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 |
1,883.87 |
1,894.99 |
11.12 |
0.6% |
1,902.28 |
High |
1,895.67 |
1,909.75 |
14.08 |
0.7% |
1,910.81 |
Low |
1,874.05 |
1,888.27 |
14.22 |
0.8% |
1,859.97 |
Close |
1,894.97 |
1,909.18 |
14.21 |
0.7% |
1,878.11 |
Range |
21.62 |
21.48 |
-0.14 |
-0.6% |
50.84 |
ATR |
24.14 |
23.95 |
-0.19 |
-0.8% |
0.00 |
Volume |
6,838 |
6,854 |
16 |
0.2% |
35,134 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.84 |
1,959.49 |
1,920.99 |
|
R3 |
1,945.36 |
1,938.01 |
1,915.09 |
|
R2 |
1,923.88 |
1,923.88 |
1,913.12 |
|
R1 |
1,916.53 |
1,916.53 |
1,911.15 |
1,920.21 |
PP |
1,902.40 |
1,902.40 |
1,902.40 |
1,904.24 |
S1 |
1,895.05 |
1,895.05 |
1,907.21 |
1,898.73 |
S2 |
1,880.92 |
1,880.92 |
1,905.24 |
|
S3 |
1,859.44 |
1,873.57 |
1,903.27 |
|
S4 |
1,837.96 |
1,852.09 |
1,897.37 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.48 |
2,007.64 |
1,906.07 |
|
R3 |
1,984.64 |
1,956.80 |
1,892.09 |
|
R2 |
1,933.80 |
1,933.80 |
1,887.43 |
|
R1 |
1,905.96 |
1,905.96 |
1,882.77 |
1,894.46 |
PP |
1,882.96 |
1,882.96 |
1,882.96 |
1,877.22 |
S1 |
1,855.12 |
1,855.12 |
1,873.45 |
1,843.62 |
S2 |
1,832.12 |
1,832.12 |
1,868.79 |
|
S3 |
1,781.28 |
1,804.28 |
1,864.13 |
|
S4 |
1,730.44 |
1,753.44 |
1,850.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,909.75 |
1,859.97 |
49.78 |
2.6% |
25.77 |
1.4% |
99% |
True |
False |
6,886 |
10 |
1,929.99 |
1,859.97 |
70.02 |
3.7% |
22.48 |
1.2% |
70% |
False |
False |
7,198 |
20 |
1,932.16 |
1,859.97 |
72.19 |
3.8% |
22.35 |
1.2% |
68% |
False |
False |
7,010 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.4% |
24.83 |
1.3% |
49% |
False |
False |
6,916 |
60 |
2,014.05 |
1,849.22 |
164.83 |
8.6% |
29.50 |
1.5% |
36% |
False |
False |
6,793 |
80 |
2,070.48 |
1,795.06 |
275.42 |
14.4% |
30.98 |
1.6% |
41% |
False |
False |
6,755 |
100 |
2,070.48 |
1,713.58 |
356.90 |
18.7% |
28.27 |
1.5% |
55% |
False |
False |
6,656 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.8% |
27.35 |
1.4% |
59% |
False |
False |
6,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,001.04 |
2.618 |
1,965.98 |
1.618 |
1,944.50 |
1.000 |
1,931.23 |
0.618 |
1,923.02 |
HIGH |
1,909.75 |
0.618 |
1,901.54 |
0.500 |
1,899.01 |
0.382 |
1,896.48 |
LOW |
1,888.27 |
0.618 |
1,875.00 |
1.000 |
1,866.79 |
1.618 |
1,853.52 |
2.618 |
1,832.04 |
4.250 |
1,796.98 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1,905.79 |
1,901.91 |
PP |
1,902.40 |
1,894.65 |
S1 |
1,899.01 |
1,887.38 |
|