| 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 |
11,074.75 |
11,264.00 |
189.25 |
1.7% |
11,634.00 |
| High |
11,347.00 |
11,843.75 |
496.75 |
4.4% |
11,695.50 |
| Low |
11,064.50 |
11,230.25 |
165.75 |
1.5% |
10,944.50 |
| Close |
11,265.75 |
11,763.00 |
497.25 |
4.4% |
11,046.25 |
| Range |
282.50 |
613.50 |
331.00 |
117.2% |
751.00 |
| ATR |
290.20 |
313.29 |
23.09 |
8.0% |
0.00 |
| Volume |
509,496 |
842,617 |
333,121 |
65.4% |
3,383,507 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,452.75 |
13,221.50 |
12,100.50 |
|
| R3 |
12,839.25 |
12,608.00 |
11,931.75 |
|
| R2 |
12,225.75 |
12,225.75 |
11,875.50 |
|
| R1 |
11,994.50 |
11,994.50 |
11,819.25 |
12,110.00 |
| PP |
11,612.25 |
11,612.25 |
11,612.25 |
11,670.25 |
| S1 |
11,381.00 |
11,381.00 |
11,706.75 |
11,496.50 |
| S2 |
10,998.75 |
10,998.75 |
11,650.50 |
|
| S3 |
10,385.25 |
10,767.50 |
11,594.25 |
|
| S4 |
9,771.75 |
10,154.00 |
11,425.50 |
|
|
| 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 |
11,843.75 |
10,942.25 |
901.50 |
7.7% |
363.00 |
3.1% |
91% |
True |
False |
672,613 |
| 10 |
11,843.75 |
10,942.25 |
901.50 |
7.7% |
311.00 |
2.6% |
91% |
True |
False |
642,318 |
| 20 |
12,249.00 |
10,942.25 |
1,306.75 |
11.1% |
282.25 |
2.4% |
63% |
False |
False |
615,604 |
| 40 |
12,249.00 |
10,656.50 |
1,592.50 |
13.5% |
305.50 |
2.6% |
69% |
False |
False |
597,936 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.2% |
298.25 |
2.5% |
62% |
False |
False |
400,010 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
18.4% |
283.75 |
2.4% |
68% |
False |
False |
300,156 |
| 100 |
12,448.75 |
9,720.25 |
2,728.50 |
23.2% |
275.50 |
2.3% |
75% |
False |
False |
240,216 |
| 120 |
12,448.75 |
9,168.00 |
3,280.75 |
27.9% |
262.00 |
2.2% |
79% |
False |
False |
200,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,451.00 |
|
2.618 |
13,450.00 |
|
1.618 |
12,836.50 |
|
1.000 |
12,457.25 |
|
0.618 |
12,223.00 |
|
HIGH |
11,843.75 |
|
0.618 |
11,609.50 |
|
0.500 |
11,537.00 |
|
0.382 |
11,464.50 |
|
LOW |
11,230.25 |
|
0.618 |
10,851.00 |
|
1.000 |
10,616.75 |
|
1.618 |
10,237.50 |
|
2.618 |
9,624.00 |
|
4.250 |
8,623.00 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,687.75 |
11,639.75 |
| PP |
11,612.25 |
11,516.25 |
| S1 |
11,537.00 |
11,393.00 |
|