| 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 |
2,952.0 |
2,952.0 |
0.0 |
0.0% |
3,177.0 |
| High |
2,982.0 |
2,976.0 |
-6.0 |
-0.2% |
3,184.0 |
| Low |
2,914.0 |
2,887.0 |
-27.0 |
-0.9% |
2,887.0 |
| Close |
2,949.0 |
2,959.0 |
10.0 |
0.3% |
2,959.0 |
| Range |
68.0 |
89.0 |
21.0 |
30.9% |
297.0 |
| ATR |
70.1 |
71.4 |
1.4 |
1.9% |
0.0 |
| Volume |
1,466,877 |
1,373,498 |
-93,379 |
-6.4% |
7,084,445 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,207.7 |
3,172.3 |
3,008.0 |
|
| R3 |
3,118.7 |
3,083.3 |
2,983.5 |
|
| R2 |
3,029.7 |
3,029.7 |
2,975.3 |
|
| R1 |
2,994.3 |
2,994.3 |
2,967.2 |
3,012.0 |
| PP |
2,940.7 |
2,940.7 |
2,940.7 |
2,949.5 |
| S1 |
2,905.3 |
2,905.3 |
2,950.8 |
2,923.0 |
| S2 |
2,851.7 |
2,851.7 |
2,942.7 |
|
| S3 |
2,762.7 |
2,816.3 |
2,934.5 |
|
| S4 |
2,673.7 |
2,727.3 |
2,910.1 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,901.0 |
3,727.0 |
3,122.4 |
|
| R3 |
3,604.0 |
3,430.0 |
3,040.7 |
|
| R2 |
3,307.0 |
3,307.0 |
3,013.5 |
|
| R1 |
3,133.0 |
3,133.0 |
2,986.2 |
3,071.5 |
| PP |
3,010.0 |
3,010.0 |
3,010.0 |
2,979.3 |
| S1 |
2,836.0 |
2,836.0 |
2,931.8 |
2,774.5 |
| S2 |
2,713.0 |
2,713.0 |
2,904.6 |
|
| S3 |
2,416.0 |
2,539.0 |
2,877.3 |
|
| S4 |
2,119.0 |
2,242.0 |
2,795.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,184.0 |
2,887.0 |
297.0 |
10.0% |
92.6 |
3.1% |
24% |
False |
True |
1,416,889 |
| 10 |
3,276.0 |
2,887.0 |
389.0 |
13.1% |
76.9 |
2.6% |
19% |
False |
True |
1,113,296 |
| 20 |
3,301.0 |
2,887.0 |
414.0 |
14.0% |
61.8 |
2.1% |
17% |
False |
True |
941,470 |
| 40 |
3,337.0 |
2,887.0 |
450.0 |
15.2% |
63.4 |
2.1% |
16% |
False |
True |
888,340 |
| 60 |
3,385.0 |
2,887.0 |
498.0 |
16.8% |
61.4 |
2.1% |
14% |
False |
True |
594,078 |
| 80 |
3,430.0 |
2,887.0 |
543.0 |
18.4% |
59.2 |
2.0% |
13% |
False |
True |
445,978 |
| 100 |
3,430.0 |
2,887.0 |
543.0 |
18.4% |
58.8 |
2.0% |
13% |
False |
True |
357,966 |
| 120 |
3,430.0 |
2,723.0 |
707.0 |
23.9% |
55.2 |
1.9% |
33% |
False |
False |
300,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,354.3 |
|
2.618 |
3,209.0 |
|
1.618 |
3,120.0 |
|
1.000 |
3,065.0 |
|
0.618 |
3,031.0 |
|
HIGH |
2,976.0 |
|
0.618 |
2,942.0 |
|
0.500 |
2,931.5 |
|
0.382 |
2,921.0 |
|
LOW |
2,887.0 |
|
0.618 |
2,832.0 |
|
1.000 |
2,798.0 |
|
1.618 |
2,743.0 |
|
2.618 |
2,654.0 |
|
4.250 |
2,508.8 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,949.8 |
2,961.5 |
| PP |
2,940.7 |
2,960.7 |
| S1 |
2,931.5 |
2,959.8 |
|