| 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 |
3,258.75 |
3,252.25 |
-6.50 |
-0.2% |
3,438.75 |
| High |
3,286.00 |
3,313.00 |
27.00 |
0.8% |
3,438.75 |
| Low |
3,215.75 |
3,234.25 |
18.50 |
0.6% |
3,215.75 |
| Close |
3,254.75 |
3,290.75 |
36.00 |
1.1% |
3,254.75 |
| Range |
70.25 |
78.75 |
8.50 |
12.1% |
223.00 |
| ATR |
66.08 |
66.98 |
0.91 |
1.4% |
0.00 |
| Volume |
4,219 |
2,051 |
-2,168 |
-51.4% |
9,983 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,515.50 |
3,482.00 |
3,334.00 |
|
| R3 |
3,436.75 |
3,403.25 |
3,312.50 |
|
| R2 |
3,358.00 |
3,358.00 |
3,305.25 |
|
| R1 |
3,324.50 |
3,324.50 |
3,298.00 |
3,341.25 |
| PP |
3,279.25 |
3,279.25 |
3,279.25 |
3,287.75 |
| S1 |
3,245.75 |
3,245.75 |
3,283.50 |
3,262.50 |
| S2 |
3,200.50 |
3,200.50 |
3,276.25 |
|
| S3 |
3,121.75 |
3,167.00 |
3,269.00 |
|
| S4 |
3,043.00 |
3,088.25 |
3,247.50 |
|
|
| 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 |
3,400.00 |
3,215.75 |
184.25 |
5.6% |
76.25 |
2.3% |
41% |
False |
False |
2,170 |
| 10 |
3,459.25 |
3,215.75 |
243.50 |
7.4% |
64.25 |
2.0% |
31% |
False |
False |
1,679 |
| 20 |
3,532.00 |
3,215.75 |
316.25 |
9.6% |
62.25 |
1.9% |
24% |
False |
False |
1,749 |
| 40 |
3,532.00 |
3,190.25 |
341.75 |
10.4% |
68.00 |
2.1% |
29% |
False |
False |
1,822 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
11.5% |
60.75 |
1.8% |
27% |
False |
False |
1,258 |
| 80 |
3,568.50 |
3,102.00 |
466.50 |
14.2% |
56.50 |
1.7% |
40% |
False |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,647.75 |
|
2.618 |
3,519.25 |
|
1.618 |
3,440.50 |
|
1.000 |
3,391.75 |
|
0.618 |
3,361.75 |
|
HIGH |
3,313.00 |
|
0.618 |
3,283.00 |
|
0.500 |
3,273.50 |
|
0.382 |
3,264.25 |
|
LOW |
3,234.25 |
|
0.618 |
3,185.50 |
|
1.000 |
3,155.50 |
|
1.618 |
3,106.75 |
|
2.618 |
3,028.00 |
|
4.250 |
2,899.50 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,285.00 |
3,283.75 |
| PP |
3,279.25 |
3,276.50 |
| S1 |
3,273.50 |
3,269.50 |
|