Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
27,138.69 |
27,512.83 |
374.14 |
1.4% |
28,185.82 |
High |
27,640.21 |
28,301.50 |
661.29 |
2.4% |
28,185.82 |
Low |
27,138.69 |
27,512.83 |
374.14 |
1.4% |
26,143.77 |
Close |
27,480.03 |
27,847.66 |
367.63 |
1.3% |
26,501.60 |
Range |
501.52 |
788.67 |
287.15 |
57.3% |
2,042.05 |
ATR |
501.73 |
524.57 |
22.84 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,253.34 |
29,839.17 |
28,281.43 |
|
R3 |
29,464.67 |
29,050.50 |
28,064.54 |
|
R2 |
28,676.00 |
28,676.00 |
27,992.25 |
|
R1 |
28,261.83 |
28,261.83 |
27,919.95 |
28,468.92 |
PP |
27,887.33 |
27,887.33 |
27,887.33 |
27,990.87 |
S1 |
27,473.16 |
27,473.16 |
27,775.37 |
27,680.25 |
S2 |
27,098.66 |
27,098.66 |
27,703.07 |
|
S3 |
26,309.99 |
26,684.49 |
27,630.78 |
|
S4 |
25,521.32 |
25,895.82 |
27,413.89 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,069.88 |
31,827.79 |
27,624.73 |
|
R3 |
31,027.83 |
29,785.74 |
27,063.16 |
|
R2 |
28,985.78 |
28,985.78 |
26,875.98 |
|
R1 |
27,743.69 |
27,743.69 |
26,688.79 |
27,343.71 |
PP |
26,943.73 |
26,943.73 |
26,943.73 |
26,743.74 |
S1 |
25,701.64 |
25,701.64 |
26,314.41 |
25,301.66 |
S2 |
24,901.68 |
24,901.68 |
26,127.22 |
|
S3 |
22,859.63 |
23,659.59 |
25,940.04 |
|
S4 |
20,817.58 |
21,617.54 |
25,378.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,301.50 |
26,143.77 |
2,157.73 |
7.7% |
547.78 |
2.0% |
79% |
True |
False |
|
10 |
28,436.52 |
26,143.77 |
2,292.75 |
8.2% |
507.04 |
1.8% |
74% |
False |
False |
|
20 |
28,957.90 |
26,143.77 |
2,814.13 |
10.1% |
405.92 |
1.5% |
61% |
False |
False |
|
40 |
28,957.90 |
26,143.77 |
2,814.13 |
10.1% |
436.84 |
1.6% |
61% |
False |
False |
|
60 |
29,199.35 |
26,143.77 |
3,055.58 |
11.0% |
410.83 |
1.5% |
56% |
False |
False |
|
80 |
29,199.35 |
25,992.28 |
3,207.07 |
11.5% |
379.46 |
1.4% |
58% |
False |
False |
|
100 |
29,199.35 |
24,971.03 |
4,228.32 |
15.2% |
398.70 |
1.4% |
68% |
False |
False |
|
120 |
29,199.35 |
24,059.98 |
5,139.37 |
18.5% |
411.50 |
1.5% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,653.35 |
2.618 |
30,366.24 |
1.618 |
29,577.57 |
1.000 |
29,090.17 |
0.618 |
28,788.90 |
HIGH |
28,301.50 |
0.618 |
28,000.23 |
0.500 |
27,907.17 |
0.382 |
27,814.10 |
LOW |
27,512.83 |
0.618 |
27,025.43 |
1.000 |
26,724.16 |
1.618 |
26,236.76 |
2.618 |
25,448.09 |
4.250 |
24,160.98 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
27,907.17 |
27,730.57 |
PP |
27,887.33 |
27,613.48 |
S1 |
27,867.50 |
27,496.39 |
|