| 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 |
1,542.6 |
1,537.0 |
-5.6 |
-0.4% |
1,634.7 |
| High |
1,559.8 |
1,568.2 |
8.4 |
0.5% |
1,634.7 |
| Low |
1,520.3 |
1,526.0 |
5.7 |
0.4% |
1,520.3 |
| Close |
1,536.8 |
1,564.7 |
27.9 |
1.8% |
1,536.8 |
| Range |
39.5 |
42.2 |
2.7 |
6.8% |
114.4 |
| ATR |
37.9 |
38.2 |
0.3 |
0.8% |
0.0 |
| Volume |
221,929 |
162,027 |
-59,902 |
-27.0% |
917,826 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,679.6 |
1,664.3 |
1,587.9 |
|
| R3 |
1,637.4 |
1,622.1 |
1,576.3 |
|
| R2 |
1,595.2 |
1,595.2 |
1,572.4 |
|
| R1 |
1,579.9 |
1,579.9 |
1,568.6 |
1,587.6 |
| PP |
1,553.0 |
1,553.0 |
1,553.0 |
1,556.8 |
| S1 |
1,537.7 |
1,537.7 |
1,560.8 |
1,545.4 |
| S2 |
1,510.8 |
1,510.8 |
1,557.0 |
|
| S3 |
1,468.6 |
1,495.5 |
1,553.1 |
|
| S4 |
1,426.4 |
1,453.3 |
1,541.5 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.1 |
1,836.4 |
1,599.7 |
|
| R3 |
1,792.7 |
1,722.0 |
1,568.3 |
|
| R2 |
1,678.3 |
1,678.3 |
1,557.8 |
|
| R1 |
1,607.6 |
1,607.6 |
1,547.3 |
1,585.8 |
| PP |
1,563.9 |
1,563.9 |
1,563.9 |
1,553.0 |
| S1 |
1,493.2 |
1,493.2 |
1,526.3 |
1,471.4 |
| S2 |
1,449.5 |
1,449.5 |
1,515.8 |
|
| S3 |
1,335.1 |
1,378.8 |
1,505.3 |
|
| S4 |
1,220.7 |
1,264.4 |
1,473.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,611.6 |
1,520.3 |
91.3 |
5.8% |
40.1 |
2.6% |
49% |
False |
False |
184,498 |
| 10 |
1,641.7 |
1,520.3 |
121.4 |
7.8% |
37.8 |
2.4% |
37% |
False |
False |
165,065 |
| 20 |
1,651.7 |
1,520.3 |
131.4 |
8.4% |
35.6 |
2.3% |
34% |
False |
False |
171,544 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
14.4% |
39.1 |
2.5% |
61% |
False |
False |
171,406 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
14.4% |
35.6 |
2.3% |
61% |
False |
False |
114,366 |
| 80 |
1,651.7 |
1,387.8 |
263.9 |
16.9% |
34.2 |
2.2% |
67% |
False |
False |
85,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,747.6 |
|
2.618 |
1,678.7 |
|
1.618 |
1,636.5 |
|
1.000 |
1,610.4 |
|
0.618 |
1,594.3 |
|
HIGH |
1,568.2 |
|
0.618 |
1,552.1 |
|
0.500 |
1,547.1 |
|
0.382 |
1,542.1 |
|
LOW |
1,526.0 |
|
0.618 |
1,499.9 |
|
1.000 |
1,483.8 |
|
1.618 |
1,457.7 |
|
2.618 |
1,415.5 |
|
4.250 |
1,346.7 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,558.8 |
1,557.9 |
| PP |
1,553.0 |
1,551.1 |
| S1 |
1,547.1 |
1,544.3 |
|