Trading Metrics calculated at close of trading on 05-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2019 |
05-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,514.29 |
1,509.36 |
-4.93 |
-0.3% |
1,504.49 |
High |
1,514.29 |
1,509.47 |
-4.82 |
-0.3% |
1,514.24 |
Low |
1,505.01 |
1,480.59 |
-24.42 |
-1.6% |
1,482.52 |
Close |
1,509.43 |
1,483.40 |
-26.03 |
-1.7% |
1,513.80 |
Range |
9.28 |
28.88 |
19.60 |
211.2% |
31.72 |
ATR |
15.04 |
16.02 |
0.99 |
6.6% |
0.00 |
Volume |
6,957 |
6,948 |
-9 |
-0.1% |
34,398 |
|
Daily Pivots for day following 05-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.79 |
1,559.48 |
1,499.28 |
|
R3 |
1,548.91 |
1,530.60 |
1,491.34 |
|
R2 |
1,520.03 |
1,520.03 |
1,488.69 |
|
R1 |
1,501.72 |
1,501.72 |
1,486.05 |
1,496.44 |
PP |
1,491.15 |
1,491.15 |
1,491.15 |
1,488.51 |
S1 |
1,472.84 |
1,472.84 |
1,480.75 |
1,467.56 |
S2 |
1,462.27 |
1,462.27 |
1,478.11 |
|
S3 |
1,433.39 |
1,443.96 |
1,475.46 |
|
S4 |
1,404.51 |
1,415.08 |
1,467.52 |
|
|
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 |
1,480.59 |
33.70 |
2.3% |
16.16 |
1.1% |
8% |
False |
True |
6,917 |
10 |
1,516.65 |
1,480.59 |
36.06 |
2.4% |
14.64 |
1.0% |
8% |
False |
True |
6,727 |
20 |
1,516.65 |
1,474.78 |
41.87 |
2.8% |
14.48 |
1.0% |
21% |
False |
False |
6,465 |
40 |
1,534.62 |
1,456.64 |
77.98 |
5.3% |
17.50 |
1.2% |
34% |
False |
False |
6,565 |
60 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
18.60 |
1.3% |
27% |
False |
False |
6,675 |
80 |
1,556.11 |
1,400.34 |
155.77 |
10.5% |
19.26 |
1.3% |
53% |
False |
False |
6,711 |
100 |
1,556.11 |
1,333.40 |
222.71 |
15.0% |
20.05 |
1.4% |
67% |
False |
False |
6,948 |
120 |
1,556.11 |
1,269.50 |
286.61 |
19.3% |
19.04 |
1.3% |
75% |
False |
False |
7,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,632.21 |
2.618 |
1,585.08 |
1.618 |
1,556.20 |
1.000 |
1,538.35 |
0.618 |
1,527.32 |
HIGH |
1,509.47 |
0.618 |
1,498.44 |
0.500 |
1,495.03 |
0.382 |
1,491.62 |
LOW |
1,480.59 |
0.618 |
1,462.74 |
1.000 |
1,451.71 |
1.618 |
1,433.86 |
2.618 |
1,404.98 |
4.250 |
1,357.85 |
|
|
Fisher Pivots for day following 05-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,495.03 |
1,497.44 |
PP |
1,491.15 |
1,492.76 |
S1 |
1,487.28 |
1,488.08 |
|