| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1,917.9 |
1,910.5 |
-7.4 |
-0.4% |
1,912.3 |
| High |
1,924.0 |
1,961.4 |
37.4 |
1.9% |
1,920.9 |
| Low |
1,888.6 |
1,910.2 |
21.6 |
1.1% |
1,866.7 |
| Close |
1,903.1 |
1,953.8 |
50.7 |
2.7% |
1,887.2 |
| Range |
35.4 |
51.2 |
15.8 |
44.6% |
54.2 |
| ATR |
28.1 |
30.2 |
2.2 |
7.7% |
0.0 |
| Volume |
21,925 |
24,772 |
2,847 |
13.0% |
34,715 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.4 |
2,075.8 |
1,982.0 |
|
| R3 |
2,044.2 |
2,024.6 |
1,967.9 |
|
| R2 |
1,993.0 |
1,993.0 |
1,963.2 |
|
| R1 |
1,973.4 |
1,973.4 |
1,958.5 |
1,983.2 |
| PP |
1,941.8 |
1,941.8 |
1,941.8 |
1,946.7 |
| S1 |
1,922.2 |
1,922.2 |
1,949.1 |
1,932.0 |
| S2 |
1,890.6 |
1,890.6 |
1,944.4 |
|
| S3 |
1,839.4 |
1,871.0 |
1,939.7 |
|
| S4 |
1,788.2 |
1,819.8 |
1,925.6 |
|
|
| 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 |
1,961.4 |
1,871.1 |
90.3 |
4.6% |
32.1 |
1.6% |
92% |
True |
False |
16,795 |
| 10 |
1,961.4 |
1,866.7 |
94.7 |
4.8% |
28.3 |
1.4% |
92% |
True |
False |
11,269 |
| 20 |
1,961.4 |
1,866.7 |
94.7 |
4.8% |
27.4 |
1.4% |
92% |
True |
False |
7,991 |
| 40 |
1,991.6 |
1,858.1 |
133.5 |
6.8% |
29.0 |
1.5% |
72% |
False |
False |
5,559 |
| 60 |
2,032.5 |
1,858.1 |
174.4 |
8.9% |
33.2 |
1.7% |
55% |
False |
False |
4,705 |
| 80 |
2,099.2 |
1,828.9 |
270.3 |
13.8% |
35.6 |
1.8% |
46% |
False |
False |
4,620 |
| 100 |
2,099.2 |
1,743.2 |
356.0 |
18.2% |
33.0 |
1.7% |
59% |
False |
False |
4,029 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
31.8 |
1.6% |
64% |
False |
False |
3,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.0 |
|
2.618 |
2,095.4 |
|
1.618 |
2,044.2 |
|
1.000 |
2,012.6 |
|
0.618 |
1,993.0 |
|
HIGH |
1,961.4 |
|
0.618 |
1,941.8 |
|
0.500 |
1,935.8 |
|
0.382 |
1,929.8 |
|
LOW |
1,910.2 |
|
0.618 |
1,878.6 |
|
1.000 |
1,859.0 |
|
1.618 |
1,827.4 |
|
2.618 |
1,776.2 |
|
4.250 |
1,692.6 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,947.8 |
1,944.2 |
| PP |
1,941.8 |
1,934.6 |
| S1 |
1,935.8 |
1,925.0 |
|