| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,352.75 |
3,427.25 |
74.50 |
2.2% |
3,438.75 |
| High |
3,470.25 |
3,512.50 |
42.25 |
1.2% |
3,438.75 |
| Low |
3,311.00 |
3,418.75 |
107.75 |
3.3% |
3,215.75 |
| Close |
3,425.50 |
3,495.25 |
69.75 |
2.0% |
3,254.75 |
| Range |
159.25 |
93.75 |
-65.50 |
-41.1% |
223.00 |
| ATR |
74.55 |
75.92 |
1.37 |
1.8% |
0.00 |
| Volume |
6,701 |
2,562 |
-4,139 |
-61.8% |
9,983 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,756.75 |
3,719.75 |
3,546.75 |
|
| R3 |
3,663.00 |
3,626.00 |
3,521.00 |
|
| R2 |
3,569.25 |
3,569.25 |
3,512.50 |
|
| R1 |
3,532.25 |
3,532.25 |
3,503.75 |
3,550.75 |
| PP |
3,475.50 |
3,475.50 |
3,475.50 |
3,484.75 |
| S1 |
3,438.50 |
3,438.50 |
3,486.75 |
3,457.00 |
| S2 |
3,381.75 |
3,381.75 |
3,478.00 |
|
| S3 |
3,288.00 |
3,344.75 |
3,469.50 |
|
| S4 |
3,194.25 |
3,251.00 |
3,443.75 |
|
|
| 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 |
3,512.50 |
3,215.75 |
296.75 |
8.5% |
95.75 |
2.7% |
94% |
True |
False |
3,607 |
| 10 |
3,512.50 |
3,215.75 |
296.75 |
8.5% |
83.25 |
2.4% |
94% |
True |
False |
2,422 |
| 20 |
3,532.00 |
3,215.75 |
316.25 |
9.0% |
68.00 |
1.9% |
88% |
False |
False |
2,025 |
| 40 |
3,532.00 |
3,190.25 |
341.75 |
9.8% |
67.75 |
1.9% |
89% |
False |
False |
2,099 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
10.8% |
63.75 |
1.8% |
81% |
False |
False |
1,452 |
| 80 |
3,568.50 |
3,172.00 |
396.50 |
11.3% |
58.25 |
1.7% |
82% |
False |
False |
1,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,911.00 |
|
2.618 |
3,758.00 |
|
1.618 |
3,664.25 |
|
1.000 |
3,606.25 |
|
0.618 |
3,570.50 |
|
HIGH |
3,512.50 |
|
0.618 |
3,476.75 |
|
0.500 |
3,465.50 |
|
0.382 |
3,454.50 |
|
LOW |
3,418.75 |
|
0.618 |
3,360.75 |
|
1.000 |
3,325.00 |
|
1.618 |
3,267.00 |
|
2.618 |
3,173.25 |
|
4.250 |
3,020.25 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,485.50 |
3,464.75 |
| PP |
3,475.50 |
3,434.50 |
| S1 |
3,465.50 |
3,404.00 |
|