| 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 |
1,926.8 |
1,916.4 |
-10.4 |
-0.5% |
1,918.1 |
| High |
1,927.8 |
1,966.9 |
39.1 |
2.0% |
1,926.4 |
| Low |
1,894.8 |
1,916.4 |
21.6 |
1.1% |
1,872.8 |
| Close |
1,908.5 |
1,959.5 |
51.0 |
2.7% |
1,892.4 |
| Range |
33.0 |
50.5 |
17.5 |
53.0% |
53.6 |
| ATR |
26.9 |
29.1 |
2.3 |
8.4% |
0.0 |
| Volume |
5,839 |
8,255 |
2,416 |
41.4% |
8,684 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.1 |
2,079.8 |
1,987.3 |
|
| R3 |
2,048.6 |
2,029.3 |
1,973.4 |
|
| R2 |
1,998.1 |
1,998.1 |
1,968.8 |
|
| R1 |
1,978.8 |
1,978.8 |
1,964.1 |
1,988.5 |
| PP |
1,947.6 |
1,947.6 |
1,947.6 |
1,952.4 |
| S1 |
1,928.3 |
1,928.3 |
1,954.9 |
1,938.0 |
| S2 |
1,897.1 |
1,897.1 |
1,950.2 |
|
| S3 |
1,846.6 |
1,877.8 |
1,945.6 |
|
| S4 |
1,796.1 |
1,827.3 |
1,931.7 |
|
|
| 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 |
1,966.9 |
1,878.0 |
88.9 |
4.5% |
30.5 |
1.6% |
92% |
True |
False |
4,565 |
| 10 |
1,966.9 |
1,872.8 |
94.1 |
4.8% |
27.1 |
1.4% |
92% |
True |
False |
2,988 |
| 20 |
1,966.9 |
1,872.8 |
94.1 |
4.8% |
26.1 |
1.3% |
92% |
True |
False |
2,750 |
| 40 |
1,996.8 |
1,862.4 |
134.4 |
6.9% |
27.5 |
1.4% |
72% |
False |
False |
2,065 |
| 60 |
2,036.1 |
1,862.4 |
173.7 |
8.9% |
31.8 |
1.6% |
56% |
False |
False |
1,834 |
| 80 |
2,107.6 |
1,838.8 |
268.8 |
13.7% |
34.0 |
1.7% |
45% |
False |
False |
1,821 |
| 100 |
2,107.6 |
1,758.9 |
348.7 |
17.8% |
29.9 |
1.5% |
58% |
False |
False |
1,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.5 |
|
2.618 |
2,099.1 |
|
1.618 |
2,048.6 |
|
1.000 |
2,017.4 |
|
0.618 |
1,998.1 |
|
HIGH |
1,966.9 |
|
0.618 |
1,947.6 |
|
0.500 |
1,941.7 |
|
0.382 |
1,935.7 |
|
LOW |
1,916.4 |
|
0.618 |
1,885.2 |
|
1.000 |
1,865.9 |
|
1.618 |
1,834.7 |
|
2.618 |
1,784.2 |
|
4.250 |
1,701.8 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,953.6 |
1,950.0 |
| PP |
1,947.6 |
1,940.4 |
| S1 |
1,941.7 |
1,930.9 |
|