| 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 |
1,903.4 |
1,917.9 |
14.5 |
0.8% |
1,912.3 |
| High |
1,919.0 |
1,924.0 |
5.0 |
0.3% |
1,920.9 |
| Low |
1,895.2 |
1,888.6 |
-6.6 |
-0.3% |
1,866.7 |
| Close |
1,917.4 |
1,903.1 |
-14.3 |
-0.7% |
1,887.2 |
| Range |
23.8 |
35.4 |
11.6 |
48.7% |
54.2 |
| ATR |
27.5 |
28.1 |
0.6 |
2.0% |
0.0 |
| Volume |
14,978 |
21,925 |
6,947 |
46.4% |
34,715 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.4 |
1,992.7 |
1,922.6 |
|
| R3 |
1,976.0 |
1,957.3 |
1,912.8 |
|
| R2 |
1,940.6 |
1,940.6 |
1,909.6 |
|
| R1 |
1,921.9 |
1,921.9 |
1,906.3 |
1,913.6 |
| PP |
1,905.2 |
1,905.2 |
1,905.2 |
1,901.1 |
| S1 |
1,886.5 |
1,886.5 |
1,899.9 |
1,878.2 |
| S2 |
1,869.8 |
1,869.8 |
1,896.6 |
|
| S3 |
1,834.4 |
1,851.1 |
1,893.4 |
|
| S4 |
1,799.0 |
1,815.7 |
1,883.6 |
|
|
| 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 |
1,924.0 |
1,866.7 |
57.3 |
3.0% |
26.9 |
1.4% |
64% |
True |
False |
13,339 |
| 10 |
1,936.1 |
1,866.7 |
69.4 |
3.6% |
26.6 |
1.4% |
52% |
False |
False |
9,437 |
| 20 |
1,945.6 |
1,866.7 |
78.9 |
4.1% |
25.8 |
1.4% |
46% |
False |
False |
7,105 |
| 40 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
28.3 |
1.5% |
34% |
False |
False |
5,002 |
| 60 |
2,032.5 |
1,858.1 |
174.4 |
9.2% |
33.8 |
1.8% |
26% |
False |
False |
4,393 |
| 80 |
2,099.2 |
1,828.9 |
270.3 |
14.2% |
35.1 |
1.8% |
27% |
False |
False |
4,323 |
| 100 |
2,099.2 |
1,743.2 |
356.0 |
18.7% |
32.7 |
1.7% |
45% |
False |
False |
3,787 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.1% |
31.4 |
1.7% |
51% |
False |
False |
3,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,074.5 |
|
2.618 |
2,016.7 |
|
1.618 |
1,981.3 |
|
1.000 |
1,959.4 |
|
0.618 |
1,945.9 |
|
HIGH |
1,924.0 |
|
0.618 |
1,910.5 |
|
0.500 |
1,906.3 |
|
0.382 |
1,902.1 |
|
LOW |
1,888.6 |
|
0.618 |
1,866.7 |
|
1.000 |
1,853.2 |
|
1.618 |
1,831.3 |
|
2.618 |
1,795.9 |
|
4.250 |
1,738.2 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.3 |
1,902.9 |
| PP |
1,905.2 |
1,902.7 |
| S1 |
1,904.2 |
1,902.5 |
|