Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
27,512.83 |
28,083.37 |
570.54 |
2.1% |
28,185.82 |
High |
28,301.50 |
28,495.05 |
193.55 |
0.7% |
28,185.82 |
Low |
27,512.83 |
28,083.37 |
570.54 |
2.1% |
26,143.77 |
Close |
27,847.66 |
28,390.18 |
542.52 |
1.9% |
26,501.60 |
Range |
788.67 |
411.68 |
-376.99 |
-47.8% |
2,042.05 |
ATR |
524.57 |
533.34 |
8.77 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,557.91 |
29,385.72 |
28,616.60 |
|
R3 |
29,146.23 |
28,974.04 |
28,503.39 |
|
R2 |
28,734.55 |
28,734.55 |
28,465.65 |
|
R1 |
28,562.36 |
28,562.36 |
28,427.92 |
28,648.46 |
PP |
28,322.87 |
28,322.87 |
28,322.87 |
28,365.91 |
S1 |
28,150.68 |
28,150.68 |
28,352.44 |
28,236.78 |
S2 |
27,911.19 |
27,911.19 |
28,314.71 |
|
S3 |
27,499.51 |
27,739.00 |
28,276.97 |
|
S4 |
27,087.83 |
27,327.32 |
28,163.76 |
|
|
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 |
28,495.05 |
26,143.77 |
2,351.28 |
8.3% |
509.90 |
1.8% |
96% |
True |
False |
|
10 |
28,495.05 |
26,143.77 |
2,351.28 |
8.3% |
510.09 |
1.8% |
96% |
True |
False |
|
20 |
28,957.90 |
26,143.77 |
2,814.13 |
9.9% |
416.83 |
1.5% |
80% |
False |
False |
|
40 |
28,957.90 |
26,143.77 |
2,814.13 |
9.9% |
428.94 |
1.5% |
80% |
False |
False |
|
60 |
29,199.35 |
26,143.77 |
3,055.58 |
10.8% |
414.35 |
1.5% |
74% |
False |
False |
|
80 |
29,199.35 |
25,992.28 |
3,207.07 |
11.3% |
379.87 |
1.3% |
75% |
False |
False |
|
100 |
29,199.35 |
24,971.03 |
4,228.32 |
14.9% |
395.09 |
1.4% |
81% |
False |
False |
|
120 |
29,199.35 |
24,203.97 |
4,995.38 |
17.6% |
409.52 |
1.4% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,244.69 |
2.618 |
29,572.83 |
1.618 |
29,161.15 |
1.000 |
28,906.73 |
0.618 |
28,749.47 |
HIGH |
28,495.05 |
0.618 |
28,337.79 |
0.500 |
28,289.21 |
0.382 |
28,240.63 |
LOW |
28,083.37 |
0.618 |
27,828.95 |
1.000 |
27,671.69 |
1.618 |
27,417.27 |
2.618 |
27,005.59 |
4.250 |
26,333.73 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
28,356.52 |
28,199.08 |
PP |
28,322.87 |
28,007.97 |
S1 |
28,289.21 |
27,816.87 |
|