| 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 |
1,904.4 |
1,909.8 |
5.4 |
0.3% |
1,903.2 |
| High |
1,913.8 |
1,912.6 |
-1.2 |
-0.1% |
1,936.0 |
| Low |
1,898.7 |
1,869.1 |
-29.6 |
-1.6% |
1,894.2 |
| Close |
1,911.9 |
1,879.2 |
-32.7 |
-1.7% |
1,905.2 |
| Range |
15.1 |
43.5 |
28.4 |
188.1% |
41.8 |
| ATR |
27.9 |
29.1 |
1.1 |
4.0% |
0.0 |
| Volume |
153,297 |
297,085 |
143,788 |
93.8% |
913,575 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,017.5 |
1,991.8 |
1,903.1 |
|
| R3 |
1,974.0 |
1,948.3 |
1,891.2 |
|
| R2 |
1,930.5 |
1,930.5 |
1,887.2 |
|
| R1 |
1,904.8 |
1,904.8 |
1,883.2 |
1,895.9 |
| PP |
1,887.0 |
1,887.0 |
1,887.0 |
1,882.5 |
| S1 |
1,861.3 |
1,861.3 |
1,875.2 |
1,852.4 |
| S2 |
1,843.5 |
1,843.5 |
1,871.2 |
|
| S3 |
1,800.0 |
1,817.8 |
1,867.2 |
|
| S4 |
1,756.5 |
1,774.3 |
1,855.3 |
|
|
| 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 |
1,929.4 |
1,869.1 |
60.3 |
3.2% |
26.9 |
1.4% |
17% |
False |
True |
201,046 |
| 10 |
1,936.0 |
1,869.1 |
66.9 |
3.6% |
24.1 |
1.3% |
15% |
False |
True |
189,075 |
| 20 |
1,939.4 |
1,869.1 |
70.3 |
3.7% |
27.7 |
1.5% |
14% |
False |
True |
198,976 |
| 40 |
1,983.8 |
1,851.0 |
132.8 |
7.1% |
30.0 |
1.6% |
21% |
False |
False |
239,936 |
| 60 |
2,089.2 |
1,851.0 |
238.2 |
12.7% |
37.4 |
2.0% |
12% |
False |
False |
277,149 |
| 80 |
2,089.2 |
1,819.3 |
269.9 |
14.4% |
35.9 |
1.9% |
22% |
False |
False |
233,019 |
| 100 |
2,089.2 |
1,715.9 |
373.3 |
19.9% |
33.9 |
1.8% |
44% |
False |
False |
187,908 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
21.2% |
33.0 |
1.8% |
47% |
False |
False |
157,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,097.5 |
|
2.618 |
2,026.5 |
|
1.618 |
1,983.0 |
|
1.000 |
1,956.1 |
|
0.618 |
1,939.5 |
|
HIGH |
1,912.6 |
|
0.618 |
1,896.0 |
|
0.500 |
1,890.9 |
|
0.382 |
1,885.7 |
|
LOW |
1,869.1 |
|
0.618 |
1,842.2 |
|
1.000 |
1,825.6 |
|
1.618 |
1,798.7 |
|
2.618 |
1,755.2 |
|
4.250 |
1,684.2 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,890.9 |
1,891.5 |
| PP |
1,887.0 |
1,887.4 |
| S1 |
1,883.1 |
1,883.3 |
|