Trading Metrics calculated at close of trading on 06-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2019 |
06-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
27,500.23 |
27,502.74 |
2.51 |
0.0% |
27,040.33 |
High |
27,558.29 |
27,526.05 |
-32.24 |
-0.1% |
27,347.43 |
Low |
27,453.55 |
27,407.81 |
-45.74 |
-0.2% |
26,918.29 |
Close |
27,492.63 |
27,492.56 |
-0.07 |
0.0% |
27,347.36 |
Range |
104.74 |
118.24 |
13.50 |
12.9% |
429.14 |
ATR |
228.69 |
220.80 |
-7.89 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,830.19 |
27,779.62 |
27,557.59 |
|
R3 |
27,711.95 |
27,661.38 |
27,525.08 |
|
R2 |
27,593.71 |
27,593.71 |
27,514.24 |
|
R1 |
27,543.14 |
27,543.14 |
27,503.40 |
27,509.31 |
PP |
27,475.47 |
27,475.47 |
27,475.47 |
27,458.56 |
S1 |
27,424.90 |
27,424.90 |
27,481.72 |
27,391.07 |
S2 |
27,357.23 |
27,357.23 |
27,470.88 |
|
S3 |
27,238.99 |
27,306.66 |
27,460.04 |
|
S4 |
27,120.75 |
27,188.42 |
27,427.53 |
|
|
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% |
162.61 |
0.6% |
90% |
False |
False |
|
10 |
27,558.29 |
26,714.34 |
843.95 |
3.1% |
173.03 |
0.6% |
92% |
False |
False |
|
20 |
27,558.29 |
26,314.51 |
1,243.78 |
4.5% |
184.67 |
0.7% |
95% |
False |
False |
|
40 |
27,558.29 |
25,743.46 |
1,814.83 |
6.6% |
221.69 |
0.8% |
96% |
False |
False |
|
60 |
27,558.29 |
25,339.60 |
2,218.69 |
8.1% |
238.87 |
0.9% |
97% |
False |
False |
|
80 |
27,558.29 |
25,339.60 |
2,218.69 |
8.1% |
258.11 |
0.9% |
97% |
False |
False |
|
100 |
27,558.29 |
25,339.60 |
2,218.69 |
8.1% |
239.90 |
0.9% |
97% |
False |
False |
|
120 |
27,558.29 |
24,680.57 |
2,877.72 |
10.5% |
236.18 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,028.57 |
2.618 |
27,835.60 |
1.618 |
27,717.36 |
1.000 |
27,644.29 |
0.618 |
27,599.12 |
HIGH |
27,526.05 |
0.618 |
27,480.88 |
0.500 |
27,466.93 |
0.382 |
27,452.98 |
LOW |
27,407.81 |
0.618 |
27,334.74 |
1.000 |
27,289.57 |
1.618 |
27,216.50 |
2.618 |
27,098.26 |
4.250 |
26,905.29 |
|
|
Fisher Pivots for day following 06-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
27,484.02 |
27,488.43 |
PP |
27,475.47 |
27,484.30 |
S1 |
27,466.93 |
27,480.18 |
|