| 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 |
11,180.50 |
11,213.25 |
32.75 |
0.3% |
11,634.00 |
| High |
11,457.75 |
11,281.25 |
-176.50 |
-1.5% |
11,695.50 |
| Low |
11,145.00 |
10,944.50 |
-200.50 |
-1.8% |
10,944.50 |
| Close |
11,342.75 |
11,046.25 |
-296.50 |
-2.6% |
11,046.25 |
| Range |
312.75 |
336.75 |
24.00 |
7.7% |
751.00 |
| ATR |
284.16 |
292.31 |
8.15 |
2.9% |
0.00 |
| Volume |
606,325 |
801,978 |
195,653 |
32.3% |
3,383,507 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,101.00 |
11,910.25 |
11,231.50 |
|
| R3 |
11,764.25 |
11,573.50 |
11,138.75 |
|
| R2 |
11,427.50 |
11,427.50 |
11,108.00 |
|
| R1 |
11,236.75 |
11,236.75 |
11,077.00 |
11,163.75 |
| PP |
11,090.75 |
11,090.75 |
11,090.75 |
11,054.00 |
| S1 |
10,900.00 |
10,900.00 |
11,015.50 |
10,827.00 |
| S2 |
10,754.00 |
10,754.00 |
10,984.50 |
|
| S3 |
10,417.25 |
10,563.25 |
10,953.75 |
|
| S4 |
10,080.50 |
10,226.50 |
10,861.00 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,481.75 |
13,015.00 |
11,459.25 |
|
| R3 |
12,730.75 |
12,264.00 |
11,252.75 |
|
| R2 |
11,979.75 |
11,979.75 |
11,184.00 |
|
| R1 |
11,513.00 |
11,513.00 |
11,115.00 |
11,371.00 |
| PP |
11,228.75 |
11,228.75 |
11,228.75 |
11,157.75 |
| S1 |
10,762.00 |
10,762.00 |
10,977.50 |
10,620.00 |
| S2 |
10,477.75 |
10,477.75 |
10,908.50 |
|
| S3 |
9,726.75 |
10,011.00 |
10,839.75 |
|
| S4 |
8,975.75 |
9,260.00 |
10,633.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,695.50 |
10,944.50 |
751.00 |
6.8% |
318.00 |
2.9% |
14% |
False |
True |
676,701 |
| 10 |
11,950.50 |
10,944.50 |
1,006.00 |
9.1% |
269.00 |
2.4% |
10% |
False |
True |
631,417 |
| 20 |
12,249.00 |
10,944.50 |
1,304.50 |
11.8% |
266.75 |
2.4% |
8% |
False |
True |
590,554 |
| 40 |
12,249.00 |
10,656.50 |
1,592.50 |
14.4% |
320.75 |
2.9% |
24% |
False |
False |
550,483 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
16.2% |
291.50 |
2.6% |
22% |
False |
False |
367,457 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
19.6% |
282.25 |
2.6% |
35% |
False |
False |
275,758 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
27.7% |
276.25 |
2.5% |
54% |
False |
False |
220,669 |
| 120 |
12,448.75 |
8,829.25 |
3,619.50 |
32.8% |
258.25 |
2.3% |
61% |
False |
False |
183,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,712.50 |
|
2.618 |
12,162.75 |
|
1.618 |
11,826.00 |
|
1.000 |
11,618.00 |
|
0.618 |
11,489.25 |
|
HIGH |
11,281.25 |
|
0.618 |
11,152.50 |
|
0.500 |
11,113.00 |
|
0.382 |
11,073.25 |
|
LOW |
10,944.50 |
|
0.618 |
10,736.50 |
|
1.000 |
10,607.75 |
|
1.618 |
10,399.75 |
|
2.618 |
10,063.00 |
|
4.250 |
9,513.25 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,113.00 |
11,255.50 |
| PP |
11,090.75 |
11,185.75 |
| S1 |
11,068.50 |
11,116.00 |
|