| 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 |
3,100.0 |
3,030.0 |
-70.0 |
-2.3% |
3,243.0 |
| High |
3,114.0 |
3,036.0 |
-78.0 |
-2.5% |
3,276.0 |
| Low |
3,030.0 |
2,924.0 |
-106.0 |
-3.5% |
3,125.0 |
| Close |
3,068.0 |
2,946.0 |
-122.0 |
-4.0% |
3,184.0 |
| Range |
84.0 |
112.0 |
28.0 |
33.3% |
151.0 |
| ATR |
64.5 |
70.2 |
5.7 |
8.8% |
0.0 |
| Volume |
1,102,936 |
2,083,028 |
980,092 |
88.9% |
4,048,520 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,304.7 |
3,237.3 |
3,007.6 |
|
| R3 |
3,192.7 |
3,125.3 |
2,976.8 |
|
| R2 |
3,080.7 |
3,080.7 |
2,966.5 |
|
| R1 |
3,013.3 |
3,013.3 |
2,956.3 |
2,991.0 |
| PP |
2,968.7 |
2,968.7 |
2,968.7 |
2,957.5 |
| S1 |
2,901.3 |
2,901.3 |
2,935.7 |
2,879.0 |
| S2 |
2,856.7 |
2,856.7 |
2,925.5 |
|
| S3 |
2,744.7 |
2,789.3 |
2,915.2 |
|
| S4 |
2,632.7 |
2,677.3 |
2,884.4 |
|
|
| 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 |
3,211.0 |
2,924.0 |
287.0 |
9.7% |
83.6 |
2.8% |
8% |
False |
True |
1,206,779 |
| 10 |
3,276.0 |
2,924.0 |
352.0 |
11.9% |
76.2 |
2.6% |
6% |
False |
True |
1,058,367 |
| 20 |
3,301.0 |
2,924.0 |
377.0 |
12.8% |
59.3 |
2.0% |
6% |
False |
True |
900,651 |
| 40 |
3,385.0 |
2,924.0 |
461.0 |
15.6% |
64.5 |
2.2% |
5% |
False |
True |
817,856 |
| 60 |
3,385.0 |
2,924.0 |
461.0 |
15.6% |
60.3 |
2.0% |
5% |
False |
True |
546,929 |
| 80 |
3,430.0 |
2,924.0 |
506.0 |
17.2% |
58.7 |
2.0% |
4% |
False |
True |
410,626 |
| 100 |
3,430.0 |
2,924.0 |
506.0 |
17.2% |
59.4 |
2.0% |
4% |
False |
True |
329,900 |
| 120 |
3,430.0 |
2,665.0 |
765.0 |
26.0% |
54.2 |
1.8% |
37% |
False |
False |
276,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,512.0 |
|
2.618 |
3,329.2 |
|
1.618 |
3,217.2 |
|
1.000 |
3,148.0 |
|
0.618 |
3,105.2 |
|
HIGH |
3,036.0 |
|
0.618 |
2,993.2 |
|
0.500 |
2,980.0 |
|
0.382 |
2,966.8 |
|
LOW |
2,924.0 |
|
0.618 |
2,854.8 |
|
1.000 |
2,812.0 |
|
1.618 |
2,742.8 |
|
2.618 |
2,630.8 |
|
4.250 |
2,448.0 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,980.0 |
3,054.0 |
| PP |
2,968.7 |
3,018.0 |
| S1 |
2,957.3 |
2,982.0 |
|