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 |
5,669.0 |
5,548.0 |
-121.0 |
-2.1% |
5,905.5 |
High |
5,690.5 |
5,607.5 |
-83.0 |
-1.5% |
5,936.0 |
Low |
5,497.0 |
5,507.5 |
10.5 |
0.2% |
5,689.0 |
Close |
5,539.5 |
5,549.0 |
9.5 |
0.2% |
5,826.0 |
Range |
193.5 |
100.0 |
-93.5 |
-48.3% |
247.0 |
ATR |
110.7 |
110.0 |
-0.8 |
-0.7% |
0.0 |
Volume |
146,660 |
142,193 |
-4,467 |
-3.0% |
404,027 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,854.5 |
5,802.0 |
5,604.0 |
|
R3 |
5,754.5 |
5,702.0 |
5,576.5 |
|
R2 |
5,654.5 |
5,654.5 |
5,567.5 |
|
R1 |
5,602.0 |
5,602.0 |
5,558.0 |
5,628.0 |
PP |
5,554.5 |
5,554.5 |
5,554.5 |
5,568.0 |
S1 |
5,502.0 |
5,502.0 |
5,540.0 |
5,528.0 |
S2 |
5,454.5 |
5,454.5 |
5,530.5 |
|
S3 |
5,354.5 |
5,402.0 |
5,521.5 |
|
S4 |
5,254.5 |
5,302.0 |
5,494.0 |
|
|
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% |
126.5 |
2.3% |
14% |
False |
False |
115,145 |
10 |
5,936.0 |
5,497.0 |
439.0 |
7.9% |
114.5 |
2.1% |
12% |
False |
False |
101,303 |
20 |
6,012.5 |
5,497.0 |
515.5 |
9.3% |
99.5 |
1.8% |
10% |
False |
False |
91,834 |
40 |
6,097.5 |
5,497.0 |
600.5 |
10.8% |
101.5 |
1.8% |
9% |
False |
False |
100,704 |
60 |
6,228.0 |
5,497.0 |
731.0 |
13.2% |
87.5 |
1.6% |
7% |
False |
False |
67,256 |
80 |
6,240.5 |
5,497.0 |
743.5 |
13.4% |
70.0 |
1.3% |
7% |
False |
False |
50,444 |
100 |
6,262.5 |
5,497.0 |
765.5 |
13.8% |
61.0 |
1.1% |
7% |
False |
False |
40,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,032.5 |
2.618 |
5,869.5 |
1.618 |
5,769.5 |
1.000 |
5,707.5 |
0.618 |
5,669.5 |
HIGH |
5,607.5 |
0.618 |
5,569.5 |
0.500 |
5,557.5 |
0.382 |
5,545.5 |
LOW |
5,507.5 |
0.618 |
5,445.5 |
1.000 |
5,407.5 |
1.618 |
5,345.5 |
2.618 |
5,245.5 |
4.250 |
5,082.5 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,557.5 |
5,643.5 |
PP |
5,554.5 |
5,612.0 |
S1 |
5,552.0 |
5,580.5 |
|