| 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 |
1,877.5 |
1,867.9 |
-9.6 |
-0.5% |
1,906.0 |
| High |
1,885.1 |
1,890.9 |
5.8 |
0.3% |
1,913.8 |
| Low |
1,859.2 |
1,863.3 |
4.1 |
0.2% |
1,859.2 |
| Close |
1,868.0 |
1,879.9 |
11.9 |
0.6% |
1,879.9 |
| Range |
25.9 |
27.6 |
1.7 |
6.6% |
54.6 |
| ATR |
28.8 |
28.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
225,159 |
213,173 |
-11,986 |
-5.3% |
1,055,027 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.8 |
1,948.0 |
1,895.1 |
|
| R3 |
1,933.2 |
1,920.4 |
1,887.5 |
|
| R2 |
1,905.6 |
1,905.6 |
1,885.0 |
|
| R1 |
1,892.8 |
1,892.8 |
1,882.4 |
1,899.2 |
| PP |
1,878.0 |
1,878.0 |
1,878.0 |
1,881.3 |
| S1 |
1,865.2 |
1,865.2 |
1,877.4 |
1,871.6 |
| S2 |
1,850.4 |
1,850.4 |
1,874.8 |
|
| S3 |
1,822.8 |
1,837.6 |
1,872.3 |
|
| S4 |
1,795.2 |
1,810.0 |
1,864.7 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.1 |
2,018.6 |
1,909.9 |
|
| R3 |
1,993.5 |
1,964.0 |
1,894.9 |
|
| R2 |
1,938.9 |
1,938.9 |
1,889.9 |
|
| R1 |
1,909.4 |
1,909.4 |
1,884.9 |
1,896.9 |
| PP |
1,884.3 |
1,884.3 |
1,884.3 |
1,878.0 |
| S1 |
1,854.8 |
1,854.8 |
1,874.9 |
1,842.3 |
| S2 |
1,829.7 |
1,829.7 |
1,869.9 |
|
| S3 |
1,775.1 |
1,800.2 |
1,864.9 |
|
| S4 |
1,720.5 |
1,745.6 |
1,849.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,913.8 |
1,859.2 |
54.6 |
2.9% |
26.1 |
1.4% |
38% |
False |
False |
211,005 |
| 10 |
1,936.0 |
1,859.2 |
76.8 |
4.1% |
25.7 |
1.4% |
27% |
False |
False |
196,860 |
| 20 |
1,939.4 |
1,859.2 |
80.2 |
4.3% |
27.5 |
1.5% |
26% |
False |
False |
197,152 |
| 40 |
1,983.8 |
1,851.0 |
132.8 |
7.1% |
29.6 |
1.6% |
22% |
False |
False |
235,003 |
| 60 |
2,089.2 |
1,851.0 |
238.2 |
12.7% |
37.0 |
2.0% |
12% |
False |
False |
273,135 |
| 80 |
2,089.2 |
1,819.3 |
269.9 |
14.4% |
35.9 |
1.9% |
22% |
False |
False |
237,159 |
| 100 |
2,089.2 |
1,724.6 |
364.6 |
19.4% |
33.8 |
1.8% |
43% |
False |
False |
192,142 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
21.2% |
33.1 |
1.8% |
48% |
False |
False |
161,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,008.2 |
|
2.618 |
1,963.2 |
|
1.618 |
1,935.6 |
|
1.000 |
1,918.5 |
|
0.618 |
1,908.0 |
|
HIGH |
1,890.9 |
|
0.618 |
1,880.4 |
|
0.500 |
1,877.1 |
|
0.382 |
1,873.8 |
|
LOW |
1,863.3 |
|
0.618 |
1,846.2 |
|
1.000 |
1,835.7 |
|
1.618 |
1,818.6 |
|
2.618 |
1,791.0 |
|
4.250 |
1,746.0 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,879.0 |
1,885.9 |
| PP |
1,878.0 |
1,883.9 |
| S1 |
1,877.1 |
1,881.9 |
|