| 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 |
1,877.0 |
1,896.4 |
19.4 |
1.0% |
1,906.0 |
| High |
1,897.1 |
1,912.2 |
15.1 |
0.8% |
1,913.8 |
| Low |
1,873.3 |
1,887.6 |
14.3 |
0.8% |
1,859.2 |
| Close |
1,892.5 |
1,910.4 |
17.9 |
0.9% |
1,879.9 |
| Range |
23.8 |
24.6 |
0.8 |
3.4% |
54.6 |
| ATR |
28.4 |
28.1 |
-0.3 |
-1.0% |
0.0 |
| Volume |
164,943 |
171,368 |
6,425 |
3.9% |
1,055,027 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,977.2 |
1,968.4 |
1,923.9 |
|
| R3 |
1,952.6 |
1,943.8 |
1,917.2 |
|
| R2 |
1,928.0 |
1,928.0 |
1,914.9 |
|
| R1 |
1,919.2 |
1,919.2 |
1,912.7 |
1,923.6 |
| PP |
1,903.4 |
1,903.4 |
1,903.4 |
1,905.6 |
| S1 |
1,894.6 |
1,894.6 |
1,908.1 |
1,899.0 |
| S2 |
1,878.8 |
1,878.8 |
1,905.9 |
|
| S3 |
1,854.2 |
1,870.0 |
1,903.6 |
|
| S4 |
1,829.6 |
1,845.4 |
1,896.9 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.1 |
2,018.6 |
1,909.9 |
|
| R3 |
1,993.5 |
1,964.0 |
1,894.9 |
|
| R2 |
1,938.9 |
1,938.9 |
1,889.9 |
|
| R1 |
1,909.4 |
1,909.4 |
1,884.9 |
1,896.9 |
| PP |
1,884.3 |
1,884.3 |
1,884.3 |
1,878.0 |
| S1 |
1,854.8 |
1,854.8 |
1,874.9 |
1,842.3 |
| S2 |
1,829.7 |
1,829.7 |
1,869.9 |
|
| S3 |
1,775.1 |
1,800.2 |
1,864.9 |
|
| S4 |
1,720.5 |
1,745.6 |
1,849.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,912.6 |
1,859.2 |
53.4 |
2.8% |
29.1 |
1.5% |
96% |
False |
False |
214,345 |
| 10 |
1,936.0 |
1,859.2 |
76.8 |
4.0% |
26.1 |
1.4% |
67% |
False |
False |
198,114 |
| 20 |
1,939.4 |
1,859.2 |
80.2 |
4.2% |
25.8 |
1.4% |
64% |
False |
False |
194,116 |
| 40 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
29.0 |
1.5% |
45% |
False |
False |
225,392 |
| 60 |
2,040.5 |
1,851.0 |
189.5 |
9.9% |
36.2 |
1.9% |
31% |
False |
False |
267,917 |
| 80 |
2,089.2 |
1,819.3 |
269.9 |
14.1% |
36.0 |
1.9% |
34% |
False |
False |
240,410 |
| 100 |
2,089.2 |
1,724.6 |
364.6 |
19.1% |
33.8 |
1.8% |
51% |
False |
False |
195,403 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
33.1 |
1.7% |
55% |
False |
False |
163,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,016.8 |
|
2.618 |
1,976.6 |
|
1.618 |
1,952.0 |
|
1.000 |
1,936.8 |
|
0.618 |
1,927.4 |
|
HIGH |
1,912.2 |
|
0.618 |
1,902.8 |
|
0.500 |
1,899.9 |
|
0.382 |
1,897.0 |
|
LOW |
1,887.6 |
|
0.618 |
1,872.4 |
|
1.000 |
1,863.0 |
|
1.618 |
1,847.8 |
|
2.618 |
1,823.2 |
|
4.250 |
1,783.1 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.9 |
1,902.9 |
| PP |
1,903.4 |
1,895.3 |
| S1 |
1,899.9 |
1,887.8 |
|