| 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 |
11,034.50 |
11,074.75 |
40.25 |
0.4% |
11,634.00 |
| High |
11,212.00 |
11,347.00 |
135.00 |
1.2% |
11,695.50 |
| Low |
10,942.25 |
11,064.50 |
122.25 |
1.1% |
10,944.50 |
| Close |
11,063.25 |
11,265.75 |
202.50 |
1.8% |
11,046.25 |
| Range |
269.75 |
282.50 |
12.75 |
4.7% |
751.00 |
| ATR |
290.70 |
290.20 |
-0.50 |
-0.2% |
0.00 |
| Volume |
602,651 |
509,496 |
-93,155 |
-15.5% |
3,383,507 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,073.25 |
11,952.00 |
11,421.00 |
|
| R3 |
11,790.75 |
11,669.50 |
11,343.50 |
|
| R2 |
11,508.25 |
11,508.25 |
11,317.50 |
|
| R1 |
11,387.00 |
11,387.00 |
11,291.75 |
11,447.50 |
| PP |
11,225.75 |
11,225.75 |
11,225.75 |
11,256.00 |
| S1 |
11,104.50 |
11,104.50 |
11,239.75 |
11,165.00 |
| S2 |
10,943.25 |
10,943.25 |
11,214.00 |
|
| S3 |
10,660.75 |
10,822.00 |
11,188.00 |
|
| S4 |
10,378.25 |
10,539.50 |
11,110.50 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,481.75 |
13,015.00 |
11,459.25 |
|
| R3 |
12,730.75 |
12,264.00 |
11,252.75 |
|
| R2 |
11,979.75 |
11,979.75 |
11,184.00 |
|
| R1 |
11,513.00 |
11,513.00 |
11,115.00 |
11,371.00 |
| PP |
11,228.75 |
11,228.75 |
11,228.75 |
11,157.75 |
| S1 |
10,762.00 |
10,762.00 |
10,977.50 |
10,620.00 |
| S2 |
10,477.75 |
10,477.75 |
10,908.50 |
|
| S3 |
9,726.75 |
10,011.00 |
10,839.75 |
|
| S4 |
8,975.75 |
9,260.00 |
10,633.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,566.75 |
10,942.25 |
624.50 |
5.5% |
329.00 |
2.9% |
52% |
False |
False |
653,974 |
| 10 |
11,779.25 |
10,942.25 |
837.00 |
7.4% |
269.00 |
2.4% |
39% |
False |
False |
618,041 |
| 20 |
12,249.00 |
10,942.25 |
1,306.75 |
11.6% |
266.50 |
2.4% |
25% |
False |
False |
595,625 |
| 40 |
12,249.00 |
10,656.50 |
1,592.50 |
14.1% |
303.50 |
2.7% |
38% |
False |
False |
577,469 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.9% |
293.00 |
2.6% |
34% |
False |
False |
385,978 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
19.2% |
280.25 |
2.5% |
45% |
False |
False |
289,644 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
27.1% |
273.50 |
2.4% |
61% |
False |
False |
231,790 |
| 120 |
12,448.75 |
8,919.00 |
3,529.75 |
31.3% |
258.50 |
2.3% |
66% |
False |
False |
193,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,547.50 |
|
2.618 |
12,086.50 |
|
1.618 |
11,804.00 |
|
1.000 |
11,629.50 |
|
0.618 |
11,521.50 |
|
HIGH |
11,347.00 |
|
0.618 |
11,239.00 |
|
0.500 |
11,205.75 |
|
0.382 |
11,172.50 |
|
LOW |
11,064.50 |
|
0.618 |
10,890.00 |
|
1.000 |
10,782.00 |
|
1.618 |
10,607.50 |
|
2.618 |
10,325.00 |
|
4.250 |
9,864.00 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,245.75 |
11,225.50 |
| PP |
11,225.75 |
11,185.00 |
| S1 |
11,205.75 |
11,144.50 |
|