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 |
1,909.8 |
1,877.5 |
-32.3 |
-1.7% |
1,903.2 |
High |
1,912.6 |
1,885.1 |
-27.5 |
-1.4% |
1,936.0 |
Low |
1,869.1 |
1,859.2 |
-9.9 |
-0.5% |
1,894.2 |
Close |
1,879.2 |
1,868.0 |
-11.2 |
-0.6% |
1,905.2 |
Range |
43.5 |
25.9 |
-17.6 |
-40.5% |
41.8 |
ATR |
29.1 |
28.8 |
-0.2 |
-0.8% |
0.0 |
Volume |
297,085 |
225,159 |
-71,926 |
-24.2% |
913,575 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.5 |
1,934.1 |
1,882.2 |
|
R3 |
1,922.6 |
1,908.2 |
1,875.1 |
|
R2 |
1,896.7 |
1,896.7 |
1,872.7 |
|
R1 |
1,882.3 |
1,882.3 |
1,870.4 |
1,876.6 |
PP |
1,870.8 |
1,870.8 |
1,870.8 |
1,867.9 |
S1 |
1,856.4 |
1,856.4 |
1,865.6 |
1,850.7 |
S2 |
1,844.9 |
1,844.9 |
1,863.3 |
|
S3 |
1,819.0 |
1,830.5 |
1,860.9 |
|
S4 |
1,793.1 |
1,804.6 |
1,853.8 |
|
|
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 |
1,917.3 |
1,859.2 |
58.1 |
3.1% |
25.0 |
1.3% |
15% |
False |
True |
202,962 |
10 |
1,936.0 |
1,859.2 |
76.8 |
4.1% |
24.7 |
1.3% |
11% |
False |
True |
190,233 |
20 |
1,939.4 |
1,859.2 |
80.2 |
4.3% |
27.6 |
1.5% |
11% |
False |
True |
197,130 |
40 |
1,983.8 |
1,851.0 |
132.8 |
7.1% |
29.6 |
1.6% |
13% |
False |
False |
237,250 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.8% |
37.1 |
2.0% |
7% |
False |
False |
274,795 |
80 |
2,089.2 |
1,819.3 |
269.9 |
14.4% |
35.8 |
1.9% |
18% |
False |
False |
235,103 |
100 |
2,089.2 |
1,724.6 |
364.6 |
19.5% |
33.9 |
1.8% |
39% |
False |
False |
190,092 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.4% |
33.1 |
1.8% |
45% |
False |
False |
159,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.2 |
2.618 |
1,952.9 |
1.618 |
1,927.0 |
1.000 |
1,911.0 |
0.618 |
1,901.1 |
HIGH |
1,885.1 |
0.618 |
1,875.2 |
0.500 |
1,872.2 |
0.382 |
1,869.1 |
LOW |
1,859.2 |
0.618 |
1,843.2 |
1.000 |
1,833.3 |
1.618 |
1,817.3 |
2.618 |
1,791.4 |
4.250 |
1,749.1 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,872.2 |
1,886.5 |
PP |
1,870.8 |
1,880.3 |
S1 |
1,869.4 |
1,874.2 |
|