Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
26,691.28 |
27,138.69 |
447.41 |
1.7% |
28,185.82 |
High |
27,043.48 |
27,640.21 |
596.73 |
2.2% |
28,185.82 |
Low |
26,691.28 |
27,138.69 |
447.41 |
1.7% |
26,143.77 |
Close |
26,925.05 |
27,480.03 |
554.98 |
2.1% |
26,501.60 |
Range |
352.20 |
501.52 |
149.32 |
42.4% |
2,042.05 |
ATR |
485.31 |
501.73 |
16.42 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,924.20 |
28,703.64 |
27,755.87 |
|
R3 |
28,422.68 |
28,202.12 |
27,617.95 |
|
R2 |
27,921.16 |
27,921.16 |
27,571.98 |
|
R1 |
27,700.60 |
27,700.60 |
27,526.00 |
27,810.88 |
PP |
27,419.64 |
27,419.64 |
27,419.64 |
27,474.79 |
S1 |
27,199.08 |
27,199.08 |
27,434.06 |
27,309.36 |
S2 |
26,918.12 |
26,918.12 |
27,388.08 |
|
S3 |
26,416.60 |
26,697.56 |
27,342.11 |
|
S4 |
25,915.08 |
26,196.04 |
27,204.19 |
|
|
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 |
27,640.21 |
26,143.77 |
1,496.44 |
5.4% |
509.70 |
1.9% |
89% |
True |
False |
|
10 |
28,450.64 |
26,143.77 |
2,306.87 |
8.4% |
453.60 |
1.7% |
58% |
False |
False |
|
20 |
28,957.90 |
26,143.77 |
2,814.13 |
10.2% |
386.40 |
1.4% |
47% |
False |
False |
|
40 |
28,957.90 |
26,143.77 |
2,814.13 |
10.2% |
429.66 |
1.6% |
47% |
False |
False |
|
60 |
29,199.35 |
26,143.77 |
3,055.58 |
11.1% |
406.52 |
1.5% |
44% |
False |
False |
|
80 |
29,199.35 |
25,992.28 |
3,207.07 |
11.7% |
378.29 |
1.4% |
46% |
False |
False |
|
100 |
29,199.35 |
24,843.18 |
4,356.17 |
15.9% |
401.29 |
1.5% |
61% |
False |
False |
|
120 |
29,199.35 |
23,354.15 |
5,845.20 |
21.3% |
408.06 |
1.5% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,771.67 |
2.618 |
28,953.19 |
1.618 |
28,451.67 |
1.000 |
28,141.73 |
0.618 |
27,950.15 |
HIGH |
27,640.21 |
0.618 |
27,448.63 |
0.500 |
27,389.45 |
0.382 |
27,330.27 |
LOW |
27,138.69 |
0.618 |
26,828.75 |
1.000 |
26,637.17 |
1.618 |
26,327.23 |
2.618 |
25,825.71 |
4.250 |
25,007.23 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
27,449.84 |
27,284.02 |
PP |
27,419.64 |
27,088.00 |
S1 |
27,389.45 |
26,891.99 |
|