Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,909.14 |
1,902.85 |
-6.29 |
-0.3% |
1,902.28 |
High |
1,914.96 |
1,951.09 |
36.13 |
1.9% |
1,910.81 |
Low |
1,886.35 |
1,902.38 |
16.03 |
0.8% |
1,859.97 |
Close |
1,902.80 |
1,948.77 |
45.97 |
2.4% |
1,878.11 |
Range |
28.61 |
48.71 |
20.10 |
70.3% |
50.84 |
ATR |
24.28 |
26.03 |
1.74 |
7.2% |
0.00 |
Volume |
6,357 |
6,749 |
392 |
6.2% |
35,134 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.21 |
2,063.20 |
1,975.56 |
|
R3 |
2,031.50 |
2,014.49 |
1,962.17 |
|
R2 |
1,982.79 |
1,982.79 |
1,957.70 |
|
R1 |
1,965.78 |
1,965.78 |
1,953.24 |
1,974.29 |
PP |
1,934.08 |
1,934.08 |
1,934.08 |
1,938.33 |
S1 |
1,917.07 |
1,917.07 |
1,944.30 |
1,925.58 |
S2 |
1,885.37 |
1,885.37 |
1,939.84 |
|
S3 |
1,836.66 |
1,868.36 |
1,935.37 |
|
S4 |
1,787.95 |
1,819.65 |
1,921.98 |
|
|
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 |
1,951.09 |
1,865.01 |
86.08 |
4.4% |
28.68 |
1.5% |
97% |
True |
False |
6,728 |
10 |
1,951.09 |
1,859.97 |
91.12 |
4.7% |
24.91 |
1.3% |
97% |
True |
False |
6,964 |
20 |
1,951.09 |
1,859.97 |
91.12 |
4.7% |
24.27 |
1.2% |
97% |
True |
False |
6,999 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.3% |
25.47 |
1.3% |
82% |
False |
False |
6,884 |
60 |
2,014.05 |
1,849.22 |
164.83 |
8.5% |
28.62 |
1.5% |
60% |
False |
False |
6,828 |
80 |
2,070.48 |
1,796.06 |
274.42 |
14.1% |
31.60 |
1.6% |
56% |
False |
False |
6,750 |
100 |
2,070.48 |
1,721.33 |
349.15 |
17.9% |
28.72 |
1.5% |
65% |
False |
False |
6,677 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
27.68 |
1.4% |
69% |
False |
False |
6,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,158.11 |
2.618 |
2,078.61 |
1.618 |
2,029.90 |
1.000 |
1,999.80 |
0.618 |
1,981.19 |
HIGH |
1,951.09 |
0.618 |
1,932.48 |
0.500 |
1,926.74 |
0.382 |
1,920.99 |
LOW |
1,902.38 |
0.618 |
1,872.28 |
1.000 |
1,853.67 |
1.618 |
1,823.57 |
2.618 |
1,774.86 |
4.250 |
1,695.36 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,941.43 |
1,938.75 |
PP |
1,934.08 |
1,928.74 |
S1 |
1,926.74 |
1,918.72 |
|