| 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 |
1,634.7 |
1,601.1 |
-33.6 |
-2.1% |
1,630.6 |
| High |
1,634.7 |
1,611.6 |
-23.1 |
-1.4% |
1,648.4 |
| Low |
1,580.9 |
1,577.2 |
-3.7 |
-0.2% |
1,587.7 |
| Close |
1,602.1 |
1,589.0 |
-13.1 |
-0.8% |
1,635.6 |
| Range |
53.8 |
34.4 |
-19.4 |
-36.1% |
60.7 |
| ATR |
36.5 |
36.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
157,361 |
143,850 |
-13,511 |
-8.6% |
708,291 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.8 |
1,676.8 |
1,607.9 |
|
| R3 |
1,661.4 |
1,642.4 |
1,598.5 |
|
| R2 |
1,627.0 |
1,627.0 |
1,595.3 |
|
| R1 |
1,608.0 |
1,608.0 |
1,592.2 |
1,600.3 |
| PP |
1,592.6 |
1,592.6 |
1,592.6 |
1,588.8 |
| S1 |
1,573.6 |
1,573.6 |
1,585.8 |
1,565.9 |
| S2 |
1,558.2 |
1,558.2 |
1,582.7 |
|
| S3 |
1,523.8 |
1,539.2 |
1,579.5 |
|
| S4 |
1,489.4 |
1,504.8 |
1,570.1 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,806.0 |
1,781.5 |
1,669.0 |
|
| R3 |
1,745.3 |
1,720.8 |
1,652.3 |
|
| R2 |
1,684.6 |
1,684.6 |
1,646.7 |
|
| R1 |
1,660.1 |
1,660.1 |
1,641.2 |
1,672.4 |
| PP |
1,623.9 |
1,623.9 |
1,623.9 |
1,630.0 |
| S1 |
1,599.4 |
1,599.4 |
1,630.0 |
1,611.7 |
| S2 |
1,563.2 |
1,563.2 |
1,624.5 |
|
| S3 |
1,502.5 |
1,538.7 |
1,618.9 |
|
| S4 |
1,441.8 |
1,478.0 |
1,602.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,641.7 |
1,577.2 |
64.5 |
4.1% |
36.9 |
2.3% |
18% |
False |
True |
145,522 |
| 10 |
1,648.4 |
1,577.2 |
71.2 |
4.5% |
35.0 |
2.2% |
17% |
False |
True |
149,520 |
| 20 |
1,651.7 |
1,485.8 |
165.9 |
10.4% |
35.6 |
2.2% |
62% |
False |
False |
170,244 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
14.2% |
39.7 |
2.5% |
72% |
False |
False |
152,031 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
14.2% |
34.5 |
2.2% |
72% |
False |
False |
101,391 |
| 80 |
1,651.7 |
1,372.2 |
279.5 |
17.6% |
34.2 |
2.2% |
78% |
False |
False |
76,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,757.8 |
|
2.618 |
1,701.7 |
|
1.618 |
1,667.3 |
|
1.000 |
1,646.0 |
|
0.618 |
1,632.9 |
|
HIGH |
1,611.6 |
|
0.618 |
1,598.5 |
|
0.500 |
1,594.4 |
|
0.382 |
1,590.3 |
|
LOW |
1,577.2 |
|
0.618 |
1,555.9 |
|
1.000 |
1,542.8 |
|
1.618 |
1,521.5 |
|
2.618 |
1,487.1 |
|
4.250 |
1,431.0 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,594.4 |
1,609.5 |
| PP |
1,592.6 |
1,602.6 |
| S1 |
1,590.8 |
1,595.8 |
|