| 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 |
11,554.0 |
11,584.0 |
30.0 |
0.3% |
12,565.0 |
| High |
11,696.0 |
11,632.5 |
-63.5 |
-0.5% |
12,592.5 |
| Low |
11,442.0 |
11,313.5 |
-128.5 |
-1.1% |
11,313.5 |
| Close |
11,567.0 |
11,564.0 |
-3.0 |
0.0% |
11,564.0 |
| Range |
254.0 |
319.0 |
65.0 |
25.6% |
1,279.0 |
| ATR |
287.8 |
290.0 |
2.2 |
0.8% |
0.0 |
| Volume |
126,242 |
116,080 |
-10,162 |
-8.0% |
620,420 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,460.3 |
12,331.2 |
11,739.5 |
|
| R3 |
12,141.3 |
12,012.2 |
11,651.7 |
|
| R2 |
11,822.3 |
11,822.3 |
11,622.5 |
|
| R1 |
11,693.2 |
11,693.2 |
11,593.2 |
11,598.3 |
| PP |
11,503.3 |
11,503.3 |
11,503.3 |
11,455.9 |
| S1 |
11,374.2 |
11,374.2 |
11,534.8 |
11,279.3 |
| S2 |
11,184.3 |
11,184.3 |
11,505.5 |
|
| S3 |
10,865.3 |
11,055.2 |
11,476.3 |
|
| S4 |
10,546.3 |
10,736.2 |
11,388.6 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,660.3 |
14,891.2 |
12,267.5 |
|
| R3 |
14,381.3 |
13,612.2 |
11,915.7 |
|
| R2 |
13,102.3 |
13,102.3 |
11,798.5 |
|
| R1 |
12,333.2 |
12,333.2 |
11,681.2 |
12,078.3 |
| PP |
11,823.3 |
11,823.3 |
11,823.3 |
11,695.9 |
| S1 |
11,054.2 |
11,054.2 |
11,446.8 |
10,799.3 |
| S2 |
10,544.3 |
10,544.3 |
11,329.5 |
|
| S3 |
9,265.3 |
9,775.2 |
11,212.3 |
|
| S4 |
7,986.3 |
8,496.2 |
10,860.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,592.5 |
11,313.5 |
1,279.0 |
11.1% |
387.7 |
3.4% |
20% |
False |
True |
124,084 |
| 10 |
13,018.0 |
11,313.5 |
1,704.5 |
14.7% |
314.6 |
2.7% |
15% |
False |
True |
102,750 |
| 20 |
13,163.0 |
11,313.5 |
1,849.5 |
16.0% |
253.2 |
2.2% |
14% |
False |
True |
87,191 |
| 40 |
13,320.0 |
11,313.5 |
2,006.5 |
17.4% |
250.5 |
2.2% |
12% |
False |
True |
70,212 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
18.3% |
237.4 |
2.1% |
12% |
False |
True |
46,859 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
18.3% |
223.9 |
1.9% |
12% |
False |
True |
35,168 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
18.3% |
225.7 |
2.0% |
12% |
False |
True |
28,148 |
| 120 |
13,435.0 |
10,700.0 |
2,735.0 |
23.7% |
210.2 |
1.8% |
32% |
False |
False |
23,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,988.3 |
|
2.618 |
12,467.6 |
|
1.618 |
12,148.6 |
|
1.000 |
11,951.5 |
|
0.618 |
11,829.6 |
|
HIGH |
11,632.5 |
|
0.618 |
11,510.6 |
|
0.500 |
11,473.0 |
|
0.382 |
11,435.4 |
|
LOW |
11,313.5 |
|
0.618 |
11,116.4 |
|
1.000 |
10,994.5 |
|
1.618 |
10,797.4 |
|
2.618 |
10,478.4 |
|
4.250 |
9,957.8 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,533.7 |
11,633.3 |
| PP |
11,503.3 |
11,610.2 |
| S1 |
11,473.0 |
11,587.1 |
|