| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2,949.0 |
3,023.0 |
74.0 |
2.5% |
3,177.0 |
| High |
3,029.0 |
3,118.0 |
89.0 |
2.9% |
3,184.0 |
| Low |
2,938.0 |
3,023.0 |
85.0 |
2.9% |
2,887.0 |
| Close |
3,013.0 |
3,095.0 |
82.0 |
2.7% |
2,959.0 |
| Range |
91.0 |
95.0 |
4.0 |
4.4% |
297.0 |
| ATR |
72.8 |
75.1 |
2.3 |
3.2% |
0.0 |
| Volume |
1,022,316 |
1,170,863 |
148,547 |
14.5% |
7,084,445 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,363.7 |
3,324.3 |
3,147.3 |
|
| R3 |
3,268.7 |
3,229.3 |
3,121.1 |
|
| R2 |
3,173.7 |
3,173.7 |
3,112.4 |
|
| R1 |
3,134.3 |
3,134.3 |
3,103.7 |
3,154.0 |
| PP |
3,078.7 |
3,078.7 |
3,078.7 |
3,088.5 |
| S1 |
3,039.3 |
3,039.3 |
3,086.3 |
3,059.0 |
| S2 |
2,983.7 |
2,983.7 |
3,077.6 |
|
| S3 |
2,888.7 |
2,944.3 |
3,068.9 |
|
| S4 |
2,793.7 |
2,849.3 |
3,042.8 |
|
|
| 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 |
3,118.0 |
2,887.0 |
231.0 |
7.5% |
91.0 |
2.9% |
90% |
True |
False |
1,423,316 |
| 10 |
3,243.0 |
2,887.0 |
356.0 |
11.5% |
84.0 |
2.7% |
58% |
False |
False |
1,195,313 |
| 20 |
3,301.0 |
2,887.0 |
414.0 |
13.4% |
66.6 |
2.2% |
50% |
False |
False |
981,694 |
| 40 |
3,337.0 |
2,887.0 |
450.0 |
14.5% |
63.6 |
2.1% |
46% |
False |
False |
941,334 |
| 60 |
3,385.0 |
2,887.0 |
498.0 |
16.1% |
63.2 |
2.0% |
42% |
False |
False |
630,494 |
| 80 |
3,430.0 |
2,887.0 |
543.0 |
17.5% |
59.8 |
1.9% |
38% |
False |
False |
473,387 |
| 100 |
3,430.0 |
2,887.0 |
543.0 |
17.5% |
59.2 |
1.9% |
38% |
False |
False |
379,700 |
| 120 |
3,430.0 |
2,826.0 |
604.0 |
19.5% |
56.0 |
1.8% |
45% |
False |
False |
318,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,521.8 |
|
2.618 |
3,366.7 |
|
1.618 |
3,271.7 |
|
1.000 |
3,213.0 |
|
0.618 |
3,176.7 |
|
HIGH |
3,118.0 |
|
0.618 |
3,081.7 |
|
0.500 |
3,070.5 |
|
0.382 |
3,059.3 |
|
LOW |
3,023.0 |
|
0.618 |
2,964.3 |
|
1.000 |
2,928.0 |
|
1.618 |
2,869.3 |
|
2.618 |
2,774.3 |
|
4.250 |
2,619.3 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,086.8 |
3,064.2 |
| PP |
3,078.7 |
3,033.3 |
| S1 |
3,070.5 |
3,002.5 |
|