Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
11,630.81 |
12,021.77 |
390.96 |
3.4% |
11,584.17 |
High |
11,846.46 |
12,117.04 |
270.58 |
2.3% |
11,708.08 |
Low |
11,564.91 |
11,984.53 |
419.62 |
3.6% |
10,960.02 |
Close |
11,777.02 |
12,078.07 |
301.05 |
2.6% |
11,052.95 |
Range |
281.55 |
132.51 |
-149.04 |
-52.9% |
748.06 |
ATR |
288.78 |
292.44 |
3.66 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,457.41 |
12,400.25 |
12,150.95 |
|
R3 |
12,324.90 |
12,267.74 |
12,114.51 |
|
R2 |
12,192.39 |
12,192.39 |
12,102.36 |
|
R1 |
12,135.23 |
12,135.23 |
12,090.22 |
12,163.81 |
PP |
12,059.88 |
12,059.88 |
12,059.88 |
12,074.17 |
S1 |
12,002.72 |
12,002.72 |
12,065.92 |
12,031.30 |
S2 |
11,927.37 |
11,927.37 |
12,053.78 |
|
S3 |
11,794.86 |
11,870.21 |
12,041.63 |
|
S4 |
11,662.35 |
11,737.70 |
12,005.19 |
|
|
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 |
12,117.04 |
10,957.11 |
1,159.93 |
9.6% |
250.75 |
2.1% |
97% |
True |
False |
|
10 |
12,117.04 |
10,957.11 |
1,159.93 |
9.6% |
242.07 |
2.0% |
97% |
True |
False |
|
20 |
12,204.75 |
10,957.11 |
1,247.64 |
10.3% |
227.10 |
1.9% |
90% |
False |
False |
|
40 |
12,204.75 |
10,677.85 |
1,526.90 |
12.6% |
226.40 |
1.9% |
92% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.6% |
230.08 |
1.9% |
79% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
17.6% |
219.11 |
1.8% |
83% |
False |
False |
|
100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.3% |
215.76 |
1.8% |
87% |
False |
False |
|
120 |
12,439.48 |
9,182.45 |
3,257.03 |
27.0% |
210.25 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,680.21 |
2.618 |
12,463.95 |
1.618 |
12,331.44 |
1.000 |
12,249.55 |
0.618 |
12,198.93 |
HIGH |
12,117.04 |
0.618 |
12,066.42 |
0.500 |
12,050.79 |
0.382 |
12,035.15 |
LOW |
11,984.53 |
0.618 |
11,902.64 |
1.000 |
11,852.02 |
1.618 |
11,770.13 |
2.618 |
11,637.62 |
4.250 |
11,421.36 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
12,068.98 |
11,924.15 |
PP |
12,059.88 |
11,770.22 |
S1 |
12,050.79 |
11,616.30 |
|