Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,902.85 |
1,948.77 |
45.92 |
2.4% |
1,883.87 |
High |
1,951.09 |
1,959.36 |
8.27 |
0.4% |
1,959.36 |
Low |
1,902.38 |
1,936.12 |
33.74 |
1.8% |
1,874.05 |
Close |
1,948.77 |
1,950.95 |
2.18 |
0.1% |
1,950.95 |
Range |
48.71 |
23.24 |
-25.47 |
-52.3% |
85.31 |
ATR |
26.03 |
25.83 |
-0.20 |
-0.8% |
0.00 |
Volume |
6,749 |
6,726 |
-23 |
-0.3% |
33,524 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.53 |
2,007.98 |
1,963.73 |
|
R3 |
1,995.29 |
1,984.74 |
1,957.34 |
|
R2 |
1,972.05 |
1,972.05 |
1,955.21 |
|
R1 |
1,961.50 |
1,961.50 |
1,953.08 |
1,966.78 |
PP |
1,948.81 |
1,948.81 |
1,948.81 |
1,951.45 |
S1 |
1,938.26 |
1,938.26 |
1,948.82 |
1,943.54 |
S2 |
1,925.57 |
1,925.57 |
1,946.69 |
|
S3 |
1,902.33 |
1,915.02 |
1,944.56 |
|
S4 |
1,879.09 |
1,891.78 |
1,938.17 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,184.05 |
2,152.81 |
1,997.87 |
|
R3 |
2,098.74 |
2,067.50 |
1,974.41 |
|
R2 |
2,013.43 |
2,013.43 |
1,966.59 |
|
R1 |
1,982.19 |
1,982.19 |
1,958.77 |
1,997.81 |
PP |
1,928.12 |
1,928.12 |
1,928.12 |
1,935.93 |
S1 |
1,896.88 |
1,896.88 |
1,943.13 |
1,912.50 |
S2 |
1,842.81 |
1,842.81 |
1,935.31 |
|
S3 |
1,757.50 |
1,811.57 |
1,927.49 |
|
S4 |
1,672.19 |
1,726.26 |
1,904.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,959.36 |
1,874.05 |
85.31 |
4.4% |
28.73 |
1.5% |
90% |
True |
False |
6,704 |
10 |
1,959.36 |
1,859.97 |
99.39 |
5.1% |
25.46 |
1.3% |
92% |
True |
False |
6,865 |
20 |
1,959.36 |
1,859.97 |
99.39 |
5.1% |
23.59 |
1.2% |
92% |
True |
False |
7,001 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.3% |
25.67 |
1.3% |
83% |
False |
False |
6,871 |
60 |
2,014.05 |
1,849.22 |
164.83 |
8.4% |
28.58 |
1.5% |
62% |
False |
False |
6,844 |
80 |
2,070.48 |
1,805.91 |
264.57 |
13.6% |
31.70 |
1.6% |
55% |
False |
False |
6,749 |
100 |
2,070.48 |
1,742.29 |
328.19 |
16.8% |
28.73 |
1.5% |
64% |
False |
False |
6,688 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
27.76 |
1.4% |
70% |
False |
False |
6,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.13 |
2.618 |
2,020.20 |
1.618 |
1,996.96 |
1.000 |
1,982.60 |
0.618 |
1,973.72 |
HIGH |
1,959.36 |
0.618 |
1,950.48 |
0.500 |
1,947.74 |
0.382 |
1,945.00 |
LOW |
1,936.12 |
0.618 |
1,921.76 |
1.000 |
1,912.88 |
1.618 |
1,898.52 |
2.618 |
1,875.28 |
4.250 |
1,837.35 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,949.88 |
1,941.59 |
PP |
1,948.81 |
1,932.22 |
S1 |
1,947.74 |
1,922.86 |
|