| 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 |
1,891.3 |
1,907.0 |
15.7 |
0.8% |
1,918.1 |
| High |
1,908.3 |
1,924.0 |
15.7 |
0.8% |
1,926.4 |
| Low |
1,887.6 |
1,900.5 |
12.9 |
0.7% |
1,872.8 |
| Close |
1,904.8 |
1,922.4 |
17.6 |
0.9% |
1,892.4 |
| Range |
20.7 |
23.5 |
2.8 |
13.5% |
53.6 |
| ATR |
26.6 |
26.4 |
-0.2 |
-0.8% |
0.0 |
| Volume |
3,319 |
2,852 |
-467 |
-14.1% |
8,684 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,986.1 |
1,977.8 |
1,935.3 |
|
| R3 |
1,962.6 |
1,954.3 |
1,928.9 |
|
| R2 |
1,939.1 |
1,939.1 |
1,926.7 |
|
| R1 |
1,930.8 |
1,930.8 |
1,924.6 |
1,935.0 |
| PP |
1,915.6 |
1,915.6 |
1,915.6 |
1,917.7 |
| S1 |
1,907.3 |
1,907.3 |
1,920.2 |
1,911.5 |
| S2 |
1,892.1 |
1,892.1 |
1,918.1 |
|
| S3 |
1,868.6 |
1,883.8 |
1,915.9 |
|
| S4 |
1,845.1 |
1,860.3 |
1,909.5 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.0 |
2,028.8 |
1,921.9 |
|
| R3 |
2,004.4 |
1,975.2 |
1,907.1 |
|
| R2 |
1,950.8 |
1,950.8 |
1,902.2 |
|
| R1 |
1,921.6 |
1,921.6 |
1,897.3 |
1,909.4 |
| PP |
1,897.2 |
1,897.2 |
1,897.2 |
1,891.1 |
| S1 |
1,868.0 |
1,868.0 |
1,887.5 |
1,855.8 |
| S2 |
1,843.6 |
1,843.6 |
1,882.6 |
|
| S3 |
1,790.0 |
1,814.4 |
1,877.7 |
|
| S4 |
1,736.4 |
1,760.8 |
1,862.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,924.6 |
1,872.8 |
51.8 |
2.7% |
27.3 |
1.4% |
96% |
False |
False |
2,384 |
| 10 |
1,948.6 |
1,872.8 |
75.8 |
3.9% |
24.4 |
1.3% |
65% |
False |
False |
2,133 |
| 20 |
1,952.2 |
1,872.8 |
79.4 |
4.1% |
24.0 |
1.2% |
62% |
False |
False |
2,480 |
| 40 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
26.8 |
1.4% |
45% |
False |
False |
1,751 |
| 60 |
2,059.8 |
1,862.4 |
197.4 |
10.3% |
34.0 |
1.8% |
30% |
False |
False |
1,718 |
| 80 |
2,107.6 |
1,838.8 |
268.8 |
14.0% |
33.3 |
1.7% |
31% |
False |
False |
1,659 |
| 100 |
2,107.6 |
1,755.5 |
352.1 |
18.3% |
29.1 |
1.5% |
47% |
False |
False |
1,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,023.9 |
|
2.618 |
1,985.5 |
|
1.618 |
1,962.0 |
|
1.000 |
1,947.5 |
|
0.618 |
1,938.5 |
|
HIGH |
1,924.0 |
|
0.618 |
1,915.0 |
|
0.500 |
1,912.3 |
|
0.382 |
1,909.5 |
|
LOW |
1,900.5 |
|
0.618 |
1,886.0 |
|
1.000 |
1,877.0 |
|
1.618 |
1,862.5 |
|
2.618 |
1,839.0 |
|
4.250 |
1,800.6 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,919.0 |
1,915.3 |
| PP |
1,915.6 |
1,908.1 |
| S1 |
1,912.3 |
1,901.0 |
|