Trading Metrics calculated at close of trading on 02-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
5,550.5 |
5,529.0 |
-21.5 |
-0.4% |
5,815.0 |
High |
5,583.5 |
5,646.0 |
62.5 |
1.1% |
5,842.5 |
Low |
5,463.0 |
5,524.5 |
61.5 |
1.1% |
5,463.0 |
Close |
5,563.5 |
5,632.0 |
68.5 |
1.2% |
5,563.5 |
Range |
120.5 |
121.5 |
1.0 |
0.8% |
379.5 |
ATR |
110.7 |
111.5 |
0.8 |
0.7% |
0.0 |
Volume |
131,111 |
108,853 |
-22,258 |
-17.0% |
626,712 |
|
Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,965.5 |
5,920.0 |
5,699.0 |
|
R3 |
5,844.0 |
5,798.5 |
5,665.5 |
|
R2 |
5,722.5 |
5,722.5 |
5,654.5 |
|
R1 |
5,677.0 |
5,677.0 |
5,643.0 |
5,700.0 |
PP |
5,601.0 |
5,601.0 |
5,601.0 |
5,612.0 |
S1 |
5,555.5 |
5,555.5 |
5,621.0 |
5,578.0 |
S2 |
5,479.5 |
5,479.5 |
5,609.5 |
|
S3 |
5,358.0 |
5,434.0 |
5,598.5 |
|
S4 |
5,236.5 |
5,312.5 |
5,565.0 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,761.5 |
6,542.0 |
5,772.0 |
|
R3 |
6,382.0 |
6,162.5 |
5,668.0 |
|
R2 |
6,002.5 |
6,002.5 |
5,633.0 |
|
R1 |
5,783.0 |
5,783.0 |
5,598.5 |
5,703.0 |
PP |
5,623.0 |
5,623.0 |
5,623.0 |
5,583.0 |
S1 |
5,403.5 |
5,403.5 |
5,528.5 |
5,323.5 |
S2 |
5,243.5 |
5,243.5 |
5,494.0 |
|
S3 |
4,864.0 |
5,024.0 |
5,459.0 |
|
S4 |
4,484.5 |
4,644.5 |
5,355.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,790.0 |
5,463.0 |
327.0 |
5.8% |
131.5 |
2.3% |
52% |
False |
False |
126,646 |
10 |
5,891.5 |
5,463.0 |
428.5 |
7.6% |
119.5 |
2.1% |
39% |
False |
False |
106,810 |
20 |
6,012.5 |
5,463.0 |
549.5 |
9.8% |
102.0 |
1.8% |
31% |
False |
False |
95,587 |
40 |
6,097.5 |
5,463.0 |
634.5 |
11.3% |
102.0 |
1.8% |
27% |
False |
False |
106,692 |
60 |
6,228.0 |
5,463.0 |
765.0 |
13.6% |
91.5 |
1.6% |
22% |
False |
False |
71,255 |
80 |
6,240.5 |
5,463.0 |
777.5 |
13.8% |
72.0 |
1.3% |
22% |
False |
False |
53,443 |
100 |
6,262.5 |
5,463.0 |
799.5 |
14.2% |
61.5 |
1.1% |
21% |
False |
False |
42,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,162.5 |
2.618 |
5,964.0 |
1.618 |
5,842.5 |
1.000 |
5,767.5 |
0.618 |
5,721.0 |
HIGH |
5,646.0 |
0.618 |
5,599.5 |
0.500 |
5,585.0 |
0.382 |
5,571.0 |
LOW |
5,524.5 |
0.618 |
5,449.5 |
1.000 |
5,403.0 |
1.618 |
5,328.0 |
2.618 |
5,206.5 |
4.250 |
5,008.0 |
|
|
Fisher Pivots for day following 02-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
5,616.5 |
5,606.0 |
PP |
5,601.0 |
5,580.5 |
S1 |
5,585.0 |
5,554.5 |
|