
False |
203,661 |
120 |
2,089.2 |
1,690.1 |
399.1 |
20.4% |
33.2 |
1.7% |
66% |
False |
False |
170,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,066.4 |
2.618 |
2,026.2 |
1.618 |
2,001.6 |
1.000 |
1,986.4 |
0.618 |
1,977.0 |
HIGH |
1,961.8 |
0.618 |
1,952.4 |
0.500 |
1,949.5 |
0.382 |
1,946.6 |
LOW |
1,937.2 |
0.618 |
1,922.0 |
1.000 |
1,912.6 |
1.618 |
1,897.4 |
2.618 |
1,872.8 |
4.250 |
1,832.7 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,951.0 |
1,941.7 |
PP |
1,950.2 |
1,931.8 |
S1 |
1,949.5 |
1,921.8 |
|