| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,544.4 |
1,542.6 |
-1.8 |
-0.1% |
1,634.7 |
| High |
1,565.0 |
1,559.8 |
-5.2 |
-0.3% |
1,634.7 |
| Low |
1,523.0 |
1,520.3 |
-2.7 |
-0.2% |
1,520.3 |
| Close |
1,558.4 |
1,536.8 |
-21.6 |
-1.4% |
1,536.8 |
| Range |
42.0 |
39.5 |
-2.5 |
-6.0% |
114.4 |
| ATR |
37.8 |
37.9 |
0.1 |
0.3% |
0.0 |
| Volume |
182,327 |
221,929 |
39,602 |
21.7% |
917,826 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,657.5 |
1,636.6 |
1,558.5 |
|
| R3 |
1,618.0 |
1,597.1 |
1,547.7 |
|
| R2 |
1,578.5 |
1,578.5 |
1,544.0 |
|
| R1 |
1,557.6 |
1,557.6 |
1,540.4 |
1,548.3 |
| PP |
1,539.0 |
1,539.0 |
1,539.0 |
1,534.3 |
| S1 |
1,518.1 |
1,518.1 |
1,533.2 |
1,508.8 |
| S2 |
1,499.5 |
1,499.5 |
1,529.6 |
|
| S3 |
1,460.0 |
1,478.6 |
1,525.9 |
|
| S4 |
1,420.5 |
1,439.1 |
1,515.1 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.1 |
1,836.4 |
1,599.7 |
|
| R3 |
1,792.7 |
1,722.0 |
1,568.3 |
|
| R2 |
1,678.3 |
1,678.3 |
1,557.8 |
|
| R1 |
1,607.6 |
1,607.6 |
1,547.3 |
1,585.8 |
| PP |
1,563.9 |
1,563.9 |
1,563.9 |
1,553.0 |
| S1 |
1,493.2 |
1,493.2 |
1,526.3 |
1,471.4 |
| S2 |
1,449.5 |
1,449.5 |
1,515.8 |
|
| S3 |
1,335.1 |
1,378.8 |
1,505.3 |
|
| S4 |
1,220.7 |
1,264.4 |
1,473.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,634.7 |
1,520.3 |
114.4 |
7.4% |
42.4 |
2.8% |
14% |
False |
True |
183,565 |
| 10 |
1,648.4 |
1,520.3 |
128.1 |
8.3% |
37.7 |
2.5% |
13% |
False |
True |
162,611 |
| 20 |
1,651.7 |
1,520.3 |
131.4 |
8.6% |
35.6 |
2.3% |
13% |
False |
True |
170,782 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
14.7% |
39.8 |
2.6% |
49% |
False |
False |
167,398 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
14.7% |
35.4 |
2.3% |
49% |
False |
False |
111,666 |
| 80 |
1,651.7 |
1,372.2 |
279.5 |
18.2% |
34.3 |
2.2% |
59% |
False |
False |
83,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.7 |
|
2.618 |
1,663.2 |
|
1.618 |
1,623.7 |
|
1.000 |
1,599.3 |
|
0.618 |
1,584.2 |
|
HIGH |
1,559.8 |
|
0.618 |
1,544.7 |
|
0.500 |
1,540.1 |
|
0.382 |
1,535.4 |
|
LOW |
1,520.3 |
|
0.618 |
1,495.9 |
|
1.000 |
1,480.8 |
|
1.618 |
1,456.4 |
|
2.618 |
1,416.9 |
|
4.250 |
1,352.4 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,540.1 |
1,549.9 |
| PP |
1,539.0 |
1,545.5 |
| S1 |
1,537.9 |
1,541.2 |
|