| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,875.1 |
1,885.3 |
10.2 |
0.5% |
1,912.3 |
| High |
1,897.9 |
1,904.3 |
6.4 |
0.3% |
1,920.9 |
| Low |
1,871.1 |
1,881.0 |
9.9 |
0.5% |
1,866.7 |
| Close |
1,887.2 |
1,899.7 |
12.5 |
0.7% |
1,887.2 |
| Range |
26.8 |
23.3 |
-3.5 |
-13.1% |
54.2 |
| ATR |
28.1 |
27.8 |
-0.3 |
-1.2% |
0.0 |
| Volume |
10,612 |
11,690 |
1,078 |
10.2% |
34,715 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.9 |
1,955.6 |
1,912.5 |
|
| R3 |
1,941.6 |
1,932.3 |
1,906.1 |
|
| R2 |
1,918.3 |
1,918.3 |
1,904.0 |
|
| R1 |
1,909.0 |
1,909.0 |
1,901.8 |
1,913.7 |
| PP |
1,895.0 |
1,895.0 |
1,895.0 |
1,897.3 |
| S1 |
1,885.7 |
1,885.7 |
1,897.6 |
1,890.4 |
| S2 |
1,871.7 |
1,871.7 |
1,895.4 |
|
| S3 |
1,848.4 |
1,862.4 |
1,893.3 |
|
| S4 |
1,825.1 |
1,839.1 |
1,886.9 |
|
|
| 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% |
26.6 |
1.4% |
61% |
False |
False |
8,424 |
| 10 |
1,943.4 |
1,866.7 |
76.7 |
4.0% |
25.3 |
1.3% |
43% |
False |
False |
6,729 |
| 20 |
1,945.6 |
1,866.7 |
78.9 |
4.2% |
26.4 |
1.4% |
42% |
False |
False |
5,729 |
| 40 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
28.5 |
1.5% |
31% |
False |
False |
4,247 |
| 60 |
2,069.6 |
1,858.1 |
211.5 |
11.1% |
35.4 |
1.9% |
20% |
False |
False |
4,007 |
| 80 |
2,099.2 |
1,828.8 |
270.4 |
14.2% |
34.8 |
1.8% |
26% |
False |
False |
3,934 |
| 100 |
2,099.2 |
1,732.9 |
366.3 |
19.3% |
32.6 |
1.7% |
46% |
False |
False |
3,433 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.1% |
31.3 |
1.6% |
50% |
False |
False |
3,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,003.3 |
|
2.618 |
1,965.3 |
|
1.618 |
1,942.0 |
|
1.000 |
1,927.6 |
|
0.618 |
1,918.7 |
|
HIGH |
1,904.3 |
|
0.618 |
1,895.4 |
|
0.500 |
1,892.7 |
|
0.382 |
1,889.9 |
|
LOW |
1,881.0 |
|
0.618 |
1,866.6 |
|
1.000 |
1,857.7 |
|
1.618 |
1,843.3 |
|
2.618 |
1,820.0 |
|
4.250 |
1,782.0 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,897.4 |
1,895.0 |
| PP |
1,895.0 |
1,890.2 |
| S1 |
1,892.7 |
1,885.5 |
|