Trading Metrics calculated at close of trading on 01-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2019 |
01-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
27,188.37 |
27,142.95 |
-45.42 |
-0.2% |
27,040.33 |
High |
27,188.37 |
27,347.43 |
159.06 |
0.6% |
27,347.43 |
Low |
26,918.29 |
27,142.95 |
224.66 |
0.8% |
26,918.29 |
Close |
27,046.23 |
27,347.36 |
301.13 |
1.1% |
27,347.36 |
Range |
270.08 |
204.48 |
-65.60 |
-24.3% |
429.14 |
ATR |
239.01 |
243.45 |
4.44 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,892.69 |
27,824.50 |
27,459.82 |
|
R3 |
27,688.21 |
27,620.02 |
27,403.59 |
|
R2 |
27,483.73 |
27,483.73 |
27,384.85 |
|
R1 |
27,415.54 |
27,415.54 |
27,366.10 |
27,449.64 |
PP |
27,279.25 |
27,279.25 |
27,279.25 |
27,296.29 |
S1 |
27,211.06 |
27,211.06 |
27,328.62 |
27,245.16 |
S2 |
27,074.77 |
27,074.77 |
27,309.87 |
|
S3 |
26,870.29 |
27,006.58 |
27,291.13 |
|
S4 |
26,665.81 |
26,802.10 |
27,234.90 |
|
|
Weekly Pivots for week ending 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,491.78 |
28,348.71 |
27,583.39 |
|
R3 |
28,062.64 |
27,919.57 |
27,465.37 |
|
R2 |
27,633.50 |
27,633.50 |
27,426.04 |
|
R1 |
27,490.43 |
27,490.43 |
27,386.70 |
27,561.97 |
PP |
27,204.36 |
27,204.36 |
27,204.36 |
27,240.13 |
S1 |
27,061.29 |
27,061.29 |
27,308.02 |
27,132.83 |
S2 |
26,775.22 |
26,775.22 |
27,268.68 |
|
S3 |
26,346.08 |
26,632.15 |
27,229.35 |
|
S4 |
25,916.94 |
26,203.01 |
27,111.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,347.43 |
26,918.29 |
429.14 |
1.6% |
184.93 |
0.7% |
100% |
True |
False |
|
10 |
27,347.43 |
26,714.34 |
633.09 |
2.3% |
180.73 |
0.7% |
100% |
True |
False |
|
20 |
27,347.43 |
26,139.80 |
1,207.63 |
4.4% |
202.14 |
0.7% |
100% |
True |
False |
|
40 |
27,347.43 |
25,743.46 |
1,603.97 |
5.9% |
227.80 |
0.8% |
100% |
True |
False |
|
60 |
27,347.43 |
25,339.60 |
2,007.83 |
7.3% |
254.28 |
0.9% |
100% |
True |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.5% |
258.59 |
0.9% |
98% |
False |
False |
|
100 |
27,398.68 |
25,339.60 |
2,059.08 |
7.5% |
240.93 |
0.9% |
98% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
9.9% |
241.18 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,216.47 |
2.618 |
27,882.76 |
1.618 |
27,678.28 |
1.000 |
27,551.91 |
0.618 |
27,473.80 |
HIGH |
27,347.43 |
0.618 |
27,269.32 |
0.500 |
27,245.19 |
0.382 |
27,221.06 |
LOW |
27,142.95 |
0.618 |
27,016.58 |
1.000 |
26,938.47 |
1.618 |
26,812.10 |
2.618 |
26,607.62 |
4.250 |
26,273.91 |
|
|
Fisher Pivots for day following 01-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
27,313.30 |
27,275.86 |
PP |
27,279.25 |
27,204.36 |
S1 |
27,245.19 |
27,132.86 |
|