| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,357.50 |
3,270.75 |
-86.75 |
-2.6% |
3,463.25 |
| High |
3,360.50 |
3,323.25 |
-37.25 |
-1.1% |
3,486.00 |
| Low |
3,251.50 |
3,240.75 |
-10.75 |
-0.3% |
3,393.00 |
| Close |
3,253.75 |
3,292.50 |
38.75 |
1.2% |
3,442.00 |
| Range |
109.00 |
82.50 |
-26.50 |
-24.3% |
93.00 |
| ATR |
63.93 |
65.26 |
1.33 |
2.1% |
0.00 |
| Volume |
2,311 |
1,547 |
-764 |
-33.1% |
5,831 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,533.00 |
3,495.25 |
3,338.00 |
|
| R3 |
3,450.50 |
3,412.75 |
3,315.25 |
|
| R2 |
3,368.00 |
3,368.00 |
3,307.50 |
|
| R1 |
3,330.25 |
3,330.25 |
3,300.00 |
3,349.00 |
| PP |
3,285.50 |
3,285.50 |
3,285.50 |
3,295.00 |
| S1 |
3,247.75 |
3,247.75 |
3,285.00 |
3,266.50 |
| S2 |
3,203.00 |
3,203.00 |
3,277.50 |
|
| S3 |
3,120.50 |
3,165.25 |
3,269.75 |
|
| S4 |
3,038.00 |
3,082.75 |
3,247.00 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,719.25 |
3,673.75 |
3,493.25 |
|
| R3 |
3,626.25 |
3,580.75 |
3,467.50 |
|
| R2 |
3,533.25 |
3,533.25 |
3,459.00 |
|
| R1 |
3,487.75 |
3,487.75 |
3,450.50 |
3,464.00 |
| PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,428.50 |
| S1 |
3,394.75 |
3,394.75 |
3,433.50 |
3,371.00 |
| S2 |
3,347.25 |
3,347.25 |
3,425.00 |
|
| S3 |
3,254.25 |
3,301.75 |
3,416.50 |
|
| S4 |
3,161.25 |
3,208.75 |
3,390.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,452.00 |
3,240.75 |
211.25 |
6.4% |
70.75 |
2.1% |
24% |
False |
True |
1,237 |
| 10 |
3,498.50 |
3,240.75 |
257.75 |
7.8% |
62.25 |
1.9% |
20% |
False |
True |
1,334 |
| 20 |
3,532.00 |
3,240.75 |
291.25 |
8.8% |
61.00 |
1.9% |
18% |
False |
True |
1,624 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
11.5% |
71.75 |
2.2% |
27% |
False |
False |
1,686 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
11.5% |
59.25 |
1.8% |
27% |
False |
False |
1,155 |
| 80 |
3,568.50 |
3,087.50 |
481.00 |
14.6% |
56.25 |
1.7% |
43% |
False |
False |
871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,674.00 |
|
2.618 |
3,539.25 |
|
1.618 |
3,456.75 |
|
1.000 |
3,405.75 |
|
0.618 |
3,374.25 |
|
HIGH |
3,323.25 |
|
0.618 |
3,291.75 |
|
0.500 |
3,282.00 |
|
0.382 |
3,272.25 |
|
LOW |
3,240.75 |
|
0.618 |
3,189.75 |
|
1.000 |
3,158.25 |
|
1.618 |
3,107.25 |
|
2.618 |
3,024.75 |
|
4.250 |
2,890.00 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,289.00 |
3,320.50 |
| PP |
3,285.50 |
3,311.00 |
| S1 |
3,282.00 |
3,301.75 |
|