Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
13,622.14 |
13,213.31 |
-408.83 |
-3.0% |
11,318.99 |
High |
13,851.41 |
13,640.23 |
-211.18 |
-1.5% |
13,216.85 |
Low |
12,912.10 |
12,992.95 |
80.85 |
0.6% |
11,279.89 |
Close |
13,213.31 |
13,484.23 |
270.92 |
2.1% |
12,943.62 |
Range |
939.31 |
647.28 |
-292.03 |
-31.1% |
1,936.96 |
ATR |
493.21 |
504.22 |
11.00 |
2.2% |
0.00 |
Volume |
54,790 |
62,178 |
7,388 |
13.5% |
300,950 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,314.31 |
15,046.55 |
13,840.23 |
|
R3 |
14,667.03 |
14,399.27 |
13,662.23 |
|
R2 |
14,019.75 |
14,019.75 |
13,602.90 |
|
R1 |
13,751.99 |
13,751.99 |
13,543.56 |
13,885.87 |
PP |
13,372.47 |
13,372.47 |
13,372.47 |
13,439.41 |
S1 |
13,104.71 |
13,104.71 |
13,424.90 |
13,238.59 |
S2 |
12,725.19 |
12,725.19 |
13,365.56 |
|
S3 |
12,077.91 |
12,457.43 |
13,306.23 |
|
S4 |
11,430.63 |
11,810.15 |
13,128.23 |
|
|
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 |
12,736.18 |
1,115.23 |
8.3% |
669.25 |
5.0% |
67% |
False |
False |
50,434 |
10 |
13,851.41 |
11,228.04 |
2,623.37 |
19.5% |
607.71 |
4.5% |
86% |
False |
False |
54,722 |
20 |
13,851.41 |
10,391.47 |
3,459.94 |
25.7% |
464.50 |
3.4% |
89% |
False |
False |
39,240 |
40 |
13,851.41 |
9,858.94 |
3,992.47 |
29.6% |
443.08 |
3.3% |
91% |
False |
False |
36,534 |
60 |
13,851.41 |
9,858.94 |
3,992.47 |
29.6% |
452.54 |
3.4% |
91% |
False |
False |
37,232 |
80 |
13,851.41 |
9,037.31 |
4,814.10 |
35.7% |
440.55 |
3.3% |
92% |
False |
False |
38,319 |
100 |
13,851.41 |
8,848.18 |
5,003.23 |
37.1% |
415.27 |
3.1% |
93% |
False |
False |
37,445 |
120 |
13,851.41 |
8,647.02 |
5,204.39 |
38.6% |
424.68 |
3.1% |
93% |
False |
False |
40,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,391.17 |
2.618 |
15,334.81 |
1.618 |
14,687.53 |
1.000 |
14,287.51 |
0.618 |
14,040.25 |
HIGH |
13,640.23 |
0.618 |
13,392.97 |
0.500 |
13,316.59 |
0.382 |
13,240.21 |
LOW |
12,992.95 |
0.618 |
12,592.93 |
1.000 |
12,345.67 |
1.618 |
11,945.65 |
2.618 |
11,298.37 |
4.250 |
10,242.01 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
13,428.35 |
13,450.07 |
PP |
13,372.47 |
13,415.91 |
S1 |
13,316.59 |
13,381.76 |
|