| 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 |
27,401 |
27,832 |
431 |
1.6% |
28,150 |
| High |
28,194 |
28,390 |
196 |
0.7% |
28,150 |
| Low |
26,903 |
27,648 |
745 |
2.8% |
25,953 |
| Close |
27,735 |
28,297 |
562 |
2.0% |
26,394 |
| Range |
1,291 |
742 |
-549 |
-42.5% |
2,197 |
| ATR |
628 |
636 |
8 |
1.3% |
0 |
| Volume |
309,164 |
193,707 |
-115,457 |
-37.3% |
1,332,405 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,338 |
30,059 |
28,705 |
|
| R3 |
29,596 |
29,317 |
28,501 |
|
| R2 |
28,854 |
28,854 |
28,433 |
|
| R1 |
28,575 |
28,575 |
28,365 |
28,715 |
| PP |
28,112 |
28,112 |
28,112 |
28,181 |
| S1 |
27,833 |
27,833 |
28,229 |
27,973 |
| S2 |
27,370 |
27,370 |
28,161 |
|
| S3 |
26,628 |
27,091 |
28,093 |
|
| S4 |
25,886 |
26,349 |
27,889 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,423 |
32,106 |
27,602 |
|
| R3 |
31,226 |
29,909 |
26,998 |
|
| R2 |
29,029 |
29,029 |
26,797 |
|
| R1 |
27,712 |
27,712 |
26,596 |
27,272 |
| PP |
26,832 |
26,832 |
26,832 |
26,613 |
| S1 |
25,515 |
25,515 |
26,193 |
25,075 |
| S2 |
24,635 |
24,635 |
25,991 |
|
| S3 |
22,438 |
23,318 |
25,790 |
|
| S4 |
20,241 |
21,121 |
25,186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,390 |
25,953 |
2,437 |
8.6% |
822 |
2.9% |
96% |
True |
False |
240,076 |
| 10 |
28,392 |
25,953 |
2,439 |
8.6% |
735 |
2.6% |
96% |
False |
False |
236,507 |
| 20 |
28,846 |
25,953 |
2,893 |
10.2% |
567 |
2.0% |
81% |
False |
False |
208,601 |
| 40 |
28,846 |
25,953 |
2,893 |
10.2% |
560 |
2.0% |
81% |
False |
False |
211,749 |
| 60 |
29,050 |
25,953 |
3,097 |
10.9% |
537 |
1.9% |
76% |
False |
False |
141,690 |
| 80 |
29,050 |
25,769 |
3,281 |
11.6% |
495 |
1.8% |
77% |
False |
False |
106,297 |
| 100 |
29,050 |
24,644 |
4,406 |
15.6% |
521 |
1.8% |
83% |
False |
False |
85,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,544 |
|
2.618 |
30,333 |
|
1.618 |
29,591 |
|
1.000 |
29,132 |
|
0.618 |
28,849 |
|
HIGH |
28,390 |
|
0.618 |
28,107 |
|
0.500 |
28,019 |
|
0.382 |
27,932 |
|
LOW |
27,648 |
|
0.618 |
27,190 |
|
1.000 |
26,906 |
|
1.618 |
26,448 |
|
2.618 |
25,706 |
|
4.250 |
24,495 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,204 |
28,064 |
| PP |
28,112 |
27,831 |
| S1 |
28,019 |
27,599 |
|