| 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 |
3,030.0 |
2,952.0 |
-78.0 |
-2.6% |
3,243.0 |
| High |
3,036.0 |
2,982.0 |
-54.0 |
-1.8% |
3,276.0 |
| Low |
2,924.0 |
2,914.0 |
-10.0 |
-0.3% |
3,125.0 |
| Close |
2,946.0 |
2,949.0 |
3.0 |
0.1% |
3,184.0 |
| Range |
112.0 |
68.0 |
-44.0 |
-39.3% |
151.0 |
| ATR |
70.2 |
70.1 |
-0.2 |
-0.2% |
0.0 |
| Volume |
2,083,028 |
1,466,877 |
-616,151 |
-29.6% |
4,048,520 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,152.3 |
3,118.7 |
2,986.4 |
|
| R3 |
3,084.3 |
3,050.7 |
2,967.7 |
|
| R2 |
3,016.3 |
3,016.3 |
2,961.5 |
|
| R1 |
2,982.7 |
2,982.7 |
2,955.2 |
2,965.5 |
| PP |
2,948.3 |
2,948.3 |
2,948.3 |
2,939.8 |
| S1 |
2,914.7 |
2,914.7 |
2,942.8 |
2,897.5 |
| S2 |
2,880.3 |
2,880.3 |
2,936.5 |
|
| S3 |
2,812.3 |
2,846.7 |
2,930.3 |
|
| S4 |
2,744.3 |
2,778.7 |
2,911.6 |
|
|
| 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 |
2,914.0 |
297.0 |
10.1% |
86.4 |
2.9% |
12% |
False |
True |
1,303,072 |
| 10 |
3,276.0 |
2,914.0 |
362.0 |
12.3% |
74.1 |
2.5% |
10% |
False |
True |
1,073,397 |
| 20 |
3,301.0 |
2,914.0 |
387.0 |
13.1% |
60.3 |
2.0% |
9% |
False |
True |
920,319 |
| 40 |
3,385.0 |
2,914.0 |
471.0 |
16.0% |
64.4 |
2.2% |
7% |
False |
True |
854,225 |
| 60 |
3,385.0 |
2,914.0 |
471.0 |
16.0% |
60.9 |
2.1% |
7% |
False |
True |
571,365 |
| 80 |
3,430.0 |
2,914.0 |
516.0 |
17.5% |
59.0 |
2.0% |
7% |
False |
True |
428,837 |
| 100 |
3,430.0 |
2,914.0 |
516.0 |
17.5% |
59.4 |
2.0% |
7% |
False |
True |
344,498 |
| 120 |
3,430.0 |
2,665.0 |
765.0 |
25.9% |
54.8 |
1.9% |
37% |
False |
False |
288,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,271.0 |
|
2.618 |
3,160.0 |
|
1.618 |
3,092.0 |
|
1.000 |
3,050.0 |
|
0.618 |
3,024.0 |
|
HIGH |
2,982.0 |
|
0.618 |
2,956.0 |
|
0.500 |
2,948.0 |
|
0.382 |
2,940.0 |
|
LOW |
2,914.0 |
|
0.618 |
2,872.0 |
|
1.000 |
2,846.0 |
|
1.618 |
2,804.0 |
|
2.618 |
2,736.0 |
|
4.250 |
2,625.0 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,948.7 |
3,014.0 |
| PP |
2,948.3 |
2,992.3 |
| S1 |
2,948.0 |
2,970.7 |
|