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 |
1,907.0 |
1,926.8 |
19.8 |
1.0% |
1,918.1 |
High |
1,924.0 |
1,927.8 |
3.8 |
0.2% |
1,926.4 |
Low |
1,900.5 |
1,894.8 |
-5.7 |
-0.3% |
1,872.8 |
Close |
1,922.4 |
1,908.5 |
-13.9 |
-0.7% |
1,892.4 |
Range |
23.5 |
33.0 |
9.5 |
40.4% |
53.6 |
ATR |
26.4 |
26.9 |
0.5 |
1.8% |
0.0 |
Volume |
2,852 |
5,839 |
2,987 |
104.7% |
8,684 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.4 |
1,991.9 |
1,926.7 |
|
R3 |
1,976.4 |
1,958.9 |
1,917.6 |
|
R2 |
1,943.4 |
1,943.4 |
1,914.6 |
|
R1 |
1,925.9 |
1,925.9 |
1,911.5 |
1,918.2 |
PP |
1,910.4 |
1,910.4 |
1,910.4 |
1,906.5 |
S1 |
1,892.9 |
1,892.9 |
1,905.5 |
1,885.2 |
S2 |
1,877.4 |
1,877.4 |
1,902.5 |
|
S3 |
1,844.4 |
1,859.9 |
1,899.4 |
|
S4 |
1,811.4 |
1,826.9 |
1,890.4 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.0 |
2,028.8 |
1,921.9 |
|
R3 |
2,004.4 |
1,975.2 |
1,907.1 |
|
R2 |
1,950.8 |
1,950.8 |
1,902.2 |
|
R1 |
1,921.6 |
1,921.6 |
1,897.3 |
1,909.4 |
PP |
1,897.2 |
1,897.2 |
1,897.2 |
1,891.1 |
S1 |
1,868.0 |
1,868.0 |
1,887.5 |
1,855.8 |
S2 |
1,843.6 |
1,843.6 |
1,882.6 |
|
S3 |
1,790.0 |
1,814.4 |
1,877.7 |
|
S4 |
1,736.4 |
1,760.8 |
1,862.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,927.8 |
1,872.8 |
55.0 |
2.9% |
25.4 |
1.3% |
65% |
True |
False |
3,272 |
10 |
1,940.5 |
1,872.8 |
67.7 |
3.5% |
25.3 |
1.3% |
53% |
False |
False |
2,466 |
20 |
1,952.2 |
1,872.8 |
79.4 |
4.2% |
24.5 |
1.3% |
45% |
False |
False |
2,558 |
40 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
26.8 |
1.4% |
34% |
False |
False |
1,877 |
60 |
2,036.1 |
1,862.4 |
173.7 |
9.1% |
32.4 |
1.7% |
27% |
False |
False |
1,742 |
80 |
2,107.6 |
1,838.8 |
268.8 |
14.1% |
33.5 |
1.8% |
26% |
False |
False |
1,723 |
100 |
2,107.6 |
1,758.9 |
348.7 |
18.3% |
29.4 |
1.5% |
43% |
False |
False |
1,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.1 |
2.618 |
2,014.2 |
1.618 |
1,981.2 |
1.000 |
1,960.8 |
0.618 |
1,948.2 |
HIGH |
1,927.8 |
0.618 |
1,915.2 |
0.500 |
1,911.3 |
0.382 |
1,907.4 |
LOW |
1,894.8 |
0.618 |
1,874.4 |
1.000 |
1,861.8 |
1.618 |
1,841.4 |
2.618 |
1,808.4 |
4.250 |
1,754.6 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,911.3 |
1,908.2 |
PP |
1,910.4 |
1,908.0 |
S1 |
1,909.4 |
1,907.7 |
|