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 |
11,152.48 |
11,155.85 |
3.37 |
0.0% |
11,584.17 |
High |
11,222.52 |
11,356.08 |
133.56 |
1.2% |
11,708.08 |
Low |
10,957.11 |
11,115.55 |
158.44 |
1.4% |
10,960.02 |
Close |
11,084.76 |
11,279.91 |
195.15 |
1.8% |
11,052.95 |
Range |
265.41 |
240.53 |
-24.88 |
-9.4% |
748.06 |
ATR |
267.11 |
267.41 |
0.30 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,972.10 |
11,866.54 |
11,412.20 |
|
R3 |
11,731.57 |
11,626.01 |
11,346.06 |
|
R2 |
11,491.04 |
11,491.04 |
11,324.01 |
|
R1 |
11,385.48 |
11,385.48 |
11,301.96 |
11,438.26 |
PP |
11,250.51 |
11,250.51 |
11,250.51 |
11,276.91 |
S1 |
11,144.95 |
11,144.95 |
11,257.86 |
11,197.73 |
S2 |
11,009.98 |
11,009.98 |
11,235.81 |
|
S3 |
10,769.45 |
10,904.42 |
11,213.76 |
|
S4 |
10,528.92 |
10,663.89 |
11,147.62 |
|
|
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 |
11,467.37 |
10,957.11 |
510.26 |
4.5% |
281.00 |
2.5% |
63% |
False |
False |
|
10 |
11,789.46 |
10,957.11 |
832.35 |
7.4% |
235.92 |
2.1% |
39% |
False |
False |
|
20 |
12,204.75 |
10,957.11 |
1,247.64 |
11.1% |
216.87 |
1.9% |
26% |
False |
False |
|
40 |
12,204.75 |
10,677.85 |
1,526.90 |
13.5% |
234.89 |
2.1% |
39% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.6% |
230.77 |
2.0% |
34% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.8% |
220.69 |
2.0% |
45% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
26.2% |
216.86 |
1.9% |
61% |
False |
False |
|
120 |
12,439.48 |
8,958.08 |
3,481.40 |
30.9% |
209.45 |
1.9% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,378.33 |
2.618 |
11,985.79 |
1.618 |
11,745.26 |
1.000 |
11,596.61 |
0.618 |
11,504.73 |
HIGH |
11,356.08 |
0.618 |
11,264.20 |
0.500 |
11,235.82 |
0.382 |
11,207.43 |
LOW |
11,115.55 |
0.618 |
10,966.90 |
1.000 |
10,875.02 |
1.618 |
10,726.37 |
2.618 |
10,485.84 |
4.250 |
10,093.30 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,265.21 |
11,238.81 |
PP |
11,250.51 |
11,197.70 |
S1 |
11,235.82 |
11,156.60 |
|