Trading Metrics calculated at close of trading on 05-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2019 |
05-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
27,402.06 |
27,500.23 |
98.17 |
0.4% |
27,040.33 |
High |
27,517.58 |
27,558.29 |
40.71 |
0.1% |
27,347.43 |
Low |
27,402.06 |
27,453.55 |
51.49 |
0.2% |
26,918.29 |
Close |
27,462.11 |
27,492.63 |
30.52 |
0.1% |
27,347.36 |
Range |
115.52 |
104.74 |
-10.78 |
-9.3% |
429.14 |
ATR |
238.22 |
228.69 |
-9.53 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,815.71 |
27,758.91 |
27,550.24 |
|
R3 |
27,710.97 |
27,654.17 |
27,521.43 |
|
R2 |
27,606.23 |
27,606.23 |
27,511.83 |
|
R1 |
27,549.43 |
27,549.43 |
27,502.23 |
27,525.46 |
PP |
27,501.49 |
27,501.49 |
27,501.49 |
27,489.51 |
S1 |
27,444.69 |
27,444.69 |
27,483.03 |
27,420.72 |
S2 |
27,396.75 |
27,396.75 |
27,473.43 |
|
S3 |
27,292.01 |
27,339.95 |
27,463.83 |
|
S4 |
27,187.27 |
27,235.21 |
27,435.02 |
|
|
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 |
27,558.29 |
26,918.29 |
640.00 |
2.3% |
175.91 |
0.6% |
90% |
True |
False |
|
10 |
27,558.29 |
26,714.34 |
843.95 |
3.1% |
176.39 |
0.6% |
92% |
True |
False |
|
20 |
27,558.29 |
26,249.75 |
1,308.54 |
4.8% |
187.49 |
0.7% |
95% |
True |
False |
|
40 |
27,558.29 |
25,743.46 |
1,814.83 |
6.6% |
225.03 |
0.8% |
96% |
True |
False |
|
60 |
27,558.29 |
25,339.60 |
2,218.69 |
8.1% |
246.79 |
0.9% |
97% |
True |
False |
|
80 |
27,558.29 |
25,339.60 |
2,218.69 |
8.1% |
257.98 |
0.9% |
97% |
True |
False |
|
100 |
27,558.29 |
25,339.60 |
2,218.69 |
8.1% |
239.87 |
0.9% |
97% |
True |
False |
|
120 |
27,558.29 |
24,680.57 |
2,877.72 |
10.5% |
237.61 |
0.9% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,003.44 |
2.618 |
27,832.50 |
1.618 |
27,727.76 |
1.000 |
27,663.03 |
0.618 |
27,623.02 |
HIGH |
27,558.29 |
0.618 |
27,518.28 |
0.500 |
27,505.92 |
0.382 |
27,493.56 |
LOW |
27,453.55 |
0.618 |
27,388.82 |
1.000 |
27,348.81 |
1.618 |
27,284.08 |
2.618 |
27,179.34 |
4.250 |
27,008.41 |
|
|
Fisher Pivots for day following 05-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
27,505.92 |
27,445.29 |
PP |
27,501.49 |
27,397.96 |
S1 |
27,497.06 |
27,350.62 |
|