| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,896.4 |
1,910.3 |
13.9 |
0.7% |
1,906.0 |
| High |
1,912.2 |
1,917.9 |
5.7 |
0.3% |
1,913.8 |
| Low |
1,887.6 |
1,881.8 |
-5.8 |
-0.3% |
1,859.2 |
| Close |
1,910.4 |
1,896.2 |
-14.2 |
-0.7% |
1,879.9 |
| Range |
24.6 |
36.1 |
11.5 |
46.7% |
54.6 |
| ATR |
28.1 |
28.7 |
0.6 |
2.0% |
0.0 |
| Volume |
171,368 |
293,946 |
122,578 |
71.5% |
1,055,027 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.9 |
1,987.7 |
1,916.1 |
|
| R3 |
1,970.8 |
1,951.6 |
1,906.1 |
|
| R2 |
1,934.7 |
1,934.7 |
1,902.8 |
|
| R1 |
1,915.5 |
1,915.5 |
1,899.5 |
1,907.1 |
| PP |
1,898.6 |
1,898.6 |
1,898.6 |
1,894.4 |
| S1 |
1,879.4 |
1,879.4 |
1,892.9 |
1,871.0 |
| S2 |
1,862.5 |
1,862.5 |
1,889.6 |
|
| S3 |
1,826.4 |
1,843.3 |
1,886.3 |
|
| S4 |
1,790.3 |
1,807.2 |
1,876.3 |
|
|
| 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 |
1,917.9 |
1,859.2 |
58.7 |
3.1% |
27.6 |
1.5% |
63% |
True |
False |
213,717 |
| 10 |
1,929.4 |
1,859.2 |
70.2 |
3.7% |
27.3 |
1.4% |
53% |
False |
False |
207,382 |
| 20 |
1,939.4 |
1,859.2 |
80.2 |
4.2% |
26.4 |
1.4% |
46% |
False |
False |
199,384 |
| 40 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
29.1 |
1.5% |
34% |
False |
False |
227,061 |
| 60 |
2,024.6 |
1,851.0 |
173.6 |
9.2% |
34.6 |
1.8% |
26% |
False |
False |
263,399 |
| 80 |
2,089.2 |
1,819.9 |
269.3 |
14.2% |
36.2 |
1.9% |
28% |
False |
False |
243,577 |
| 100 |
2,089.2 |
1,735.6 |
353.6 |
18.6% |
33.8 |
1.8% |
45% |
False |
False |
198,298 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
21.0% |
33.2 |
1.7% |
52% |
False |
False |
166,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.3 |
|
2.618 |
2,012.4 |
|
1.618 |
1,976.3 |
|
1.000 |
1,954.0 |
|
0.618 |
1,940.2 |
|
HIGH |
1,917.9 |
|
0.618 |
1,904.1 |
|
0.500 |
1,899.9 |
|
0.382 |
1,895.6 |
|
LOW |
1,881.8 |
|
0.618 |
1,859.5 |
|
1.000 |
1,845.7 |
|
1.618 |
1,823.4 |
|
2.618 |
1,787.3 |
|
4.250 |
1,728.4 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.9 |
1,896.0 |
| PP |
1,898.6 |
1,895.8 |
| S1 |
1,897.4 |
1,895.6 |
|