| 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 |
11,584.0 |
11,538.0 |
-46.0 |
-0.4% |
12,565.0 |
| High |
11,632.5 |
11,830.0 |
197.5 |
1.7% |
12,592.5 |
| Low |
11,313.5 |
11,497.0 |
183.5 |
1.6% |
11,313.5 |
| Close |
11,564.0 |
11,764.5 |
200.5 |
1.7% |
11,564.0 |
| Range |
319.0 |
333.0 |
14.0 |
4.4% |
1,279.0 |
| ATR |
290.0 |
293.1 |
3.1 |
1.1% |
0.0 |
| Volume |
116,080 |
84,497 |
-31,583 |
-27.2% |
620,420 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,696.2 |
12,563.3 |
11,947.7 |
|
| R3 |
12,363.2 |
12,230.3 |
11,856.1 |
|
| R2 |
12,030.2 |
12,030.2 |
11,825.6 |
|
| R1 |
11,897.3 |
11,897.3 |
11,795.0 |
11,963.8 |
| PP |
11,697.2 |
11,697.2 |
11,697.2 |
11,730.4 |
| S1 |
11,564.3 |
11,564.3 |
11,734.0 |
11,630.8 |
| S2 |
11,364.2 |
11,364.2 |
11,703.5 |
|
| S3 |
11,031.2 |
11,231.3 |
11,672.9 |
|
| S4 |
10,698.2 |
10,898.3 |
11,581.4 |
|
|
| 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 |
12,269.0 |
11,313.5 |
955.5 |
8.1% |
351.3 |
3.0% |
47% |
False |
False |
118,624 |
| 10 |
12,837.0 |
11,313.5 |
1,523.5 |
12.9% |
317.0 |
2.7% |
30% |
False |
False |
104,066 |
| 20 |
13,163.0 |
11,313.5 |
1,849.5 |
15.7% |
261.7 |
2.2% |
24% |
False |
False |
88,874 |
| 40 |
13,320.0 |
11,313.5 |
2,006.5 |
17.1% |
253.4 |
2.2% |
22% |
False |
False |
72,316 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
18.0% |
241.1 |
2.0% |
21% |
False |
False |
48,267 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
18.0% |
225.8 |
1.9% |
21% |
False |
False |
36,222 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
18.0% |
224.7 |
1.9% |
21% |
False |
False |
28,992 |
| 120 |
13,435.0 |
10,882.5 |
2,552.5 |
21.7% |
210.1 |
1.8% |
35% |
False |
False |
24,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,245.3 |
|
2.618 |
12,701.8 |
|
1.618 |
12,368.8 |
|
1.000 |
12,163.0 |
|
0.618 |
12,035.8 |
|
HIGH |
11,830.0 |
|
0.618 |
11,702.8 |
|
0.500 |
11,663.5 |
|
0.382 |
11,624.2 |
|
LOW |
11,497.0 |
|
0.618 |
11,291.2 |
|
1.000 |
11,164.0 |
|
1.618 |
10,958.2 |
|
2.618 |
10,625.2 |
|
4.250 |
10,081.8 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,730.8 |
11,700.3 |
| PP |
11,697.2 |
11,636.0 |
| S1 |
11,663.5 |
11,571.8 |
|