| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,023.0 |
3,125.0 |
102.0 |
3.4% |
3,177.0 |
| High |
3,118.0 |
3,170.0 |
52.0 |
1.7% |
3,184.0 |
| Low |
3,023.0 |
3,009.0 |
-14.0 |
-0.5% |
2,887.0 |
| Close |
3,095.0 |
3,154.0 |
59.0 |
1.9% |
2,959.0 |
| Range |
95.0 |
161.0 |
66.0 |
69.5% |
297.0 |
| ATR |
75.1 |
81.2 |
6.1 |
8.2% |
0.0 |
| Volume |
1,170,863 |
1,540,986 |
370,123 |
31.6% |
7,084,445 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,594.0 |
3,535.0 |
3,242.6 |
|
| R3 |
3,433.0 |
3,374.0 |
3,198.3 |
|
| R2 |
3,272.0 |
3,272.0 |
3,183.5 |
|
| R1 |
3,213.0 |
3,213.0 |
3,168.8 |
3,242.5 |
| PP |
3,111.0 |
3,111.0 |
3,111.0 |
3,125.8 |
| S1 |
3,052.0 |
3,052.0 |
3,139.2 |
3,081.5 |
| S2 |
2,950.0 |
2,950.0 |
3,124.5 |
|
| S3 |
2,789.0 |
2,891.0 |
3,109.7 |
|
| S4 |
2,628.0 |
2,730.0 |
3,065.5 |
|
|
| 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 |
3,170.0 |
2,887.0 |
283.0 |
9.0% |
100.8 |
3.2% |
94% |
True |
False |
1,314,908 |
| 10 |
3,211.0 |
2,887.0 |
324.0 |
10.3% |
92.2 |
2.9% |
82% |
False |
False |
1,260,843 |
| 20 |
3,301.0 |
2,887.0 |
414.0 |
13.1% |
72.7 |
2.3% |
64% |
False |
False |
1,027,417 |
| 40 |
3,337.0 |
2,887.0 |
450.0 |
14.3% |
65.0 |
2.1% |
59% |
False |
False |
977,284 |
| 60 |
3,385.0 |
2,887.0 |
498.0 |
15.8% |
64.8 |
2.1% |
54% |
False |
False |
656,169 |
| 80 |
3,430.0 |
2,887.0 |
543.0 |
17.2% |
61.1 |
1.9% |
49% |
False |
False |
492,643 |
| 100 |
3,430.0 |
2,887.0 |
543.0 |
17.2% |
60.0 |
1.9% |
49% |
False |
False |
395,034 |
| 120 |
3,430.0 |
2,826.0 |
604.0 |
19.2% |
57.2 |
1.8% |
54% |
False |
False |
330,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,854.3 |
|
2.618 |
3,591.5 |
|
1.618 |
3,430.5 |
|
1.000 |
3,331.0 |
|
0.618 |
3,269.5 |
|
HIGH |
3,170.0 |
|
0.618 |
3,108.5 |
|
0.500 |
3,089.5 |
|
0.382 |
3,070.5 |
|
LOW |
3,009.0 |
|
0.618 |
2,909.5 |
|
1.000 |
2,848.0 |
|
1.618 |
2,748.5 |
|
2.618 |
2,587.5 |
|
4.250 |
2,324.8 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,132.5 |
3,120.7 |
| PP |
3,111.0 |
3,087.3 |
| S1 |
3,089.5 |
3,054.0 |
|