| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,252.25 |
3,296.75 |
44.50 |
1.4% |
3,438.75 |
| High |
3,313.00 |
3,372.50 |
59.50 |
1.8% |
3,438.75 |
| Low |
3,234.25 |
3,295.50 |
61.25 |
1.9% |
3,215.75 |
| Close |
3,290.75 |
3,352.25 |
61.50 |
1.9% |
3,254.75 |
| Range |
78.75 |
77.00 |
-1.75 |
-2.2% |
223.00 |
| ATR |
66.98 |
68.04 |
1.05 |
1.6% |
0.00 |
| Volume |
2,051 |
2,504 |
453 |
22.1% |
9,983 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,571.00 |
3,538.75 |
3,394.50 |
|
| R3 |
3,494.00 |
3,461.75 |
3,373.50 |
|
| R2 |
3,417.00 |
3,417.00 |
3,366.25 |
|
| R1 |
3,384.75 |
3,384.75 |
3,359.25 |
3,401.00 |
| PP |
3,340.00 |
3,340.00 |
3,340.00 |
3,348.25 |
| S1 |
3,307.75 |
3,307.75 |
3,345.25 |
3,324.00 |
| S2 |
3,263.00 |
3,263.00 |
3,338.25 |
|
| S3 |
3,186.00 |
3,230.75 |
3,331.00 |
|
| S4 |
3,109.00 |
3,153.75 |
3,310.00 |
|
|
| 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 |
3,372.50 |
3,215.75 |
156.75 |
4.7% |
83.50 |
2.5% |
87% |
True |
False |
2,526 |
| 10 |
3,452.00 |
3,215.75 |
236.25 |
7.0% |
66.75 |
2.0% |
58% |
False |
False |
1,831 |
| 20 |
3,532.00 |
3,215.75 |
316.25 |
9.4% |
61.50 |
1.8% |
43% |
False |
False |
1,822 |
| 40 |
3,532.00 |
3,190.25 |
341.75 |
10.2% |
67.00 |
2.0% |
47% |
False |
False |
1,881 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
11.3% |
61.50 |
1.8% |
43% |
False |
False |
1,300 |
| 80 |
3,568.50 |
3,102.00 |
466.50 |
13.9% |
56.50 |
1.7% |
54% |
False |
False |
980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,699.75 |
|
2.618 |
3,574.00 |
|
1.618 |
3,497.00 |
|
1.000 |
3,449.50 |
|
0.618 |
3,420.00 |
|
HIGH |
3,372.50 |
|
0.618 |
3,343.00 |
|
0.500 |
3,334.00 |
|
0.382 |
3,325.00 |
|
LOW |
3,295.50 |
|
0.618 |
3,248.00 |
|
1.000 |
3,218.50 |
|
1.618 |
3,171.00 |
|
2.618 |
3,094.00 |
|
4.250 |
2,968.25 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,346.25 |
3,333.00 |
| PP |
3,340.00 |
3,313.50 |
| S1 |
3,334.00 |
3,294.00 |
|