| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
11,802.0 |
12,224.5 |
422.5 |
3.6% |
12,565.0 |
| High |
12,178.0 |
12,356.0 |
178.0 |
1.5% |
12,592.5 |
| Low |
11,802.0 |
11,772.5 |
-29.5 |
-0.2% |
11,313.5 |
| Close |
12,071.0 |
12,305.0 |
234.0 |
1.9% |
11,564.0 |
| Range |
376.0 |
583.5 |
207.5 |
55.2% |
1,279.0 |
| ATR |
301.7 |
321.8 |
20.1 |
6.7% |
0.0 |
| Volume |
85,627 |
108,105 |
22,478 |
26.3% |
620,420 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,895.0 |
13,683.5 |
12,625.9 |
|
| R3 |
13,311.5 |
13,100.0 |
12,465.5 |
|
| R2 |
12,728.0 |
12,728.0 |
12,412.0 |
|
| R1 |
12,516.5 |
12,516.5 |
12,358.5 |
12,622.3 |
| PP |
12,144.5 |
12,144.5 |
12,144.5 |
12,197.4 |
| S1 |
11,933.0 |
11,933.0 |
12,251.5 |
12,038.8 |
| S2 |
11,561.0 |
11,561.0 |
12,198.0 |
|
| S3 |
10,977.5 |
11,349.5 |
12,144.5 |
|
| S4 |
10,394.0 |
10,766.0 |
11,984.1 |
|
|
| 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 |
12,356.0 |
11,313.5 |
1,042.5 |
8.5% |
373.1 |
3.0% |
95% |
True |
False |
104,110 |
| 10 |
12,708.5 |
11,313.5 |
1,395.0 |
11.3% |
370.9 |
3.0% |
71% |
False |
False |
106,471 |
| 20 |
13,163.0 |
11,313.5 |
1,849.5 |
15.0% |
291.8 |
2.4% |
54% |
False |
False |
91,570 |
| 40 |
13,320.0 |
11,313.5 |
2,006.5 |
16.3% |
260.6 |
2.1% |
49% |
False |
False |
77,130 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
17.2% |
249.4 |
2.0% |
47% |
False |
False |
51,494 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
17.2% |
234.0 |
1.9% |
47% |
False |
False |
38,642 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
17.2% |
230.8 |
1.9% |
47% |
False |
False |
30,928 |
| 120 |
13,435.0 |
10,882.5 |
2,552.5 |
20.7% |
217.5 |
1.8% |
56% |
False |
False |
25,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,835.9 |
|
2.618 |
13,883.6 |
|
1.618 |
13,300.1 |
|
1.000 |
12,939.5 |
|
0.618 |
12,716.6 |
|
HIGH |
12,356.0 |
|
0.618 |
12,133.1 |
|
0.500 |
12,064.3 |
|
0.382 |
11,995.4 |
|
LOW |
11,772.5 |
|
0.618 |
11,411.9 |
|
1.000 |
11,189.0 |
|
1.618 |
10,828.4 |
|
2.618 |
10,244.9 |
|
4.250 |
9,292.6 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,224.8 |
12,178.8 |
| PP |
12,144.5 |
12,052.7 |
| S1 |
12,064.3 |
11,926.5 |
|