| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,910.3 |
1,903.4 |
-6.9 |
-0.4% |
1,906.0 |
| High |
1,917.9 |
1,954.3 |
36.4 |
1.9% |
1,913.8 |
| Low |
1,881.8 |
1,902.2 |
20.4 |
1.1% |
1,859.2 |
| Close |
1,896.2 |
1,946.8 |
50.6 |
2.7% |
1,879.9 |
| Range |
36.1 |
52.1 |
16.0 |
44.3% |
54.6 |
| ATR |
28.7 |
30.8 |
2.1 |
7.3% |
0.0 |
| Volume |
293,946 |
297,512 |
3,566 |
1.2% |
1,055,027 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.7 |
2,070.9 |
1,975.5 |
|
| R3 |
2,038.6 |
2,018.8 |
1,961.1 |
|
| R2 |
1,986.5 |
1,986.5 |
1,956.4 |
|
| R1 |
1,966.7 |
1,966.7 |
1,951.6 |
1,976.6 |
| PP |
1,934.4 |
1,934.4 |
1,934.4 |
1,939.4 |
| S1 |
1,914.6 |
1,914.6 |
1,942.0 |
1,924.5 |
| S2 |
1,882.3 |
1,882.3 |
1,937.2 |
|
| S3 |
1,830.2 |
1,862.5 |
1,932.5 |
|
| S4 |
1,778.1 |
1,810.4 |
1,918.1 |
|
|
| 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 |
1,954.3 |
1,863.3 |
91.0 |
4.7% |
32.8 |
1.7% |
92% |
True |
False |
228,188 |
| 10 |
1,954.3 |
1,859.2 |
95.1 |
4.9% |
28.9 |
1.5% |
92% |
True |
False |
215,575 |
| 20 |
1,954.3 |
1,859.2 |
95.1 |
4.9% |
28.0 |
1.4% |
92% |
True |
False |
204,987 |
| 40 |
1,983.8 |
1,851.0 |
132.8 |
6.8% |
29.7 |
1.5% |
72% |
False |
False |
227,712 |
| 60 |
2,024.6 |
1,851.0 |
173.6 |
8.9% |
34.0 |
1.7% |
55% |
False |
False |
260,694 |
| 80 |
2,089.2 |
1,819.9 |
269.3 |
13.8% |
36.6 |
1.9% |
47% |
False |
False |
247,129 |
| 100 |
2,089.2 |
1,735.6 |
353.6 |
18.2% |
34.1 |
1.8% |
60% |
False |
False |
201,231 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
33.2 |
1.7% |
64% |
False |
False |
168,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.7 |
|
2.618 |
2,090.7 |
|
1.618 |
2,038.6 |
|
1.000 |
2,006.4 |
|
0.618 |
1,986.5 |
|
HIGH |
1,954.3 |
|
0.618 |
1,934.4 |
|
0.500 |
1,928.3 |
|
0.382 |
1,922.1 |
|
LOW |
1,902.2 |
|
0.618 |
1,870.0 |
|
1.000 |
1,850.1 |
|
1.618 |
1,817.9 |
|
2.618 |
1,765.8 |
|
4.250 |
1,680.8 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,940.6 |
1,937.2 |
| PP |
1,934.4 |
1,927.6 |
| S1 |
1,928.3 |
1,918.1 |
|