Trading Metrics calculated at close of trading on 02-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
11,265.70 |
11,152.48 |
-113.22 |
-1.0% |
11,584.17 |
High |
11,293.76 |
11,222.52 |
-71.24 |
-0.6% |
11,708.08 |
Low |
10,960.02 |
10,957.11 |
-2.91 |
0.0% |
10,960.02 |
Close |
11,052.95 |
11,084.76 |
31.81 |
0.3% |
11,052.95 |
Range |
333.74 |
265.41 |
-68.33 |
-20.5% |
748.06 |
ATR |
267.24 |
267.11 |
-0.13 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,884.36 |
11,749.97 |
11,230.74 |
|
R3 |
11,618.95 |
11,484.56 |
11,157.75 |
|
R2 |
11,353.54 |
11,353.54 |
11,133.42 |
|
R1 |
11,219.15 |
11,219.15 |
11,109.09 |
11,153.64 |
PP |
11,088.13 |
11,088.13 |
11,088.13 |
11,055.38 |
S1 |
10,953.74 |
10,953.74 |
11,060.43 |
10,888.23 |
S2 |
10,822.72 |
10,822.72 |
11,036.10 |
|
S3 |
10,557.31 |
10,688.33 |
11,011.77 |
|
S4 |
10,291.90 |
10,422.92 |
10,938.78 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,484.53 |
13,016.80 |
11,464.38 |
|
R3 |
12,736.47 |
12,268.74 |
11,258.67 |
|
R2 |
11,988.41 |
11,988.41 |
11,190.09 |
|
R1 |
11,520.68 |
11,520.68 |
11,121.52 |
11,380.52 |
PP |
11,240.35 |
11,240.35 |
11,240.35 |
11,170.27 |
S1 |
10,772.62 |
10,772.62 |
10,984.38 |
10,632.46 |
S2 |
10,492.29 |
10,492.29 |
10,915.81 |
|
S3 |
9,744.23 |
10,024.56 |
10,847.23 |
|
S4 |
8,996.17 |
9,276.50 |
10,641.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,633.49 |
10,957.11 |
676.38 |
6.1% |
258.98 |
2.3% |
19% |
False |
True |
|
10 |
11,801.39 |
10,957.11 |
844.28 |
7.6% |
230.63 |
2.1% |
15% |
False |
True |
|
20 |
12,204.75 |
10,957.11 |
1,247.64 |
11.3% |
218.85 |
2.0% |
10% |
False |
True |
|
40 |
12,204.75 |
10,677.85 |
1,526.90 |
13.8% |
237.50 |
2.1% |
27% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.9% |
230.39 |
2.1% |
23% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
19.2% |
223.86 |
2.0% |
36% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
26.6% |
217.95 |
2.0% |
54% |
False |
False |
|
120 |
12,439.48 |
8,860.77 |
3,578.71 |
32.3% |
209.42 |
1.9% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,350.51 |
2.618 |
11,917.36 |
1.618 |
11,651.95 |
1.000 |
11,487.93 |
0.618 |
11,386.54 |
HIGH |
11,222.52 |
0.618 |
11,121.13 |
0.500 |
11,089.82 |
0.382 |
11,058.50 |
LOW |
10,957.11 |
0.618 |
10,793.09 |
1.000 |
10,691.70 |
1.618 |
10,527.68 |
2.618 |
10,262.27 |
4.250 |
9,829.12 |
|
|
Fisher Pivots for day following 02-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,089.82 |
11,212.24 |
PP |
11,088.13 |
11,169.75 |
S1 |
11,086.45 |
11,127.25 |
|