| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,884.1 |
1,875.1 |
-9.0 |
-0.5% |
1,912.3 |
| High |
1,892.0 |
1,897.9 |
5.9 |
0.3% |
1,920.9 |
| Low |
1,866.7 |
1,871.1 |
4.4 |
0.2% |
1,866.7 |
| Close |
1,875.2 |
1,887.2 |
12.0 |
0.6% |
1,887.2 |
| Range |
25.3 |
26.8 |
1.5 |
5.9% |
54.2 |
| ATR |
28.2 |
28.1 |
-0.1 |
-0.4% |
0.0 |
| Volume |
7,491 |
10,612 |
3,121 |
41.7% |
34,715 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,965.8 |
1,953.3 |
1,901.9 |
|
| R3 |
1,939.0 |
1,926.5 |
1,894.6 |
|
| R2 |
1,912.2 |
1,912.2 |
1,892.1 |
|
| R1 |
1,899.7 |
1,899.7 |
1,889.7 |
1,906.0 |
| PP |
1,885.4 |
1,885.4 |
1,885.4 |
1,888.5 |
| S1 |
1,872.9 |
1,872.9 |
1,884.7 |
1,879.2 |
| S2 |
1,858.6 |
1,858.6 |
1,882.3 |
|
| S3 |
1,831.8 |
1,846.1 |
1,879.8 |
|
| S4 |
1,805.0 |
1,819.3 |
1,872.5 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.2 |
2,024.9 |
1,917.0 |
|
| R3 |
2,000.0 |
1,970.7 |
1,902.1 |
|
| R2 |
1,945.8 |
1,945.8 |
1,897.1 |
|
| R1 |
1,916.5 |
1,916.5 |
1,892.2 |
1,904.1 |
| PP |
1,891.6 |
1,891.6 |
1,891.6 |
1,885.4 |
| S1 |
1,862.3 |
1,862.3 |
1,882.2 |
1,849.9 |
| S2 |
1,837.4 |
1,837.4 |
1,877.3 |
|
| S3 |
1,783.2 |
1,808.1 |
1,872.3 |
|
| S4 |
1,729.0 |
1,753.9 |
1,857.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,920.9 |
1,866.7 |
54.2 |
2.9% |
25.6 |
1.4% |
38% |
False |
False |
6,943 |
| 10 |
1,943.4 |
1,866.7 |
76.7 |
4.1% |
25.2 |
1.3% |
27% |
False |
False |
6,013 |
| 20 |
1,945.6 |
1,866.7 |
78.9 |
4.2% |
26.9 |
1.4% |
26% |
False |
False |
5,290 |
| 40 |
1,991.6 |
1,858.1 |
133.5 |
7.1% |
28.7 |
1.5% |
22% |
False |
False |
4,005 |
| 60 |
2,099.2 |
1,858.1 |
241.1 |
12.8% |
36.1 |
1.9% |
12% |
False |
False |
3,918 |
| 80 |
2,099.2 |
1,828.8 |
270.4 |
14.3% |
34.8 |
1.8% |
22% |
False |
False |
3,822 |
| 100 |
2,099.2 |
1,732.9 |
366.3 |
19.4% |
32.7 |
1.7% |
42% |
False |
False |
3,347 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.2% |
31.2 |
1.7% |
47% |
False |
False |
3,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,011.8 |
|
2.618 |
1,968.1 |
|
1.618 |
1,941.3 |
|
1.000 |
1,924.7 |
|
0.618 |
1,914.5 |
|
HIGH |
1,897.9 |
|
0.618 |
1,887.7 |
|
0.500 |
1,884.5 |
|
0.382 |
1,881.3 |
|
LOW |
1,871.1 |
|
0.618 |
1,854.5 |
|
1.000 |
1,844.3 |
|
1.618 |
1,827.7 |
|
2.618 |
1,800.9 |
|
4.250 |
1,757.2 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,886.3 |
1,893.1 |
| PP |
1,885.4 |
1,891.1 |
| S1 |
1,884.5 |
1,889.2 |
|