Trading Metrics calculated at close of trading on 28-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
13,022.09 |
13,622.14 |
600.05 |
4.6% |
11,318.99 |
High |
13,749.17 |
13,851.41 |
102.24 |
0.7% |
13,216.85 |
Low |
13,000.92 |
12,912.10 |
-88.82 |
-0.7% |
11,279.89 |
Close |
13,622.15 |
13,213.31 |
-408.84 |
-3.0% |
12,943.62 |
Range |
748.25 |
939.31 |
191.06 |
25.5% |
1,936.96 |
ATR |
458.90 |
493.21 |
34.32 |
7.5% |
0.00 |
Volume |
75,948 |
54,790 |
-21,158 |
-27.9% |
300,950 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,143.54 |
15,617.73 |
13,729.93 |
|
R3 |
15,204.23 |
14,678.42 |
13,471.62 |
|
R2 |
14,264.92 |
14,264.92 |
13,385.52 |
|
R1 |
13,739.11 |
13,739.11 |
13,299.41 |
13,532.36 |
PP |
13,325.61 |
13,325.61 |
13,325.61 |
13,222.23 |
S1 |
12,799.80 |
12,799.80 |
13,127.21 |
12,593.05 |
S2 |
12,386.30 |
12,386.30 |
13,041.10 |
|
S3 |
11,446.99 |
11,860.49 |
12,955.00 |
|
S4 |
10,507.68 |
10,921.18 |
12,696.69 |
|
|
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 |
13,851.41 |
12,706.97 |
1,144.44 |
8.7% |
641.77 |
4.9% |
44% |
True |
False |
58,009 |
10 |
13,851.41 |
11,228.04 |
2,623.37 |
19.9% |
576.89 |
4.4% |
76% |
True |
False |
50,786 |
20 |
13,851.41 |
10,391.47 |
3,459.94 |
26.2% |
454.88 |
3.4% |
82% |
True |
False |
37,970 |
40 |
13,851.41 |
9,858.94 |
3,992.47 |
30.2% |
447.76 |
3.4% |
84% |
True |
False |
36,298 |
60 |
13,851.41 |
9,858.94 |
3,992.47 |
30.2% |
452.01 |
3.4% |
84% |
True |
False |
36,745 |
80 |
13,851.41 |
9,037.31 |
4,814.10 |
36.4% |
435.45 |
3.3% |
87% |
True |
False |
37,891 |
100 |
13,851.41 |
8,848.18 |
5,003.23 |
37.9% |
411.63 |
3.1% |
87% |
True |
False |
37,196 |
120 |
13,851.41 |
8,647.02 |
5,204.39 |
39.4% |
424.15 |
3.2% |
88% |
True |
False |
40,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,843.48 |
2.618 |
16,310.52 |
1.618 |
15,371.21 |
1.000 |
14,790.72 |
0.618 |
14,431.90 |
HIGH |
13,851.41 |
0.618 |
13,492.59 |
0.500 |
13,381.76 |
0.382 |
13,270.92 |
LOW |
12,912.10 |
0.618 |
12,331.61 |
1.000 |
11,972.79 |
1.618 |
11,392.30 |
2.618 |
10,452.99 |
4.250 |
8,920.03 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
13,381.76 |
13,326.47 |
PP |
13,325.61 |
13,288.75 |
S1 |
13,269.46 |
13,251.03 |
|