| 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 |
3,177.0 |
3,100.0 |
-77.0 |
-2.4% |
3,243.0 |
| High |
3,184.0 |
3,114.0 |
-70.0 |
-2.2% |
3,276.0 |
| Low |
3,074.0 |
3,030.0 |
-44.0 |
-1.4% |
3,125.0 |
| Close |
3,097.0 |
3,068.0 |
-29.0 |
-0.9% |
3,184.0 |
| Range |
110.0 |
84.0 |
-26.0 |
-23.6% |
151.0 |
| ATR |
63.0 |
64.5 |
1.5 |
2.4% |
0.0 |
| Volume |
1,058,106 |
1,102,936 |
44,830 |
4.2% |
4,048,520 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,322.7 |
3,279.3 |
3,114.2 |
|
| R3 |
3,238.7 |
3,195.3 |
3,091.1 |
|
| R2 |
3,154.7 |
3,154.7 |
3,083.4 |
|
| R1 |
3,111.3 |
3,111.3 |
3,075.7 |
3,091.0 |
| PP |
3,070.7 |
3,070.7 |
3,070.7 |
3,060.5 |
| S1 |
3,027.3 |
3,027.3 |
3,060.3 |
3,007.0 |
| S2 |
2,986.7 |
2,986.7 |
3,052.6 |
|
| S3 |
2,902.7 |
2,943.3 |
3,044.9 |
|
| S4 |
2,818.7 |
2,859.3 |
3,021.8 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,648.0 |
3,567.0 |
3,267.1 |
|
| R3 |
3,497.0 |
3,416.0 |
3,225.5 |
|
| R2 |
3,346.0 |
3,346.0 |
3,211.7 |
|
| R1 |
3,265.0 |
3,265.0 |
3,197.8 |
3,230.0 |
| PP |
3,195.0 |
3,195.0 |
3,195.0 |
3,177.5 |
| S1 |
3,114.0 |
3,114.0 |
3,170.2 |
3,079.0 |
| S2 |
3,044.0 |
3,044.0 |
3,156.3 |
|
| S3 |
2,893.0 |
2,963.0 |
3,142.5 |
|
| S4 |
2,742.0 |
2,812.0 |
3,101.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,243.0 |
3,030.0 |
213.0 |
6.9% |
77.0 |
2.5% |
18% |
False |
True |
967,309 |
| 10 |
3,280.0 |
3,030.0 |
250.0 |
8.1% |
68.5 |
2.2% |
15% |
False |
True |
909,872 |
| 20 |
3,301.0 |
3,030.0 |
271.0 |
8.8% |
56.6 |
1.8% |
14% |
False |
True |
850,175 |
| 40 |
3,385.0 |
3,030.0 |
355.0 |
11.6% |
63.2 |
2.1% |
11% |
False |
True |
765,825 |
| 60 |
3,385.0 |
3,030.0 |
355.0 |
11.6% |
59.1 |
1.9% |
11% |
False |
True |
512,348 |
| 80 |
3,430.0 |
3,030.0 |
400.0 |
13.0% |
57.7 |
1.9% |
10% |
False |
True |
384,590 |
| 100 |
3,430.0 |
3,026.0 |
404.0 |
13.2% |
58.5 |
1.9% |
10% |
False |
False |
309,135 |
| 120 |
3,430.0 |
2,665.0 |
765.0 |
24.9% |
53.4 |
1.7% |
53% |
False |
False |
259,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,471.0 |
|
2.618 |
3,333.9 |
|
1.618 |
3,249.9 |
|
1.000 |
3,198.0 |
|
0.618 |
3,165.9 |
|
HIGH |
3,114.0 |
|
0.618 |
3,081.9 |
|
0.500 |
3,072.0 |
|
0.382 |
3,062.1 |
|
LOW |
3,030.0 |
|
0.618 |
2,978.1 |
|
1.000 |
2,946.0 |
|
1.618 |
2,894.1 |
|
2.618 |
2,810.1 |
|
4.250 |
2,673.0 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,072.0 |
3,120.5 |
| PP |
3,070.7 |
3,103.0 |
| S1 |
3,069.3 |
3,085.5 |
|