| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
11,538.0 |
11,802.0 |
264.0 |
2.3% |
12,565.0 |
| High |
11,830.0 |
12,178.0 |
348.0 |
2.9% |
12,592.5 |
| Low |
11,497.0 |
11,802.0 |
305.0 |
2.7% |
11,313.5 |
| Close |
11,764.5 |
12,071.0 |
306.5 |
2.6% |
11,564.0 |
| Range |
333.0 |
376.0 |
43.0 |
12.9% |
1,279.0 |
| ATR |
293.1 |
301.7 |
8.6 |
2.9% |
0.0 |
| Volume |
84,497 |
85,627 |
1,130 |
1.3% |
620,420 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,145.0 |
12,984.0 |
12,277.8 |
|
| R3 |
12,769.0 |
12,608.0 |
12,174.4 |
|
| R2 |
12,393.0 |
12,393.0 |
12,139.9 |
|
| R1 |
12,232.0 |
12,232.0 |
12,105.5 |
12,312.5 |
| PP |
12,017.0 |
12,017.0 |
12,017.0 |
12,057.3 |
| S1 |
11,856.0 |
11,856.0 |
12,036.5 |
11,936.5 |
| S2 |
11,641.0 |
11,641.0 |
12,002.1 |
|
| S3 |
11,265.0 |
11,480.0 |
11,967.6 |
|
| S4 |
10,889.0 |
11,104.0 |
11,864.2 |
|
|
| 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 |
12,178.0 |
11,313.5 |
864.5 |
7.2% |
358.2 |
3.0% |
88% |
True |
False |
114,570 |
| 10 |
12,806.5 |
11,313.5 |
1,493.0 |
12.4% |
341.1 |
2.8% |
51% |
False |
False |
105,181 |
| 20 |
13,163.0 |
11,313.5 |
1,849.5 |
15.3% |
270.9 |
2.2% |
41% |
False |
False |
89,281 |
| 40 |
13,320.0 |
11,313.5 |
2,006.5 |
16.6% |
256.0 |
2.1% |
38% |
False |
False |
74,444 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
17.6% |
243.8 |
2.0% |
36% |
False |
False |
49,693 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
17.6% |
228.7 |
1.9% |
36% |
False |
False |
37,293 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
17.6% |
226.5 |
1.9% |
36% |
False |
False |
29,848 |
| 120 |
13,435.0 |
10,882.5 |
2,552.5 |
21.1% |
213.2 |
1.8% |
47% |
False |
False |
24,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,776.0 |
|
2.618 |
13,162.4 |
|
1.618 |
12,786.4 |
|
1.000 |
12,554.0 |
|
0.618 |
12,410.4 |
|
HIGH |
12,178.0 |
|
0.618 |
12,034.4 |
|
0.500 |
11,990.0 |
|
0.382 |
11,945.6 |
|
LOW |
11,802.0 |
|
0.618 |
11,569.6 |
|
1.000 |
11,426.0 |
|
1.618 |
11,193.6 |
|
2.618 |
10,817.6 |
|
4.250 |
10,204.0 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,044.0 |
11,962.6 |
| PP |
12,017.0 |
11,854.2 |
| S1 |
11,990.0 |
11,745.8 |
|