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 |
1,906.0 |
1,904.4 |
-1.6 |
-0.1% |
1,903.2 |
High |
1,911.1 |
1,913.8 |
2.7 |
0.1% |
1,936.0 |
Low |
1,892.5 |
1,898.7 |
6.2 |
0.3% |
1,894.2 |
Close |
1,905.7 |
1,911.9 |
6.2 |
0.3% |
1,905.2 |
Range |
18.6 |
15.1 |
-3.5 |
-18.8% |
41.8 |
ATR |
28.9 |
27.9 |
-1.0 |
-3.4% |
0.0 |
Volume |
166,313 |
153,297 |
-13,016 |
-7.8% |
913,575 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.4 |
1,947.8 |
1,920.2 |
|
R3 |
1,938.3 |
1,932.7 |
1,916.1 |
|
R2 |
1,923.2 |
1,923.2 |
1,914.7 |
|
R1 |
1,917.6 |
1,917.6 |
1,913.3 |
1,920.4 |
PP |
1,908.1 |
1,908.1 |
1,908.1 |
1,909.6 |
S1 |
1,902.5 |
1,902.5 |
1,910.5 |
1,905.3 |
S2 |
1,893.0 |
1,893.0 |
1,909.1 |
|
S3 |
1,877.9 |
1,887.4 |
1,907.7 |
|
S4 |
1,862.8 |
1,872.3 |
1,903.6 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.2 |
2,013.0 |
1,928.2 |
|
R3 |
1,995.4 |
1,971.2 |
1,916.7 |
|
R2 |
1,953.6 |
1,953.6 |
1,912.9 |
|
R1 |
1,929.4 |
1,929.4 |
1,909.0 |
1,941.5 |
PP |
1,911.8 |
1,911.8 |
1,911.8 |
1,917.9 |
S1 |
1,887.6 |
1,887.6 |
1,901.4 |
1,899.7 |
S2 |
1,870.0 |
1,870.0 |
1,897.5 |
|
S3 |
1,828.2 |
1,845.8 |
1,893.7 |
|
S4 |
1,786.4 |
1,804.0 |
1,882.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,936.0 |
1,892.5 |
43.5 |
2.3% |
23.1 |
1.2% |
45% |
False |
False |
181,884 |
10 |
1,936.0 |
1,885.0 |
51.0 |
2.7% |
23.0 |
1.2% |
53% |
False |
False |
178,197 |
20 |
1,939.4 |
1,877.2 |
62.2 |
3.3% |
26.6 |
1.4% |
56% |
False |
False |
197,115 |
40 |
2,001.2 |
1,851.0 |
150.2 |
7.9% |
29.7 |
1.6% |
41% |
False |
False |
240,131 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
37.6 |
2.0% |
26% |
False |
False |
276,771 |
80 |
2,089.2 |
1,804.8 |
284.4 |
14.9% |
35.7 |
1.9% |
38% |
False |
False |
229,537 |
100 |
2,089.2 |
1,700.1 |
389.1 |
20.4% |
33.7 |
1.8% |
54% |
False |
False |
184,986 |
120 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
32.9 |
1.7% |
56% |
False |
False |
155,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,978.0 |
2.618 |
1,953.3 |
1.618 |
1,938.2 |
1.000 |
1,928.9 |
0.618 |
1,923.1 |
HIGH |
1,913.8 |
0.618 |
1,908.0 |
0.500 |
1,906.3 |
0.382 |
1,904.5 |
LOW |
1,898.7 |
0.618 |
1,889.4 |
1.000 |
1,883.6 |
1.618 |
1,874.3 |
2.618 |
1,859.2 |
4.250 |
1,834.5 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,910.0 |
1,909.6 |
PP |
1,908.1 |
1,907.2 |
S1 |
1,906.3 |
1,904.9 |
|