| 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 |
11,213.25 |
11,034.50 |
-178.75 |
-1.6% |
11,634.00 |
| High |
11,281.25 |
11,212.00 |
-69.25 |
-0.6% |
11,695.50 |
| Low |
10,944.50 |
10,942.25 |
-2.25 |
0.0% |
10,944.50 |
| Close |
11,046.25 |
11,063.25 |
17.00 |
0.2% |
11,046.25 |
| Range |
336.75 |
269.75 |
-67.00 |
-19.9% |
751.00 |
| ATR |
292.31 |
290.70 |
-1.61 |
-0.6% |
0.00 |
| Volume |
801,978 |
602,651 |
-199,327 |
-24.9% |
3,383,507 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,881.75 |
11,742.25 |
11,211.50 |
|
| R3 |
11,612.00 |
11,472.50 |
11,137.50 |
|
| R2 |
11,342.25 |
11,342.25 |
11,112.75 |
|
| R1 |
11,202.75 |
11,202.75 |
11,088.00 |
11,272.50 |
| PP |
11,072.50 |
11,072.50 |
11,072.50 |
11,107.50 |
| S1 |
10,933.00 |
10,933.00 |
11,038.50 |
11,002.75 |
| S2 |
10,802.75 |
10,802.75 |
11,013.75 |
|
| S3 |
10,533.00 |
10,663.25 |
10,989.00 |
|
| S4 |
10,263.25 |
10,393.50 |
10,915.00 |
|
|
| 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 |
11,623.00 |
10,942.25 |
680.75 |
6.2% |
301.50 |
2.7% |
18% |
False |
True |
662,403 |
| 10 |
11,792.00 |
10,942.25 |
849.75 |
7.7% |
260.00 |
2.4% |
14% |
False |
True |
629,362 |
| 20 |
12,249.00 |
10,942.25 |
1,306.75 |
11.8% |
268.75 |
2.4% |
9% |
False |
True |
600,764 |
| 40 |
12,249.00 |
10,656.50 |
1,592.50 |
14.4% |
310.25 |
2.8% |
26% |
False |
False |
565,262 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
16.2% |
292.00 |
2.6% |
23% |
False |
False |
377,492 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
19.5% |
283.00 |
2.6% |
36% |
False |
False |
283,285 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
27.6% |
274.00 |
2.5% |
55% |
False |
False |
226,695 |
| 120 |
12,448.75 |
8,829.25 |
3,619.50 |
32.7% |
258.00 |
2.3% |
62% |
False |
False |
188,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,358.50 |
|
2.618 |
11,918.25 |
|
1.618 |
11,648.50 |
|
1.000 |
11,481.75 |
|
0.618 |
11,378.75 |
|
HIGH |
11,212.00 |
|
0.618 |
11,109.00 |
|
0.500 |
11,077.00 |
|
0.382 |
11,045.25 |
|
LOW |
10,942.25 |
|
0.618 |
10,775.50 |
|
1.000 |
10,672.50 |
|
1.618 |
10,505.75 |
|
2.618 |
10,236.00 |
|
4.250 |
9,795.75 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,077.00 |
11,200.00 |
| PP |
11,072.50 |
11,154.50 |
| S1 |
11,068.00 |
11,108.75 |
|