Trading Metrics calculated at close of trading on 07-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2019 |
07-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
11.1781 |
11.0034 |
-0.1747 |
-1.6% |
7.7074 |
High |
11.3126 |
11.1345 |
-0.1781 |
-1.6% |
13.3410 |
Low |
10.9769 |
10.7506 |
-0.2263 |
-2.1% |
7.6297 |
Close |
11.0034 |
11.1345 |
0.1311 |
1.2% |
10.5637 |
Range |
0.3357 |
0.3839 |
0.0482 |
14.4% |
5.7113 |
ATR |
0.8421 |
0.8094 |
-0.0327 |
-3.9% |
0.0000 |
Volume |
1,204,320 |
1,169,441 |
-34,879 |
-2.9% |
13,939,060 |
|
Daily Pivots for day following 07-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.1582 |
12.0303 |
11.3456 |
|
R3 |
11.7743 |
11.6464 |
11.2401 |
|
R2 |
11.3904 |
11.3904 |
11.2049 |
|
R1 |
11.2625 |
11.2625 |
11.1697 |
11.3265 |
PP |
11.0065 |
11.0065 |
11.0065 |
11.0385 |
S1 |
10.8786 |
10.8786 |
11.0993 |
10.9426 |
S2 |
10.6226 |
10.6226 |
11.0641 |
|
S3 |
10.2387 |
10.4947 |
11.0289 |
|
S4 |
9.8548 |
10.1108 |
10.9234 |
|
|
Weekly Pivots for week ending 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.6454 |
24.8158 |
13.7049 |
|
R3 |
21.9341 |
19.1045 |
12.1343 |
|
R2 |
16.2228 |
16.2228 |
11.6108 |
|
R1 |
13.3932 |
13.3932 |
11.0872 |
14.8080 |
PP |
10.5115 |
10.5115 |
10.5115 |
11.2189 |
S1 |
7.6819 |
7.6819 |
10.0402 |
9.0967 |
S2 |
4.8002 |
4.8002 |
9.5166 |
|
S3 |
-0.9111 |
1.9706 |
8.9931 |
|
S4 |
-6.6224 |
-3.7407 |
7.4225 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.6572 |
10.2574 |
1.3998 |
12.6% |
0.5618 |
5.0% |
63% |
False |
False |
1,438,360 |
10 |
13.3410 |
6.8443 |
6.4967 |
58.3% |
1.2933 |
11.6% |
66% |
False |
False |
2,059,115 |
20 |
13.3410 |
6.7061 |
6.6349 |
59.6% |
0.8364 |
7.5% |
67% |
False |
False |
1,467,832 |
40 |
13.3410 |
6.7061 |
6.6349 |
59.6% |
0.7074 |
6.4% |
67% |
False |
False |
1,123,728 |
60 |
13.3410 |
6.7061 |
6.6349 |
59.6% |
0.6366 |
5.7% |
67% |
False |
False |
981,880 |
80 |
13.8451 |
6.7061 |
7.1390 |
64.1% |
0.6898 |
6.2% |
62% |
False |
False |
989,255 |
100 |
20.8595 |
6.7061 |
14.1534 |
127.1% |
0.9751 |
8.8% |
31% |
False |
False |
970,332 |
120 |
20.8595 |
6.7061 |
14.1534 |
127.1% |
1.0106 |
9.1% |
31% |
False |
False |
964,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.7661 |
2.618 |
12.1396 |
1.618 |
11.7557 |
1.000 |
11.5184 |
0.618 |
11.3718 |
HIGH |
11.1345 |
0.618 |
10.9879 |
0.500 |
10.9426 |
0.382 |
10.8972 |
LOW |
10.7506 |
0.618 |
10.5133 |
1.000 |
10.3667 |
1.618 |
10.1294 |
2.618 |
9.7455 |
4.250 |
9.1190 |
|
|
Fisher Pivots for day following 07-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
11.0705 |
11.1515 |
PP |
11.0065 |
11.1458 |
S1 |
10.9426 |
11.1402 |
|