Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1,885.3 |
1,903.4 |
18.1 |
1.0% |
1,912.3 |
High |
1,904.3 |
1,919.0 |
14.7 |
0.8% |
1,920.9 |
Low |
1,881.0 |
1,895.2 |
14.2 |
0.8% |
1,866.7 |
Close |
1,899.7 |
1,917.4 |
17.7 |
0.9% |
1,887.2 |
Range |
23.3 |
23.8 |
0.5 |
2.1% |
54.2 |
ATR |
27.8 |
27.5 |
-0.3 |
-1.0% |
0.0 |
Volume |
11,690 |
14,978 |
3,288 |
28.1% |
34,715 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.9 |
1,973.5 |
1,930.5 |
|
R3 |
1,958.1 |
1,949.7 |
1,923.9 |
|
R2 |
1,934.3 |
1,934.3 |
1,921.8 |
|
R1 |
1,925.9 |
1,925.9 |
1,919.6 |
1,930.1 |
PP |
1,910.5 |
1,910.5 |
1,910.5 |
1,912.7 |
S1 |
1,902.1 |
1,902.1 |
1,915.2 |
1,906.3 |
S2 |
1,886.7 |
1,886.7 |
1,913.0 |
|
S3 |
1,862.9 |
1,878.3 |
1,910.9 |
|
S4 |
1,839.1 |
1,854.5 |
1,904.3 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,054.2 |
2,024.9 |
1,917.0 |
|
R3 |
2,000.0 |
1,970.7 |
1,902.1 |
|
R2 |
1,945.8 |
1,945.8 |
1,897.1 |
|
R1 |
1,916.5 |
1,916.5 |
1,892.2 |
1,904.1 |
PP |
1,891.6 |
1,891.6 |
1,891.6 |
1,885.4 |
S1 |
1,862.3 |
1,862.3 |
1,882.2 |
1,849.9 |
S2 |
1,837.4 |
1,837.4 |
1,877.3 |
|
S3 |
1,783.2 |
1,808.1 |
1,872.3 |
|
S4 |
1,729.0 |
1,753.9 |
1,857.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.4 |
1,866.7 |
52.7 |
2.7% |
28.4 |
1.5% |
96% |
False |
False |
10,342 |
10 |
1,943.4 |
1,866.7 |
76.7 |
4.0% |
25.6 |
1.3% |
66% |
False |
False |
7,744 |
20 |
1,945.6 |
1,866.7 |
78.9 |
4.1% |
25.3 |
1.3% |
64% |
False |
False |
6,332 |
40 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
28.2 |
1.5% |
44% |
False |
False |
4,523 |
60 |
2,050.4 |
1,858.1 |
192.3 |
10.0% |
35.3 |
1.8% |
31% |
False |
False |
4,195 |
80 |
2,099.2 |
1,828.8 |
270.4 |
14.1% |
35.0 |
1.8% |
33% |
False |
False |
4,098 |
100 |
2,099.2 |
1,732.9 |
366.3 |
19.1% |
32.7 |
1.7% |
50% |
False |
False |
3,573 |
120 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
31.3 |
1.6% |
55% |
False |
False |
3,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,020.2 |
2.618 |
1,981.3 |
1.618 |
1,957.5 |
1.000 |
1,942.8 |
0.618 |
1,933.7 |
HIGH |
1,919.0 |
0.618 |
1,909.9 |
0.500 |
1,907.1 |
0.382 |
1,904.3 |
LOW |
1,895.2 |
0.618 |
1,880.5 |
1.000 |
1,871.4 |
1.618 |
1,856.7 |
2.618 |
1,832.9 |
4.250 |
1,794.1 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,914.0 |
1,910.0 |
PP |
1,910.5 |
1,902.5 |
S1 |
1,907.1 |
1,895.1 |
|