| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,369.00 |
3,279.00 |
-90.00 |
-2.7% |
3,471.00 |
| High |
3,370.25 |
3,333.75 |
-36.50 |
-1.1% |
3,496.50 |
| Low |
3,260.75 |
3,250.25 |
-10.50 |
-0.3% |
3,402.50 |
| Close |
3,263.50 |
3,302.25 |
38.75 |
1.2% |
3,451.75 |
| Range |
109.50 |
83.50 |
-26.00 |
-23.7% |
94.00 |
| ATR |
64.79 |
66.13 |
1.34 |
2.1% |
0.00 |
| Volume |
2,627,180 |
1,965,277 |
-661,903 |
-25.2% |
7,746,883 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,546.00 |
3,507.50 |
3,348.25 |
|
| R3 |
3,462.50 |
3,424.00 |
3,325.25 |
|
| R2 |
3,379.00 |
3,379.00 |
3,317.50 |
|
| R1 |
3,340.50 |
3,340.50 |
3,310.00 |
3,359.75 |
| PP |
3,295.50 |
3,295.50 |
3,295.50 |
3,305.00 |
| S1 |
3,257.00 |
3,257.00 |
3,294.50 |
3,276.25 |
| S2 |
3,212.00 |
3,212.00 |
3,287.00 |
|
| S3 |
3,128.50 |
3,173.50 |
3,279.25 |
|
| S4 |
3,045.00 |
3,090.00 |
3,256.25 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,732.25 |
3,686.00 |
3,503.50 |
|
| R3 |
3,638.25 |
3,592.00 |
3,477.50 |
|
| R2 |
3,544.25 |
3,544.25 |
3,469.00 |
|
| R1 |
3,498.00 |
3,498.00 |
3,460.25 |
3,474.00 |
| PP |
3,450.25 |
3,450.25 |
3,450.25 |
3,438.25 |
| S1 |
3,404.00 |
3,404.00 |
3,443.25 |
3,380.00 |
| S2 |
3,356.25 |
3,356.25 |
3,434.50 |
|
| S3 |
3,262.25 |
3,310.00 |
3,426.00 |
|
| S4 |
3,168.25 |
3,216.00 |
3,400.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,462.50 |
3,250.25 |
212.25 |
6.4% |
71.25 |
2.2% |
24% |
False |
True |
1,866,559 |
| 10 |
3,508.50 |
3,250.25 |
258.25 |
7.8% |
62.75 |
1.9% |
20% |
False |
True |
1,726,231 |
| 20 |
3,541.00 |
3,250.25 |
290.75 |
8.8% |
61.75 |
1.9% |
18% |
False |
True |
1,598,440 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.5% |
73.00 |
2.2% |
28% |
False |
False |
1,557,843 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.5% |
60.75 |
1.8% |
28% |
False |
False |
1,040,371 |
| 80 |
3,576.25 |
3,095.00 |
481.25 |
14.6% |
58.25 |
1.8% |
43% |
False |
False |
780,782 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
20.0% |
63.00 |
1.9% |
58% |
False |
False |
625,033 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
25.1% |
63.00 |
1.9% |
67% |
False |
False |
521,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,688.50 |
|
2.618 |
3,552.25 |
|
1.618 |
3,468.75 |
|
1.000 |
3,417.25 |
|
0.618 |
3,385.25 |
|
HIGH |
3,333.75 |
|
0.618 |
3,301.75 |
|
0.500 |
3,292.00 |
|
0.382 |
3,282.25 |
|
LOW |
3,250.25 |
|
0.618 |
3,198.75 |
|
1.000 |
3,166.75 |
|
1.618 |
3,115.25 |
|
2.618 |
3,031.75 |
|
4.250 |
2,895.50 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,298.75 |
3,330.00 |
| PP |
3,295.50 |
3,320.75 |
| S1 |
3,292.00 |
3,311.50 |
|