| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
12,224.5 |
12,254.0 |
29.5 |
0.2% |
12,565.0 |
| High |
12,356.0 |
12,582.0 |
226.0 |
1.8% |
12,592.5 |
| Low |
11,772.5 |
12,245.5 |
473.0 |
4.0% |
11,313.5 |
| Close |
12,305.0 |
12,559.0 |
254.0 |
2.1% |
11,564.0 |
| Range |
583.5 |
336.5 |
-247.0 |
-42.3% |
1,279.0 |
| ATR |
321.8 |
322.9 |
1.0 |
0.3% |
0.0 |
| Volume |
108,105 |
73,629 |
-34,476 |
-31.9% |
620,420 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,471.7 |
13,351.8 |
12,744.1 |
|
| R3 |
13,135.2 |
13,015.3 |
12,651.5 |
|
| R2 |
12,798.7 |
12,798.7 |
12,620.7 |
|
| R1 |
12,678.8 |
12,678.8 |
12,589.8 |
12,738.8 |
| PP |
12,462.2 |
12,462.2 |
12,462.2 |
12,492.1 |
| S1 |
12,342.3 |
12,342.3 |
12,528.2 |
12,402.3 |
| S2 |
12,125.7 |
12,125.7 |
12,497.3 |
|
| S3 |
11,789.2 |
12,005.8 |
12,466.5 |
|
| S4 |
11,452.7 |
11,669.3 |
12,373.9 |
|
|
| 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 |
12,582.0 |
11,313.5 |
1,268.5 |
10.1% |
389.6 |
3.1% |
98% |
True |
False |
93,587 |
| 10 |
12,708.5 |
11,313.5 |
1,395.0 |
11.1% |
378.3 |
3.0% |
89% |
False |
False |
104,457 |
| 20 |
13,163.0 |
11,313.5 |
1,849.5 |
14.7% |
300.3 |
2.4% |
67% |
False |
False |
91,953 |
| 40 |
13,320.0 |
11,313.5 |
2,006.5 |
16.0% |
263.8 |
2.1% |
62% |
False |
False |
78,923 |
| 60 |
13,435.0 |
11,313.5 |
2,121.5 |
16.9% |
253.6 |
2.0% |
59% |
False |
False |
52,720 |
| 80 |
13,435.0 |
11,313.5 |
2,121.5 |
16.9% |
237.2 |
1.9% |
59% |
False |
False |
39,561 |
| 100 |
13,435.0 |
11,313.5 |
2,121.5 |
16.9% |
232.8 |
1.9% |
59% |
False |
False |
31,664 |
| 120 |
13,435.0 |
10,882.5 |
2,552.5 |
20.3% |
220.3 |
1.8% |
66% |
False |
False |
26,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,012.1 |
|
2.618 |
13,463.0 |
|
1.618 |
13,126.5 |
|
1.000 |
12,918.5 |
|
0.618 |
12,790.0 |
|
HIGH |
12,582.0 |
|
0.618 |
12,453.5 |
|
0.500 |
12,413.8 |
|
0.382 |
12,374.0 |
|
LOW |
12,245.5 |
|
0.618 |
12,037.5 |
|
1.000 |
11,909.0 |
|
1.618 |
11,701.0 |
|
2.618 |
11,364.5 |
|
4.250 |
10,815.4 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,510.6 |
12,431.8 |
| PP |
12,462.2 |
12,304.5 |
| S1 |
12,413.8 |
12,177.3 |
|