| 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 |
3,304.00 |
3,362.75 |
58.75 |
1.8% |
3,445.75 |
| High |
3,382.75 |
3,480.00 |
97.25 |
2.9% |
3,446.25 |
| Low |
3,301.25 |
3,319.00 |
17.75 |
0.5% |
3,225.00 |
| Close |
3,361.50 |
3,435.00 |
73.50 |
2.2% |
3,264.75 |
| Range |
81.50 |
161.00 |
79.50 |
97.5% |
221.25 |
| ATR |
68.90 |
75.48 |
6.58 |
9.5% |
0.00 |
| Volume |
1,664,690 |
2,813,083 |
1,148,393 |
69.0% |
10,611,408 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,894.25 |
3,825.75 |
3,523.50 |
|
| R3 |
3,733.25 |
3,664.75 |
3,479.25 |
|
| R2 |
3,572.25 |
3,572.25 |
3,464.50 |
|
| R1 |
3,503.75 |
3,503.75 |
3,449.75 |
3,538.00 |
| PP |
3,411.25 |
3,411.25 |
3,411.25 |
3,428.50 |
| S1 |
3,342.75 |
3,342.75 |
3,420.25 |
3,377.00 |
| S2 |
3,250.25 |
3,250.25 |
3,405.50 |
|
| S3 |
3,089.25 |
3,181.75 |
3,390.75 |
|
| S4 |
2,928.25 |
3,020.75 |
3,346.50 |
|
|
| 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 |
3,480.00 |
3,225.00 |
255.00 |
7.4% |
95.50 |
2.8% |
82% |
True |
False |
2,157,459 |
| 10 |
3,480.00 |
3,225.00 |
255.00 |
7.4% |
80.00 |
2.3% |
82% |
True |
False |
1,965,607 |
| 20 |
3,541.00 |
3,225.00 |
316.00 |
9.2% |
66.25 |
1.9% |
66% |
False |
False |
1,729,137 |
| 40 |
3,541.00 |
3,198.00 |
343.00 |
10.0% |
69.25 |
2.0% |
69% |
False |
False |
1,771,758 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.0% |
64.75 |
1.9% |
63% |
False |
False |
1,187,141 |
| 80 |
3,576.25 |
3,178.00 |
398.25 |
11.6% |
59.75 |
1.7% |
65% |
False |
False |
890,973 |
| 100 |
3,576.25 |
2,972.00 |
604.25 |
17.6% |
62.00 |
1.8% |
77% |
False |
False |
713,209 |
| 120 |
3,576.25 |
2,838.00 |
738.25 |
21.5% |
63.50 |
1.9% |
81% |
False |
False |
594,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,164.25 |
|
2.618 |
3,901.50 |
|
1.618 |
3,740.50 |
|
1.000 |
3,641.00 |
|
0.618 |
3,579.50 |
|
HIGH |
3,480.00 |
|
0.618 |
3,418.50 |
|
0.500 |
3,399.50 |
|
0.382 |
3,380.50 |
|
LOW |
3,319.00 |
|
0.618 |
3,219.50 |
|
1.000 |
3,158.00 |
|
1.618 |
3,058.50 |
|
2.618 |
2,897.50 |
|
4.250 |
2,634.75 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,423.25 |
3,410.50 |
| PP |
3,411.25 |
3,386.00 |
| S1 |
3,399.50 |
3,361.50 |
|