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 |
5,836.5 |
5,860.0 |
23.5 |
0.4% |
5,529.0 |
High |
5,911.5 |
5,929.5 |
18.0 |
0.3% |
5,929.5 |
Low |
5,828.0 |
5,834.0 |
6.0 |
0.1% |
5,524.5 |
Close |
5,882.5 |
5,884.5 |
2.0 |
0.0% |
5,884.5 |
Range |
83.5 |
95.5 |
12.0 |
14.4% |
405.0 |
ATR |
120.9 |
119.1 |
-1.8 |
-1.5% |
0.0 |
Volume |
107,951 |
93,827 |
-14,124 |
-13.1% |
536,273 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,169.0 |
6,122.5 |
5,937.0 |
|
R3 |
6,073.5 |
6,027.0 |
5,911.0 |
|
R2 |
5,978.0 |
5,978.0 |
5,902.0 |
|
R1 |
5,931.5 |
5,931.5 |
5,893.5 |
5,955.0 |
PP |
5,882.5 |
5,882.5 |
5,882.5 |
5,894.5 |
S1 |
5,836.0 |
5,836.0 |
5,875.5 |
5,859.0 |
S2 |
5,787.0 |
5,787.0 |
5,867.0 |
|
S3 |
5,691.5 |
5,740.5 |
5,858.0 |
|
S4 |
5,596.0 |
5,645.0 |
5,832.0 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,994.5 |
6,844.5 |
6,107.0 |
|
R3 |
6,589.5 |
6,439.5 |
5,996.0 |
|
R2 |
6,184.5 |
6,184.5 |
5,959.0 |
|
R1 |
6,034.5 |
6,034.5 |
5,921.5 |
6,109.5 |
PP |
5,779.5 |
5,779.5 |
5,779.5 |
5,817.0 |
S1 |
5,629.5 |
5,629.5 |
5,847.5 |
5,704.5 |
S2 |
5,374.5 |
5,374.5 |
5,810.0 |
|
S3 |
4,969.5 |
5,224.5 |
5,773.0 |
|
S4 |
4,564.5 |
4,819.5 |
5,662.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,929.5 |
5,524.5 |
405.0 |
6.9% |
135.5 |
2.3% |
89% |
True |
False |
107,254 |
10 |
5,929.5 |
5,463.0 |
466.5 |
7.9% |
132.5 |
2.3% |
90% |
True |
False |
116,298 |
20 |
6,010.0 |
5,463.0 |
547.0 |
9.3% |
116.5 |
2.0% |
77% |
False |
False |
102,513 |
40 |
6,097.5 |
5,463.0 |
634.5 |
10.8% |
106.0 |
1.8% |
66% |
False |
False |
114,150 |
60 |
6,114.0 |
5,463.0 |
651.0 |
11.1% |
96.0 |
1.6% |
65% |
False |
False |
78,377 |
80 |
6,228.5 |
5,463.0 |
765.5 |
13.0% |
78.5 |
1.3% |
55% |
False |
False |
58,785 |
100 |
6,262.5 |
5,463.0 |
799.5 |
13.6% |
65.0 |
1.1% |
53% |
False |
False |
47,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,335.5 |
2.618 |
6,179.5 |
1.618 |
6,084.0 |
1.000 |
6,025.0 |
0.618 |
5,988.5 |
HIGH |
5,929.5 |
0.618 |
5,893.0 |
0.500 |
5,882.0 |
0.382 |
5,870.5 |
LOW |
5,834.0 |
0.618 |
5,775.0 |
1.000 |
5,738.5 |
1.618 |
5,679.5 |
2.618 |
5,584.0 |
4.250 |
5,428.0 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
5,883.5 |
5,850.0 |
PP |
5,882.5 |
5,815.5 |
S1 |
5,882.0 |
5,781.0 |
|