Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
12,021.77 |
12,044.29 |
22.52 |
0.2% |
11,152.48 |
High |
12,117.04 |
12,116.91 |
-0.13 |
0.0% |
12,117.04 |
Low |
11,984.53 |
11,895.50 |
-89.03 |
-0.7% |
10,957.11 |
Close |
12,078.07 |
12,091.35 |
13.28 |
0.1% |
12,091.35 |
Range |
132.51 |
221.41 |
88.90 |
67.1% |
1,159.93 |
ATR |
292.44 |
287.36 |
-5.07 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,698.82 |
12,616.49 |
12,213.13 |
|
R3 |
12,477.41 |
12,395.08 |
12,152.24 |
|
R2 |
12,256.00 |
12,256.00 |
12,131.94 |
|
R1 |
12,173.67 |
12,173.67 |
12,111.65 |
12,214.84 |
PP |
12,034.59 |
12,034.59 |
12,034.59 |
12,055.17 |
S1 |
11,952.26 |
11,952.26 |
12,071.05 |
11,993.43 |
S2 |
11,813.18 |
11,813.18 |
12,050.76 |
|
S3 |
11,591.77 |
11,730.85 |
12,030.46 |
|
S4 |
11,370.36 |
11,509.44 |
11,969.57 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,201.62 |
14,806.42 |
12,729.31 |
|
R3 |
14,041.69 |
13,646.49 |
12,410.33 |
|
R2 |
12,881.76 |
12,881.76 |
12,304.00 |
|
R1 |
12,486.56 |
12,486.56 |
12,197.68 |
12,684.16 |
PP |
11,721.83 |
11,721.83 |
11,721.83 |
11,820.64 |
S1 |
11,326.63 |
11,326.63 |
11,985.02 |
11,524.23 |
S2 |
10,561.90 |
10,561.90 |
11,878.70 |
|
S3 |
9,401.97 |
10,166.70 |
11,772.37 |
|
S4 |
8,242.04 |
9,006.77 |
11,453.39 |
|
|
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% |
228.28 |
1.9% |
98% |
False |
False |
|
10 |
12,117.04 |
10,957.11 |
1,159.93 |
9.6% |
251.82 |
2.1% |
98% |
False |
False |
|
20 |
12,204.75 |
10,957.11 |
1,247.64 |
10.3% |
231.83 |
1.9% |
91% |
False |
False |
|
40 |
12,204.75 |
10,677.85 |
1,526.90 |
12.6% |
223.55 |
1.8% |
93% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
14.6% |
231.58 |
1.9% |
80% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
17.6% |
219.83 |
1.8% |
84% |
False |
False |
|
100 |
12,439.48 |
9,742.89 |
2,696.59 |
22.3% |
216.92 |
1.8% |
87% |
False |
False |
|
120 |
12,439.48 |
9,182.45 |
3,257.03 |
26.9% |
211.04 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,057.90 |
2.618 |
12,696.56 |
1.618 |
12,475.15 |
1.000 |
12,338.32 |
0.618 |
12,253.74 |
HIGH |
12,116.91 |
0.618 |
12,032.33 |
0.500 |
12,006.21 |
0.382 |
11,980.08 |
LOW |
11,895.50 |
0.618 |
11,758.67 |
1.000 |
11,674.09 |
1.618 |
11,537.26 |
2.618 |
11,315.85 |
4.250 |
10,954.51 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
12,062.97 |
12,007.89 |
PP |
12,034.59 |
11,924.43 |
S1 |
12,006.21 |
11,840.98 |
|