Trading Metrics calculated at close of trading on 04-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2019 |
04-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,512.49 |
1,514.29 |
1.80 |
0.1% |
1,504.49 |
High |
1,514.24 |
1,514.29 |
0.05 |
0.0% |
1,514.24 |
Low |
1,504.41 |
1,505.01 |
0.60 |
0.0% |
1,482.52 |
Close |
1,513.80 |
1,509.43 |
-4.37 |
-0.3% |
1,513.80 |
Range |
9.83 |
9.28 |
-0.55 |
-5.6% |
31.72 |
ATR |
15.48 |
15.04 |
-0.44 |
-2.9% |
0.00 |
Volume |
6,848 |
6,957 |
109 |
1.6% |
34,398 |
|
Daily Pivots for day following 04-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.42 |
1,532.70 |
1,514.53 |
|
R3 |
1,528.14 |
1,523.42 |
1,511.98 |
|
R2 |
1,518.86 |
1,518.86 |
1,511.13 |
|
R1 |
1,514.14 |
1,514.14 |
1,510.28 |
1,511.86 |
PP |
1,509.58 |
1,509.58 |
1,509.58 |
1,508.44 |
S1 |
1,504.86 |
1,504.86 |
1,508.58 |
1,502.58 |
S2 |
1,500.30 |
1,500.30 |
1,507.73 |
|
S3 |
1,491.02 |
1,495.58 |
1,506.88 |
|
S4 |
1,481.74 |
1,486.30 |
1,504.33 |
|
|
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 |
1,514.29 |
1,482.52 |
31.77 |
2.1% |
12.35 |
0.8% |
85% |
True |
False |
6,920 |
10 |
1,516.65 |
1,481.55 |
35.10 |
2.3% |
12.45 |
0.8% |
79% |
False |
False |
6,710 |
20 |
1,516.65 |
1,474.78 |
41.87 |
2.8% |
14.00 |
0.9% |
83% |
False |
False |
6,445 |
40 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
17.15 |
1.1% |
68% |
False |
False |
6,559 |
60 |
1,556.11 |
1,456.64 |
99.47 |
6.6% |
18.77 |
1.2% |
53% |
False |
False |
6,669 |
80 |
1,556.11 |
1,400.34 |
155.77 |
10.3% |
19.11 |
1.3% |
70% |
False |
False |
6,715 |
100 |
1,556.11 |
1,333.40 |
222.71 |
14.8% |
19.96 |
1.3% |
79% |
False |
False |
6,978 |
120 |
1,556.11 |
1,269.50 |
286.61 |
19.0% |
19.03 |
1.3% |
84% |
False |
False |
7,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.73 |
2.618 |
1,538.59 |
1.618 |
1,529.31 |
1.000 |
1,523.57 |
0.618 |
1,520.03 |
HIGH |
1,514.29 |
0.618 |
1,510.75 |
0.500 |
1,509.65 |
0.382 |
1,508.55 |
LOW |
1,505.01 |
0.618 |
1,499.27 |
1.000 |
1,495.73 |
1.618 |
1,489.99 |
2.618 |
1,480.71 |
4.250 |
1,465.57 |
|
|
Fisher Pivots for day following 04-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,509.65 |
1,507.66 |
PP |
1,509.58 |
1,505.90 |
S1 |
1,509.50 |
1,504.13 |
|