Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,894.99 |
1,909.14 |
14.15 |
0.7% |
1,902.28 |
High |
1,909.75 |
1,914.96 |
5.21 |
0.3% |
1,910.81 |
Low |
1,888.27 |
1,886.35 |
-1.92 |
-0.1% |
1,859.97 |
Close |
1,909.18 |
1,902.80 |
-6.38 |
-0.3% |
1,878.11 |
Range |
21.48 |
28.61 |
7.13 |
33.2% |
50.84 |
ATR |
23.95 |
24.28 |
0.33 |
1.4% |
0.00 |
Volume |
6,854 |
6,357 |
-497 |
-7.3% |
35,134 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.20 |
1,973.61 |
1,918.54 |
|
R3 |
1,958.59 |
1,945.00 |
1,910.67 |
|
R2 |
1,929.98 |
1,929.98 |
1,908.05 |
|
R1 |
1,916.39 |
1,916.39 |
1,905.42 |
1,908.88 |
PP |
1,901.37 |
1,901.37 |
1,901.37 |
1,897.62 |
S1 |
1,887.78 |
1,887.78 |
1,900.18 |
1,880.27 |
S2 |
1,872.76 |
1,872.76 |
1,897.55 |
|
S3 |
1,844.15 |
1,859.17 |
1,894.93 |
|
S4 |
1,815.54 |
1,830.56 |
1,887.06 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.48 |
2,007.64 |
1,906.07 |
|
R3 |
1,984.64 |
1,956.80 |
1,892.09 |
|
R2 |
1,933.80 |
1,933.80 |
1,887.43 |
|
R1 |
1,905.96 |
1,905.96 |
1,882.77 |
1,894.46 |
PP |
1,882.96 |
1,882.96 |
1,882.96 |
1,877.22 |
S1 |
1,855.12 |
1,855.12 |
1,873.45 |
1,843.62 |
S2 |
1,832.12 |
1,832.12 |
1,868.79 |
|
S3 |
1,781.28 |
1,804.28 |
1,864.13 |
|
S4 |
1,730.44 |
1,753.44 |
1,850.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,914.96 |
1,859.97 |
54.99 |
2.9% |
23.84 |
1.3% |
78% |
True |
False |
6,779 |
10 |
1,925.49 |
1,859.97 |
65.52 |
3.4% |
23.00 |
1.2% |
65% |
False |
False |
7,059 |
20 |
1,932.16 |
1,859.97 |
72.19 |
3.8% |
22.65 |
1.2% |
59% |
False |
False |
7,003 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.4% |
24.82 |
1.3% |
44% |
False |
False |
6,898 |
60 |
2,014.05 |
1,849.22 |
164.83 |
8.7% |
28.66 |
1.5% |
33% |
False |
False |
6,809 |
80 |
2,070.48 |
1,795.06 |
275.42 |
14.5% |
31.21 |
1.6% |
39% |
False |
False |
6,752 |
100 |
2,070.48 |
1,717.60 |
352.88 |
18.5% |
28.41 |
1.5% |
52% |
False |
False |
6,665 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
27.52 |
1.4% |
58% |
False |
False |
6,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.55 |
2.618 |
1,989.86 |
1.618 |
1,961.25 |
1.000 |
1,943.57 |
0.618 |
1,932.64 |
HIGH |
1,914.96 |
0.618 |
1,904.03 |
0.500 |
1,900.66 |
0.382 |
1,897.28 |
LOW |
1,886.35 |
0.618 |
1,868.67 |
1.000 |
1,857.74 |
1.618 |
1,840.06 |
2.618 |
1,811.45 |
4.250 |
1,764.76 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,902.09 |
1,900.04 |
PP |
1,901.37 |
1,897.27 |
S1 |
1,900.66 |
1,894.51 |
|