| 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 |
3,260.00 |
3,304.00 |
44.00 |
1.3% |
3,445.75 |
| High |
3,323.50 |
3,382.75 |
59.25 |
1.8% |
3,446.25 |
| Low |
3,243.25 |
3,301.25 |
58.00 |
1.8% |
3,225.00 |
| Close |
3,300.50 |
3,361.50 |
61.00 |
1.8% |
3,264.75 |
| Range |
80.25 |
81.50 |
1.25 |
1.6% |
221.25 |
| ATR |
67.87 |
68.90 |
1.03 |
1.5% |
0.00 |
| Volume |
1,849,320 |
1,664,690 |
-184,630 |
-10.0% |
10,611,408 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,593.00 |
3,558.75 |
3,406.25 |
|
| R3 |
3,511.50 |
3,477.25 |
3,384.00 |
|
| R2 |
3,430.00 |
3,430.00 |
3,376.50 |
|
| R1 |
3,395.75 |
3,395.75 |
3,369.00 |
3,413.00 |
| PP |
3,348.50 |
3,348.50 |
3,348.50 |
3,357.00 |
| S1 |
3,314.25 |
3,314.25 |
3,354.00 |
3,331.50 |
| S2 |
3,267.00 |
3,267.00 |
3,346.50 |
|
| S3 |
3,185.50 |
3,232.75 |
3,339.00 |
|
| S4 |
3,104.00 |
3,151.25 |
3,316.75 |
|
|
| 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 |
3,382.75 |
3,225.00 |
157.75 |
4.7% |
85.25 |
2.5% |
87% |
True |
False |
2,120,278 |
| 10 |
3,462.50 |
3,225.00 |
237.50 |
7.1% |
67.75 |
2.0% |
57% |
False |
False |
1,852,426 |
| 20 |
3,541.00 |
3,225.00 |
316.00 |
9.4% |
62.50 |
1.9% |
43% |
False |
False |
1,658,513 |
| 40 |
3,541.00 |
3,198.00 |
343.00 |
10.2% |
68.25 |
2.0% |
48% |
False |
False |
1,703,579 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
63.00 |
1.9% |
43% |
False |
False |
1,140,339 |
| 80 |
3,576.25 |
3,108.50 |
467.75 |
13.9% |
58.50 |
1.7% |
54% |
False |
False |
855,844 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.6% |
62.00 |
1.8% |
67% |
False |
False |
685,084 |
| 120 |
3,576.25 |
2,797.25 |
779.00 |
23.2% |
62.50 |
1.9% |
72% |
False |
False |
571,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,729.00 |
|
2.618 |
3,596.00 |
|
1.618 |
3,514.50 |
|
1.000 |
3,464.25 |
|
0.618 |
3,433.00 |
|
HIGH |
3,382.75 |
|
0.618 |
3,351.50 |
|
0.500 |
3,342.00 |
|
0.382 |
3,332.50 |
|
LOW |
3,301.25 |
|
0.618 |
3,251.00 |
|
1.000 |
3,219.75 |
|
1.618 |
3,169.50 |
|
2.618 |
3,088.00 |
|
4.250 |
2,955.00 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,355.00 |
3,342.25 |
| PP |
3,348.50 |
3,323.00 |
| S1 |
3,342.00 |
3,304.00 |
|