| 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 |
3,270.75 |
3,258.75 |
-12.00 |
-0.4% |
3,438.75 |
| High |
3,323.25 |
3,286.00 |
-37.25 |
-1.1% |
3,438.75 |
| Low |
3,240.75 |
3,215.75 |
-25.00 |
-0.8% |
3,215.75 |
| Close |
3,292.50 |
3,254.75 |
-37.75 |
-1.1% |
3,254.75 |
| Range |
82.50 |
70.25 |
-12.25 |
-14.8% |
223.00 |
| ATR |
65.26 |
66.08 |
0.82 |
1.3% |
0.00 |
| Volume |
1,547 |
4,219 |
2,672 |
172.7% |
9,983 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,463.00 |
3,429.00 |
3,293.50 |
|
| R3 |
3,392.75 |
3,358.75 |
3,274.00 |
|
| R2 |
3,322.50 |
3,322.50 |
3,267.75 |
|
| R1 |
3,288.50 |
3,288.50 |
3,261.25 |
3,270.50 |
| PP |
3,252.25 |
3,252.25 |
3,252.25 |
3,243.00 |
| S1 |
3,218.25 |
3,218.25 |
3,248.25 |
3,200.00 |
| S2 |
3,182.00 |
3,182.00 |
3,241.75 |
|
| S3 |
3,111.75 |
3,148.00 |
3,235.50 |
|
| S4 |
3,041.50 |
3,077.75 |
3,216.00 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,972.00 |
3,836.50 |
3,377.50 |
|
| R3 |
3,749.00 |
3,613.50 |
3,316.00 |
|
| R2 |
3,526.00 |
3,526.00 |
3,295.75 |
|
| R1 |
3,390.50 |
3,390.50 |
3,275.25 |
3,346.75 |
| PP |
3,303.00 |
3,303.00 |
3,303.00 |
3,281.25 |
| S1 |
3,167.50 |
3,167.50 |
3,234.25 |
3,123.75 |
| S2 |
3,080.00 |
3,080.00 |
3,213.75 |
|
| S3 |
2,857.00 |
2,944.50 |
3,193.50 |
|
| S4 |
2,634.00 |
2,721.50 |
3,132.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,438.75 |
3,215.75 |
223.00 |
6.9% |
78.75 |
2.4% |
17% |
False |
True |
1,996 |
| 10 |
3,486.00 |
3,215.75 |
270.25 |
8.3% |
64.75 |
2.0% |
14% |
False |
True |
1,581 |
| 20 |
3,532.00 |
3,215.75 |
316.25 |
9.7% |
60.75 |
1.9% |
12% |
False |
True |
1,676 |
| 40 |
3,532.00 |
3,190.25 |
341.75 |
10.5% |
69.50 |
2.1% |
19% |
False |
False |
1,785 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
11.6% |
59.75 |
1.8% |
17% |
False |
False |
1,225 |
| 80 |
3,568.50 |
3,094.75 |
473.75 |
14.6% |
56.50 |
1.7% |
34% |
False |
False |
923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,584.50 |
|
2.618 |
3,470.00 |
|
1.618 |
3,399.75 |
|
1.000 |
3,356.25 |
|
0.618 |
3,329.50 |
|
HIGH |
3,286.00 |
|
0.618 |
3,259.25 |
|
0.500 |
3,251.00 |
|
0.382 |
3,242.50 |
|
LOW |
3,215.75 |
|
0.618 |
3,172.25 |
|
1.000 |
3,145.50 |
|
1.618 |
3,102.00 |
|
2.618 |
3,031.75 |
|
4.250 |
2,917.25 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,253.50 |
3,288.00 |
| PP |
3,252.25 |
3,277.00 |
| S1 |
3,251.00 |
3,266.00 |
|