Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
5,529.0 |
5,654.0 |
125.0 |
2.3% |
5,815.0 |
High |
5,646.0 |
5,783.5 |
137.5 |
2.4% |
5,842.5 |
Low |
5,524.5 |
5,654.0 |
129.5 |
2.3% |
5,463.0 |
Close |
5,632.0 |
5,755.5 |
123.5 |
2.2% |
5,563.5 |
Range |
121.5 |
129.5 |
8.0 |
6.6% |
379.5 |
ATR |
111.5 |
114.3 |
2.9 |
2.6% |
0.0 |
Volume |
108,853 |
98,019 |
-10,834 |
-10.0% |
626,712 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,119.5 |
6,067.0 |
5,826.5 |
|
R3 |
5,990.0 |
5,937.5 |
5,791.0 |
|
R2 |
5,860.5 |
5,860.5 |
5,779.0 |
|
R1 |
5,808.0 |
5,808.0 |
5,767.5 |
5,834.0 |
PP |
5,731.0 |
5,731.0 |
5,731.0 |
5,744.0 |
S1 |
5,678.5 |
5,678.5 |
5,743.5 |
5,705.0 |
S2 |
5,601.5 |
5,601.5 |
5,732.0 |
|
S3 |
5,472.0 |
5,549.0 |
5,720.0 |
|
S4 |
5,342.5 |
5,419.5 |
5,684.5 |
|
|
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 |
5,783.5 |
5,463.0 |
320.5 |
5.6% |
133.0 |
2.3% |
91% |
True |
False |
125,367 |
10 |
5,890.5 |
5,463.0 |
427.5 |
7.4% |
126.0 |
2.2% |
68% |
False |
False |
109,712 |
20 |
6,012.5 |
5,463.0 |
549.5 |
9.5% |
105.0 |
1.8% |
53% |
False |
False |
96,614 |
40 |
6,097.5 |
5,463.0 |
634.5 |
11.0% |
103.0 |
1.8% |
46% |
False |
False |
109,004 |
60 |
6,228.0 |
5,463.0 |
765.0 |
13.3% |
93.0 |
1.6% |
38% |
False |
False |
72,888 |
80 |
6,240.5 |
5,463.0 |
777.5 |
13.5% |
73.5 |
1.3% |
38% |
False |
False |
54,668 |
100 |
6,262.5 |
5,463.0 |
799.5 |
13.9% |
62.0 |
1.1% |
37% |
False |
False |
43,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,334.0 |
2.618 |
6,122.5 |
1.618 |
5,993.0 |
1.000 |
5,913.0 |
0.618 |
5,863.5 |
HIGH |
5,783.5 |
0.618 |
5,734.0 |
0.500 |
5,719.0 |
0.382 |
5,703.5 |
LOW |
5,654.0 |
0.618 |
5,574.0 |
1.000 |
5,524.5 |
1.618 |
5,444.5 |
2.618 |
5,315.0 |
4.250 |
5,103.5 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
5,743.0 |
5,711.5 |
PP |
5,731.0 |
5,667.5 |
S1 |
5,719.0 |
5,623.0 |
|