| 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 |
1,537.0 |
1,565.1 |
28.1 |
1.8% |
1,634.7 |
| High |
1,568.2 |
1,620.1 |
51.9 |
3.3% |
1,634.7 |
| Low |
1,526.0 |
1,564.4 |
38.4 |
2.5% |
1,520.3 |
| Close |
1,564.7 |
1,611.0 |
46.3 |
3.0% |
1,536.8 |
| Range |
42.2 |
55.7 |
13.5 |
32.0% |
114.4 |
| ATR |
38.2 |
39.4 |
1.3 |
3.3% |
0.0 |
| Volume |
162,027 |
170,266 |
8,239 |
5.1% |
917,826 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.6 |
1,744.0 |
1,641.6 |
|
| R3 |
1,709.9 |
1,688.3 |
1,626.3 |
|
| R2 |
1,654.2 |
1,654.2 |
1,621.2 |
|
| R1 |
1,632.6 |
1,632.6 |
1,616.1 |
1,643.4 |
| PP |
1,598.5 |
1,598.5 |
1,598.5 |
1,603.9 |
| S1 |
1,576.9 |
1,576.9 |
1,605.9 |
1,587.7 |
| S2 |
1,542.8 |
1,542.8 |
1,600.8 |
|
| S3 |
1,487.1 |
1,521.2 |
1,595.7 |
|
| S4 |
1,431.4 |
1,465.5 |
1,580.4 |
|
|
| 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 |
1,620.1 |
1,520.3 |
99.8 |
6.2% |
44.3 |
2.8% |
91% |
True |
False |
189,781 |
| 10 |
1,641.7 |
1,520.3 |
121.4 |
7.5% |
40.6 |
2.5% |
75% |
False |
False |
167,652 |
| 20 |
1,651.7 |
1,520.3 |
131.4 |
8.2% |
35.6 |
2.2% |
69% |
False |
False |
165,960 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
14.0% |
39.1 |
2.4% |
82% |
False |
False |
175,572 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
14.0% |
36.0 |
2.2% |
82% |
False |
False |
117,203 |
| 80 |
1,651.7 |
1,387.8 |
263.9 |
16.4% |
34.2 |
2.1% |
85% |
False |
False |
87,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,856.8 |
|
2.618 |
1,765.9 |
|
1.618 |
1,710.2 |
|
1.000 |
1,675.8 |
|
0.618 |
1,654.5 |
|
HIGH |
1,620.1 |
|
0.618 |
1,598.8 |
|
0.500 |
1,592.3 |
|
0.382 |
1,585.7 |
|
LOW |
1,564.4 |
|
0.618 |
1,530.0 |
|
1.000 |
1,508.7 |
|
1.618 |
1,474.3 |
|
2.618 |
1,418.6 |
|
4.250 |
1,327.7 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,604.8 |
1,597.4 |
| PP |
1,598.5 |
1,583.8 |
| S1 |
1,592.3 |
1,570.2 |
|