Trading Metrics calculated at close of trading on 01-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2019 |
01-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,495.52 |
1,512.49 |
16.97 |
1.1% |
1,504.49 |
High |
1,513.54 |
1,514.24 |
0.70 |
0.0% |
1,514.24 |
Low |
1,493.97 |
1,504.41 |
10.44 |
0.7% |
1,482.52 |
Close |
1,512.40 |
1,513.80 |
1.40 |
0.1% |
1,513.80 |
Range |
19.57 |
9.83 |
-9.74 |
-49.8% |
31.72 |
ATR |
15.91 |
15.48 |
-0.43 |
-2.7% |
0.00 |
Volume |
6,944 |
6,848 |
-96 |
-1.4% |
34,398 |
|
Daily Pivots for day following 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.31 |
1,536.88 |
1,519.21 |
|
R3 |
1,530.48 |
1,527.05 |
1,516.50 |
|
R2 |
1,520.65 |
1,520.65 |
1,515.60 |
|
R1 |
1,517.22 |
1,517.22 |
1,514.70 |
1,518.94 |
PP |
1,510.82 |
1,510.82 |
1,510.82 |
1,511.67 |
S1 |
1,507.39 |
1,507.39 |
1,512.90 |
1,509.11 |
S2 |
1,500.99 |
1,500.99 |
1,512.00 |
|
S3 |
1,491.16 |
1,497.56 |
1,511.10 |
|
S4 |
1,481.33 |
1,487.73 |
1,508.39 |
|
|
Weekly Pivots for week ending 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.68 |
1,587.96 |
1,531.25 |
|
R3 |
1,566.96 |
1,556.24 |
1,522.52 |
|
R2 |
1,535.24 |
1,535.24 |
1,519.62 |
|
R1 |
1,524.52 |
1,524.52 |
1,516.71 |
1,529.88 |
PP |
1,503.52 |
1,503.52 |
1,503.52 |
1,506.20 |
S1 |
1,492.80 |
1,492.80 |
1,510.89 |
1,498.16 |
S2 |
1,471.80 |
1,471.80 |
1,507.98 |
|
S3 |
1,440.08 |
1,461.08 |
1,505.08 |
|
S4 |
1,408.36 |
1,429.36 |
1,496.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,514.24 |
1,482.52 |
31.72 |
2.1% |
13.98 |
0.9% |
99% |
True |
False |
6,879 |
10 |
1,516.65 |
1,481.55 |
35.10 |
2.3% |
12.76 |
0.8% |
92% |
False |
False |
6,572 |
20 |
1,516.65 |
1,474.78 |
41.87 |
2.8% |
14.46 |
1.0% |
93% |
False |
False |
6,449 |
40 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
17.30 |
1.1% |
73% |
False |
False |
6,559 |
60 |
1,556.11 |
1,456.64 |
99.47 |
6.6% |
19.04 |
1.3% |
57% |
False |
False |
6,665 |
80 |
1,556.11 |
1,400.34 |
155.77 |
10.3% |
19.11 |
1.3% |
73% |
False |
False |
6,714 |
100 |
1,556.11 |
1,333.07 |
223.04 |
14.7% |
19.98 |
1.3% |
81% |
False |
False |
7,004 |
120 |
1,556.11 |
1,269.50 |
286.61 |
18.9% |
18.99 |
1.3% |
85% |
False |
False |
7,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,556.02 |
2.618 |
1,539.97 |
1.618 |
1,530.14 |
1.000 |
1,524.07 |
0.618 |
1,520.31 |
HIGH |
1,514.24 |
0.618 |
1,510.48 |
0.500 |
1,509.33 |
0.382 |
1,508.17 |
LOW |
1,504.41 |
0.618 |
1,498.34 |
1.000 |
1,494.58 |
1.618 |
1,488.51 |
2.618 |
1,478.68 |
4.250 |
1,462.63 |
|
|
Fisher Pivots for day following 01-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,512.31 |
1,508.66 |
PP |
1,510.82 |
1,503.52 |
S1 |
1,509.33 |
1,498.38 |
|