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 |
11,155.85 |
11,630.81 |
474.96 |
4.3% |
11,584.17 |
High |
11,356.08 |
11,846.46 |
490.38 |
4.3% |
11,708.08 |
Low |
11,115.55 |
11,564.91 |
449.36 |
4.0% |
10,960.02 |
Close |
11,279.91 |
11,777.02 |
497.11 |
4.4% |
11,052.95 |
Range |
240.53 |
281.55 |
41.02 |
17.1% |
748.06 |
ATR |
267.41 |
288.78 |
21.37 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,574.11 |
12,457.12 |
11,931.87 |
|
R3 |
12,292.56 |
12,175.57 |
11,854.45 |
|
R2 |
12,011.01 |
12,011.01 |
11,828.64 |
|
R1 |
11,894.02 |
11,894.02 |
11,802.83 |
11,952.52 |
PP |
11,729.46 |
11,729.46 |
11,729.46 |
11,758.71 |
S1 |
11,612.47 |
11,612.47 |
11,751.21 |
11,670.97 |
S2 |
11,447.91 |
11,447.91 |
11,725.40 |
|
S3 |
11,166.36 |
11,330.92 |
11,699.59 |
|
S4 |
10,884.81 |
11,049.37 |
11,622.17 |
|
|
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 |
11,846.46 |
10,957.11 |
889.35 |
7.6% |
280.30 |
2.4% |
92% |
True |
False |
|
10 |
11,846.46 |
10,957.11 |
889.35 |
7.6% |
249.77 |
2.1% |
92% |
True |
False |
|
20 |
12,204.75 |
10,957.11 |
1,247.64 |
10.6% |
224.10 |
1.9% |
66% |
False |
False |
|
40 |
12,204.75 |
10,677.85 |
1,526.90 |
13.0% |
234.84 |
2.0% |
72% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.0% |
231.53 |
2.0% |
62% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.0% |
220.07 |
1.9% |
69% |
False |
False |
|
100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.9% |
216.47 |
1.8% |
75% |
False |
False |
|
120 |
12,439.48 |
9,182.45 |
3,257.03 |
27.7% |
210.13 |
1.8% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,043.05 |
2.618 |
12,583.56 |
1.618 |
12,302.01 |
1.000 |
12,128.01 |
0.618 |
12,020.46 |
HIGH |
11,846.46 |
0.618 |
11,738.91 |
0.500 |
11,705.69 |
0.382 |
11,672.46 |
LOW |
11,564.91 |
0.618 |
11,390.91 |
1.000 |
11,283.36 |
1.618 |
11,109.36 |
2.618 |
10,827.81 |
4.250 |
10,368.32 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
11,753.24 |
11,651.94 |
PP |
11,729.46 |
11,526.86 |
S1 |
11,705.69 |
11,401.79 |
|