| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,279.00 |
3,268.00 |
-11.00 |
-0.3% |
3,445.75 |
| High |
3,333.75 |
3,296.25 |
-37.50 |
-1.1% |
3,446.25 |
| Low |
3,250.25 |
3,225.00 |
-25.25 |
-0.8% |
3,225.00 |
| Close |
3,302.25 |
3,264.75 |
-37.50 |
-1.1% |
3,264.75 |
| Range |
83.50 |
71.25 |
-12.25 |
-14.7% |
221.25 |
| ATR |
66.13 |
66.92 |
0.79 |
1.2% |
0.00 |
| Volume |
1,965,277 |
2,494,925 |
529,648 |
27.0% |
10,611,408 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,475.75 |
3,441.50 |
3,304.00 |
|
| R3 |
3,404.50 |
3,370.25 |
3,284.25 |
|
| R2 |
3,333.25 |
3,333.25 |
3,277.75 |
|
| R1 |
3,299.00 |
3,299.00 |
3,271.25 |
3,280.50 |
| PP |
3,262.00 |
3,262.00 |
3,262.00 |
3,252.75 |
| S1 |
3,227.75 |
3,227.75 |
3,258.25 |
3,209.25 |
| S2 |
3,190.75 |
3,190.75 |
3,251.75 |
|
| S3 |
3,119.50 |
3,156.50 |
3,245.25 |
|
| S4 |
3,048.25 |
3,085.25 |
3,225.50 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,975.75 |
3,841.50 |
3,386.50 |
|
| R3 |
3,754.50 |
3,620.25 |
3,325.50 |
|
| R2 |
3,533.25 |
3,533.25 |
3,305.25 |
|
| R1 |
3,399.00 |
3,399.00 |
3,285.00 |
3,355.50 |
| PP |
3,312.00 |
3,312.00 |
3,312.00 |
3,290.25 |
| S1 |
3,177.75 |
3,177.75 |
3,244.50 |
3,134.25 |
| S2 |
3,090.75 |
3,090.75 |
3,224.25 |
|
| S3 |
2,869.50 |
2,956.50 |
3,204.00 |
|
| S4 |
2,648.25 |
2,735.25 |
3,143.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,446.25 |
3,225.00 |
221.25 |
6.8% |
79.25 |
2.4% |
18% |
False |
True |
2,122,281 |
| 10 |
3,496.50 |
3,225.00 |
271.50 |
8.3% |
65.25 |
2.0% |
15% |
False |
True |
1,835,829 |
| 20 |
3,541.00 |
3,225.00 |
316.00 |
9.7% |
61.75 |
1.9% |
13% |
False |
True |
1,621,740 |
| 40 |
3,541.00 |
3,198.00 |
343.00 |
10.5% |
70.75 |
2.2% |
19% |
False |
False |
1,619,372 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.6% |
61.25 |
1.9% |
18% |
False |
False |
1,081,880 |
| 80 |
3,576.25 |
3,101.25 |
475.00 |
14.5% |
58.50 |
1.8% |
34% |
False |
False |
811,956 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
20.2% |
63.25 |
1.9% |
53% |
False |
False |
649,962 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
25.4% |
62.75 |
1.9% |
62% |
False |
False |
541,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,599.00 |
|
2.618 |
3,482.75 |
|
1.618 |
3,411.50 |
|
1.000 |
3,367.50 |
|
0.618 |
3,340.25 |
|
HIGH |
3,296.25 |
|
0.618 |
3,269.00 |
|
0.500 |
3,260.50 |
|
0.382 |
3,252.25 |
|
LOW |
3,225.00 |
|
0.618 |
3,181.00 |
|
1.000 |
3,153.75 |
|
1.618 |
3,109.75 |
|
2.618 |
3,038.50 |
|
4.250 |
2,922.25 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,263.50 |
3,297.50 |
| PP |
3,262.00 |
3,286.75 |
| S1 |
3,260.50 |
3,275.75 |
|