| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,362.75 |
3,448.00 |
85.25 |
2.5% |
3,445.75 |
| High |
3,480.00 |
3,522.50 |
42.50 |
1.2% |
3,446.25 |
| Low |
3,319.00 |
3,428.25 |
109.25 |
3.3% |
3,225.00 |
| Close |
3,435.00 |
3,504.75 |
69.75 |
2.0% |
3,264.75 |
| Range |
161.00 |
94.25 |
-66.75 |
-41.5% |
221.25 |
| ATR |
75.48 |
76.82 |
1.34 |
1.8% |
0.00 |
| Volume |
2,813,083 |
1,671,417 |
-1,141,666 |
-40.6% |
10,611,408 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,768.00 |
3,730.50 |
3,556.50 |
|
| R3 |
3,673.75 |
3,636.25 |
3,530.75 |
|
| R2 |
3,579.50 |
3,579.50 |
3,522.00 |
|
| R1 |
3,542.00 |
3,542.00 |
3,513.50 |
3,560.75 |
| PP |
3,485.25 |
3,485.25 |
3,485.25 |
3,494.50 |
| S1 |
3,447.75 |
3,447.75 |
3,496.00 |
3,466.50 |
| S2 |
3,391.00 |
3,391.00 |
3,487.50 |
|
| S3 |
3,296.75 |
3,353.50 |
3,478.75 |
|
| S4 |
3,202.50 |
3,259.25 |
3,453.00 |
|
|
| 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 |
3,522.50 |
3,225.00 |
297.50 |
8.5% |
97.75 |
2.8% |
94% |
True |
False |
2,098,687 |
| 10 |
3,522.50 |
3,225.00 |
297.50 |
8.5% |
84.50 |
2.4% |
94% |
True |
False |
1,982,623 |
| 20 |
3,541.00 |
3,225.00 |
316.00 |
9.0% |
69.00 |
2.0% |
89% |
False |
False |
1,757,458 |
| 40 |
3,541.00 |
3,198.00 |
343.00 |
9.8% |
69.00 |
2.0% |
89% |
False |
False |
1,799,941 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
10.8% |
65.50 |
1.9% |
81% |
False |
False |
1,214,942 |
| 80 |
3,576.25 |
3,178.00 |
398.25 |
11.4% |
60.25 |
1.7% |
82% |
False |
False |
911,843 |
| 100 |
3,576.25 |
2,972.00 |
604.25 |
17.2% |
62.00 |
1.8% |
88% |
False |
False |
729,891 |
| 120 |
3,576.25 |
2,891.00 |
685.25 |
19.6% |
63.50 |
1.8% |
90% |
False |
False |
608,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,923.00 |
|
2.618 |
3,769.25 |
|
1.618 |
3,675.00 |
|
1.000 |
3,616.75 |
|
0.618 |
3,580.75 |
|
HIGH |
3,522.50 |
|
0.618 |
3,486.50 |
|
0.500 |
3,475.50 |
|
0.382 |
3,464.25 |
|
LOW |
3,428.25 |
|
0.618 |
3,370.00 |
|
1.000 |
3,334.00 |
|
1.618 |
3,275.75 |
|
2.618 |
3,181.50 |
|
4.250 |
3,027.75 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,495.00 |
3,473.75 |
| PP |
3,485.25 |
3,442.75 |
| S1 |
3,475.50 |
3,412.00 |
|