| 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 |
2,952.0 |
2,949.0 |
-3.0 |
-0.1% |
3,177.0 |
| High |
2,976.0 |
3,029.0 |
53.0 |
1.8% |
3,184.0 |
| Low |
2,887.0 |
2,938.0 |
51.0 |
1.8% |
2,887.0 |
| Close |
2,959.0 |
3,013.0 |
54.0 |
1.8% |
2,959.0 |
| Range |
89.0 |
91.0 |
2.0 |
2.2% |
297.0 |
| ATR |
71.4 |
72.8 |
1.4 |
2.0% |
0.0 |
| Volume |
1,373,498 |
1,022,316 |
-351,182 |
-25.6% |
7,084,445 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.3 |
3,230.7 |
3,063.1 |
|
| R3 |
3,175.3 |
3,139.7 |
3,038.0 |
|
| R2 |
3,084.3 |
3,084.3 |
3,029.7 |
|
| R1 |
3,048.7 |
3,048.7 |
3,021.3 |
3,066.5 |
| PP |
2,993.3 |
2,993.3 |
2,993.3 |
3,002.3 |
| S1 |
2,957.7 |
2,957.7 |
3,004.7 |
2,975.5 |
| S2 |
2,902.3 |
2,902.3 |
2,996.3 |
|
| S3 |
2,811.3 |
2,866.7 |
2,988.0 |
|
| S4 |
2,720.3 |
2,775.7 |
2,963.0 |
|
|
| 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 |
3,114.0 |
2,887.0 |
227.0 |
7.5% |
88.8 |
2.9% |
56% |
False |
False |
1,409,731 |
| 10 |
3,244.0 |
2,887.0 |
357.0 |
11.8% |
78.1 |
2.6% |
35% |
False |
False |
1,148,190 |
| 20 |
3,301.0 |
2,887.0 |
414.0 |
13.7% |
64.4 |
2.1% |
30% |
False |
False |
962,030 |
| 40 |
3,337.0 |
2,887.0 |
450.0 |
14.9% |
63.4 |
2.1% |
28% |
False |
False |
913,058 |
| 60 |
3,385.0 |
2,887.0 |
498.0 |
16.5% |
62.3 |
2.1% |
25% |
False |
False |
611,033 |
| 80 |
3,430.0 |
2,887.0 |
543.0 |
18.0% |
59.4 |
2.0% |
23% |
False |
False |
458,754 |
| 100 |
3,430.0 |
2,887.0 |
543.0 |
18.0% |
59.2 |
2.0% |
23% |
False |
False |
368,086 |
| 120 |
3,430.0 |
2,785.0 |
645.0 |
21.4% |
56.0 |
1.9% |
35% |
False |
False |
308,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,415.8 |
|
2.618 |
3,267.2 |
|
1.618 |
3,176.2 |
|
1.000 |
3,120.0 |
|
0.618 |
3,085.2 |
|
HIGH |
3,029.0 |
|
0.618 |
2,994.2 |
|
0.500 |
2,983.5 |
|
0.382 |
2,972.8 |
|
LOW |
2,938.0 |
|
0.618 |
2,881.8 |
|
1.000 |
2,847.0 |
|
1.618 |
2,790.8 |
|
2.618 |
2,699.8 |
|
4.250 |
2,551.3 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,003.2 |
2,994.7 |
| PP |
2,993.3 |
2,976.3 |
| S1 |
2,983.5 |
2,958.0 |
|