Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
12,942.91 |
13,022.09 |
79.18 |
0.6% |
11,318.99 |
High |
13,352.04 |
13,749.17 |
397.13 |
3.0% |
13,216.85 |
Low |
12,801.53 |
13,000.92 |
199.39 |
1.6% |
11,279.89 |
Close |
13,022.08 |
13,622.15 |
600.07 |
4.6% |
12,943.62 |
Range |
550.51 |
748.25 |
197.74 |
35.9% |
1,936.96 |
ATR |
436.64 |
458.90 |
22.26 |
5.1% |
0.00 |
Volume |
28,764 |
75,948 |
47,184 |
164.0% |
300,950 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,702.16 |
15,410.41 |
14,033.69 |
|
R3 |
14,953.91 |
14,662.16 |
13,827.92 |
|
R2 |
14,205.66 |
14,205.66 |
13,759.33 |
|
R1 |
13,913.91 |
13,913.91 |
13,690.74 |
14,059.79 |
PP |
13,457.41 |
13,457.41 |
13,457.41 |
13,530.35 |
S1 |
13,165.66 |
13,165.66 |
13,553.56 |
13,311.54 |
S2 |
12,709.16 |
12,709.16 |
13,484.97 |
|
S3 |
11,960.91 |
12,417.41 |
13,416.38 |
|
S4 |
11,212.66 |
11,669.16 |
13,210.61 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,291.00 |
17,554.27 |
14,008.95 |
|
R3 |
16,354.04 |
15,617.31 |
13,476.28 |
|
R2 |
14,417.08 |
14,417.08 |
13,298.73 |
|
R1 |
13,680.35 |
13,680.35 |
13,121.17 |
14,048.72 |
PP |
12,480.12 |
12,480.12 |
12,480.12 |
12,664.30 |
S1 |
11,743.39 |
11,743.39 |
12,766.07 |
12,111.76 |
S2 |
10,543.16 |
10,543.16 |
12,588.51 |
|
S3 |
8,606.20 |
9,806.43 |
12,410.96 |
|
S4 |
6,669.24 |
7,869.47 |
11,878.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,749.17 |
11,888.26 |
1,860.91 |
13.7% |
653.82 |
4.8% |
93% |
True |
False |
69,125 |
10 |
13,749.17 |
11,228.04 |
2,521.13 |
18.5% |
507.97 |
3.7% |
95% |
True |
False |
47,237 |
20 |
13,749.17 |
10,391.47 |
3,357.70 |
24.6% |
417.70 |
3.1% |
96% |
True |
False |
36,134 |
40 |
13,749.17 |
9,858.94 |
3,890.23 |
28.6% |
436.93 |
3.2% |
97% |
True |
False |
35,824 |
60 |
13,749.17 |
9,858.94 |
3,890.23 |
28.6% |
442.46 |
3.2% |
97% |
True |
False |
36,364 |
80 |
13,749.17 |
9,037.31 |
4,711.86 |
34.6% |
425.81 |
3.1% |
97% |
True |
False |
37,472 |
100 |
13,749.17 |
8,848.18 |
4,900.99 |
36.0% |
405.02 |
3.0% |
97% |
True |
False |
36,937 |
120 |
13,749.17 |
8,489.76 |
5,259.41 |
38.6% |
420.35 |
3.1% |
98% |
True |
False |
40,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,929.23 |
2.618 |
15,708.09 |
1.618 |
14,959.84 |
1.000 |
14,497.42 |
0.618 |
14,211.59 |
HIGH |
13,749.17 |
0.618 |
13,463.34 |
0.500 |
13,375.05 |
0.382 |
13,286.75 |
LOW |
13,000.92 |
0.618 |
12,538.50 |
1.000 |
12,252.67 |
1.618 |
11,790.25 |
2.618 |
11,042.00 |
4.250 |
9,820.86 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
13,539.78 |
13,495.66 |
PP |
13,457.41 |
13,369.17 |
S1 |
13,375.05 |
13,242.68 |
|