| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,268.00 |
3,260.00 |
-8.00 |
-0.2% |
3,445.75 |
| High |
3,296.25 |
3,323.50 |
27.25 |
0.8% |
3,446.25 |
| Low |
3,225.00 |
3,243.25 |
18.25 |
0.6% |
3,225.00 |
| Close |
3,264.75 |
3,300.50 |
35.75 |
1.1% |
3,264.75 |
| Range |
71.25 |
80.25 |
9.00 |
12.6% |
221.25 |
| ATR |
66.92 |
67.87 |
0.95 |
1.4% |
0.00 |
| Volume |
2,494,925 |
1,849,320 |
-645,605 |
-25.9% |
10,611,408 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,529.75 |
3,495.50 |
3,344.75 |
|
| R3 |
3,449.50 |
3,415.25 |
3,322.50 |
|
| R2 |
3,369.25 |
3,369.25 |
3,315.25 |
|
| R1 |
3,335.00 |
3,335.00 |
3,307.75 |
3,352.00 |
| PP |
3,289.00 |
3,289.00 |
3,289.00 |
3,297.75 |
| S1 |
3,254.75 |
3,254.75 |
3,293.25 |
3,272.00 |
| S2 |
3,208.75 |
3,208.75 |
3,285.75 |
|
| S3 |
3,128.50 |
3,174.50 |
3,278.50 |
|
| S4 |
3,048.25 |
3,094.25 |
3,256.25 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,975.75 |
3,841.50 |
3,386.50 |
|
| R3 |
3,754.50 |
3,620.25 |
3,325.50 |
|
| R2 |
3,533.25 |
3,533.25 |
3,305.25 |
|
| R1 |
3,399.00 |
3,399.00 |
3,285.00 |
3,355.50 |
| PP |
3,312.00 |
3,312.00 |
3,312.00 |
3,290.25 |
| S1 |
3,177.75 |
3,177.75 |
3,244.50 |
3,134.25 |
| S2 |
3,090.75 |
3,090.75 |
3,224.25 |
|
| S3 |
2,869.50 |
2,956.50 |
3,204.00 |
|
| S4 |
2,648.25 |
2,735.25 |
3,143.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,410.00 |
3,225.00 |
185.00 |
5.6% |
77.25 |
2.3% |
41% |
False |
False |
2,100,589 |
| 10 |
3,469.75 |
3,225.00 |
244.75 |
7.4% |
64.75 |
2.0% |
31% |
False |
False |
1,856,175 |
| 20 |
3,541.00 |
3,225.00 |
316.00 |
9.6% |
63.00 |
1.9% |
24% |
False |
False |
1,660,332 |
| 40 |
3,541.00 |
3,198.00 |
343.00 |
10.4% |
69.25 |
2.1% |
30% |
False |
False |
1,664,412 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.5% |
62.25 |
1.9% |
27% |
False |
False |
1,112,662 |
| 80 |
3,576.25 |
3,108.50 |
467.75 |
14.2% |
58.50 |
1.8% |
41% |
False |
False |
835,054 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
20.0% |
62.00 |
1.9% |
58% |
False |
False |
668,444 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
25.2% |
62.75 |
1.9% |
67% |
False |
False |
557,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,664.50 |
|
2.618 |
3,533.50 |
|
1.618 |
3,453.25 |
|
1.000 |
3,403.75 |
|
0.618 |
3,373.00 |
|
HIGH |
3,323.50 |
|
0.618 |
3,292.75 |
|
0.500 |
3,283.50 |
|
0.382 |
3,274.00 |
|
LOW |
3,243.25 |
|
0.618 |
3,193.75 |
|
1.000 |
3,163.00 |
|
1.618 |
3,113.50 |
|
2.618 |
3,033.25 |
|
4.250 |
2,902.25 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,294.75 |
3,293.50 |
| PP |
3,289.00 |
3,286.50 |
| S1 |
3,283.50 |
3,279.50 |
|