| 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 |
1,867.9 |
1,877.0 |
9.1 |
0.5% |
1,906.0 |
| High |
1,890.9 |
1,897.1 |
6.2 |
0.3% |
1,913.8 |
| Low |
1,863.3 |
1,873.3 |
10.0 |
0.5% |
1,859.2 |
| Close |
1,879.9 |
1,892.5 |
12.6 |
0.7% |
1,879.9 |
| Range |
27.6 |
23.8 |
-3.8 |
-13.8% |
54.6 |
| ATR |
28.7 |
28.4 |
-0.4 |
-1.2% |
0.0 |
| Volume |
213,173 |
164,943 |
-48,230 |
-22.6% |
1,055,027 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.0 |
1,949.6 |
1,905.6 |
|
| R3 |
1,935.2 |
1,925.8 |
1,899.0 |
|
| R2 |
1,911.4 |
1,911.4 |
1,896.9 |
|
| R1 |
1,902.0 |
1,902.0 |
1,894.7 |
1,906.7 |
| PP |
1,887.6 |
1,887.6 |
1,887.6 |
1,890.0 |
| S1 |
1,878.2 |
1,878.2 |
1,890.3 |
1,882.9 |
| S2 |
1,863.8 |
1,863.8 |
1,888.1 |
|
| S3 |
1,840.0 |
1,854.4 |
1,886.0 |
|
| S4 |
1,816.2 |
1,830.6 |
1,879.4 |
|
|
| 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% |
27.2 |
1.4% |
61% |
False |
False |
210,731 |
| 10 |
1,936.0 |
1,859.2 |
76.8 |
4.1% |
25.7 |
1.4% |
43% |
False |
False |
197,369 |
| 20 |
1,939.4 |
1,859.2 |
80.2 |
4.2% |
27.0 |
1.4% |
42% |
False |
False |
196,520 |
| 40 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
29.3 |
1.5% |
31% |
False |
False |
231,508 |
| 60 |
2,060.8 |
1,851.0 |
209.8 |
11.1% |
36.3 |
1.9% |
20% |
False |
False |
269,249 |
| 80 |
2,089.2 |
1,819.3 |
269.9 |
14.3% |
35.9 |
1.9% |
27% |
False |
False |
238,719 |
| 100 |
2,089.2 |
1,724.6 |
364.6 |
19.3% |
33.8 |
1.8% |
46% |
False |
False |
193,726 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
21.1% |
33.1 |
1.8% |
51% |
False |
False |
162,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,998.3 |
|
2.618 |
1,959.4 |
|
1.618 |
1,935.6 |
|
1.000 |
1,920.9 |
|
0.618 |
1,911.8 |
|
HIGH |
1,897.1 |
|
0.618 |
1,888.0 |
|
0.500 |
1,885.2 |
|
0.382 |
1,882.4 |
|
LOW |
1,873.3 |
|
0.618 |
1,858.6 |
|
1.000 |
1,849.5 |
|
1.618 |
1,834.8 |
|
2.618 |
1,811.0 |
|
4.250 |
1,772.2 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,890.1 |
1,887.7 |
| PP |
1,887.6 |
1,882.9 |
| S1 |
1,885.2 |
1,878.2 |
|