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 |
392.6930 |
403.4860 |
10.7930 |
2.7% |
366.5860 |
High |
410.0200 |
409.0700 |
-0.9500 |
-0.2% |
420.8480 |
Low |
390.1820 |
381.1670 |
-9.0150 |
-2.3% |
363.6200 |
Close |
403.4900 |
385.5780 |
-17.9120 |
-4.4% |
408.8510 |
Range |
19.8380 |
27.9030 |
8.0650 |
40.7% |
57.2280 |
ATR |
22.3463 |
22.7432 |
0.3969 |
1.8% |
0.0000 |
Volume |
473,372 |
730,731 |
257,359 |
54.4% |
2,909,314 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
475.6473 |
458.5157 |
400.9247 |
|
R3 |
447.7443 |
430.6127 |
393.2513 |
|
R2 |
419.8413 |
419.8413 |
390.6936 |
|
R1 |
402.7097 |
402.7097 |
388.1358 |
397.3240 |
PP |
391.9383 |
391.9383 |
391.9383 |
389.2455 |
S1 |
374.8067 |
374.8067 |
383.0202 |
369.4210 |
S2 |
364.0353 |
364.0353 |
380.4625 |
|
S3 |
336.1323 |
346.9037 |
377.9047 |
|
S4 |
308.2293 |
319.0007 |
370.2314 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
569.4570 |
546.3820 |
440.3264 |
|
R3 |
512.2290 |
489.1540 |
424.5887 |
|
R2 |
455.0010 |
455.0010 |
419.3428 |
|
R1 |
431.9260 |
431.9260 |
414.0969 |
443.4635 |
PP |
397.7730 |
397.7730 |
397.7730 |
403.5418 |
S1 |
374.6980 |
374.6980 |
403.6051 |
386.2355 |
S2 |
340.5450 |
340.5450 |
398.3592 |
|
S3 |
283.3170 |
317.4700 |
393.1133 |
|
S4 |
226.0890 |
260.2420 |
377.3756 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
420.8480 |
381.1670 |
39.6810 |
10.3% |
25.8750 |
6.7% |
11% |
False |
True |
646,429 |
10 |
420.8480 |
362.3140 |
58.5340 |
15.2% |
22.3744 |
5.8% |
40% |
False |
False |
565,290 |
20 |
420.8480 |
333.2500 |
87.5980 |
22.7% |
20.1256 |
5.2% |
60% |
False |
False |
532,422 |
40 |
488.1230 |
315.3600 |
172.7630 |
44.8% |
24.7319 |
6.4% |
41% |
False |
False |
663,843 |
60 |
488.1230 |
315.3600 |
172.7630 |
44.8% |
25.9857 |
6.7% |
41% |
False |
False |
755,919 |
80 |
488.1230 |
230.2340 |
257.8890 |
66.9% |
24.1432 |
6.3% |
60% |
False |
False |
773,062 |
100 |
488.1230 |
216.4670 |
271.6560 |
70.5% |
21.4685 |
5.6% |
62% |
False |
False |
737,320 |
120 |
488.1230 |
186.9380 |
301.1850 |
78.1% |
20.0143 |
5.2% |
66% |
False |
False |
737,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
527.6578 |
2.618 |
482.1201 |
1.618 |
454.2171 |
1.000 |
436.9730 |
0.618 |
426.3141 |
HIGH |
409.0700 |
0.618 |
398.4111 |
0.500 |
395.1185 |
0.382 |
391.8259 |
LOW |
381.1670 |
0.618 |
363.9229 |
1.000 |
353.2640 |
1.618 |
336.0199 |
2.618 |
308.1169 |
4.250 |
262.5793 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
395.1185 |
399.2315 |
PP |
391.9383 |
394.6803 |
S1 |
388.7582 |
390.1292 |
|