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 |
5,777.0 |
5,669.0 |
-108.0 |
-1.9% |
5,905.5 |
High |
5,790.0 |
5,690.5 |
-99.5 |
-1.7% |
5,936.0 |
Low |
5,667.5 |
5,497.0 |
-170.5 |
-3.0% |
5,689.0 |
Close |
5,712.0 |
5,539.5 |
-172.5 |
-3.0% |
5,826.0 |
Range |
122.5 |
193.5 |
71.0 |
58.0% |
247.0 |
ATR |
102.7 |
110.7 |
8.0 |
7.8% |
0.0 |
Volume |
104,416 |
146,660 |
42,244 |
40.5% |
404,027 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,156.0 |
6,041.5 |
5,646.0 |
|
R3 |
5,962.5 |
5,848.0 |
5,592.5 |
|
R2 |
5,769.0 |
5,769.0 |
5,575.0 |
|
R1 |
5,654.5 |
5,654.5 |
5,557.0 |
5,615.0 |
PP |
5,575.5 |
5,575.5 |
5,575.5 |
5,556.0 |
S1 |
5,461.0 |
5,461.0 |
5,522.0 |
5,421.5 |
S2 |
5,382.0 |
5,382.0 |
5,504.0 |
|
S3 |
5,188.5 |
5,267.5 |
5,486.5 |
|
S4 |
4,995.0 |
5,074.0 |
5,433.0 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,558.0 |
6,439.0 |
5,962.0 |
|
R3 |
6,311.0 |
6,192.0 |
5,894.0 |
|
R2 |
6,064.0 |
6,064.0 |
5,871.5 |
|
R1 |
5,945.0 |
5,945.0 |
5,848.5 |
5,881.0 |
PP |
5,817.0 |
5,817.0 |
5,817.0 |
5,785.0 |
S1 |
5,698.0 |
5,698.0 |
5,803.5 |
5,634.0 |
S2 |
5,570.0 |
5,570.0 |
5,780.5 |
|
S3 |
5,323.0 |
5,451.0 |
5,758.0 |
|
S4 |
5,076.0 |
5,204.0 |
5,690.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,861.0 |
5,497.0 |
364.0 |
6.6% |
126.0 |
2.3% |
12% |
False |
True |
102,883 |
10 |
5,936.0 |
5,497.0 |
439.0 |
7.9% |
119.5 |
2.2% |
10% |
False |
True |
100,398 |
20 |
6,012.5 |
5,497.0 |
515.5 |
9.3% |
98.5 |
1.8% |
8% |
False |
True |
89,421 |
40 |
6,097.5 |
5,497.0 |
600.5 |
10.8% |
104.5 |
1.9% |
7% |
False |
True |
97,154 |
60 |
6,228.0 |
5,497.0 |
731.0 |
13.2% |
86.5 |
1.6% |
6% |
False |
True |
64,886 |
80 |
6,240.5 |
5,497.0 |
743.5 |
13.4% |
68.5 |
1.2% |
6% |
False |
True |
48,667 |
100 |
6,264.5 |
5,497.0 |
767.5 |
13.9% |
60.0 |
1.1% |
6% |
False |
True |
38,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,513.0 |
2.618 |
6,197.0 |
1.618 |
6,003.5 |
1.000 |
5,884.0 |
0.618 |
5,810.0 |
HIGH |
5,690.5 |
0.618 |
5,616.5 |
0.500 |
5,594.0 |
0.382 |
5,571.0 |
LOW |
5,497.0 |
0.618 |
5,377.5 |
1.000 |
5,303.5 |
1.618 |
5,184.0 |
2.618 |
4,990.5 |
4.250 |
4,674.5 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,594.0 |
5,670.0 |
PP |
5,575.5 |
5,626.5 |
S1 |
5,557.5 |
5,583.0 |
|