| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,296.75 |
3,352.75 |
56.00 |
1.7% |
3,438.75 |
| High |
3,372.50 |
3,470.25 |
97.75 |
2.9% |
3,438.75 |
| Low |
3,295.50 |
3,311.00 |
15.50 |
0.5% |
3,215.75 |
| Close |
3,352.25 |
3,425.50 |
73.25 |
2.2% |
3,254.75 |
| Range |
77.00 |
159.25 |
82.25 |
106.8% |
223.00 |
| ATR |
68.04 |
74.55 |
6.52 |
9.6% |
0.00 |
| Volume |
2,504 |
6,701 |
4,197 |
167.6% |
9,983 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,880.00 |
3,812.00 |
3,513.00 |
|
| R3 |
3,720.75 |
3,652.75 |
3,469.25 |
|
| R2 |
3,561.50 |
3,561.50 |
3,454.75 |
|
| R1 |
3,493.50 |
3,493.50 |
3,440.00 |
3,527.50 |
| PP |
3,402.25 |
3,402.25 |
3,402.25 |
3,419.25 |
| S1 |
3,334.25 |
3,334.25 |
3,411.00 |
3,368.25 |
| S2 |
3,243.00 |
3,243.00 |
3,396.25 |
|
| S3 |
3,083.75 |
3,175.00 |
3,381.75 |
|
| S4 |
2,924.50 |
3,015.75 |
3,338.00 |
|
|
| 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 |
3,470.25 |
3,215.75 |
254.50 |
7.4% |
93.50 |
2.7% |
82% |
True |
False |
3,404 |
| 10 |
3,470.25 |
3,215.75 |
254.50 |
7.4% |
79.00 |
2.3% |
82% |
True |
False |
2,323 |
| 20 |
3,532.00 |
3,215.75 |
316.25 |
9.2% |
65.25 |
1.9% |
66% |
False |
False |
1,971 |
| 40 |
3,532.00 |
3,190.25 |
341.75 |
10.0% |
67.75 |
2.0% |
69% |
False |
False |
2,042 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
11.0% |
63.25 |
1.8% |
62% |
False |
False |
1,409 |
| 80 |
3,568.50 |
3,172.00 |
396.50 |
11.6% |
57.50 |
1.7% |
64% |
False |
False |
1,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,147.00 |
|
2.618 |
3,887.25 |
|
1.618 |
3,728.00 |
|
1.000 |
3,629.50 |
|
0.618 |
3,568.75 |
|
HIGH |
3,470.25 |
|
0.618 |
3,409.50 |
|
0.500 |
3,390.50 |
|
0.382 |
3,371.75 |
|
LOW |
3,311.00 |
|
0.618 |
3,212.50 |
|
1.000 |
3,151.75 |
|
1.618 |
3,053.25 |
|
2.618 |
2,894.00 |
|
4.250 |
2,634.25 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,414.00 |
3,401.00 |
| PP |
3,402.25 |
3,376.75 |
| S1 |
3,390.50 |
3,352.25 |
|