Trading Metrics calculated at close of trading on 30-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
5,548.0 |
5,550.5 |
2.5 |
0.0% |
5,815.0 |
High |
5,607.5 |
5,583.5 |
-24.0 |
-0.4% |
5,842.5 |
Low |
5,507.5 |
5,463.0 |
-44.5 |
-0.8% |
5,463.0 |
Close |
5,549.0 |
5,563.5 |
14.5 |
0.3% |
5,563.5 |
Range |
100.0 |
120.5 |
20.5 |
20.5% |
379.5 |
ATR |
110.0 |
110.7 |
0.8 |
0.7% |
0.0 |
Volume |
142,193 |
131,111 |
-11,082 |
-7.8% |
626,712 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,898.0 |
5,851.5 |
5,630.0 |
|
R3 |
5,777.5 |
5,731.0 |
5,596.5 |
|
R2 |
5,657.0 |
5,657.0 |
5,585.5 |
|
R1 |
5,610.5 |
5,610.5 |
5,574.5 |
5,634.0 |
PP |
5,536.5 |
5,536.5 |
5,536.5 |
5,548.5 |
S1 |
5,490.0 |
5,490.0 |
5,552.5 |
5,513.0 |
S2 |
5,416.0 |
5,416.0 |
5,541.5 |
|
S3 |
5,295.5 |
5,369.5 |
5,530.5 |
|
S4 |
5,175.0 |
5,249.0 |
5,497.0 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,761.5 |
6,542.0 |
5,772.0 |
|
R3 |
6,382.0 |
6,162.5 |
5,668.0 |
|
R2 |
6,002.5 |
6,002.5 |
5,633.0 |
|
R1 |
5,783.0 |
5,783.0 |
5,598.5 |
5,703.0 |
PP |
5,623.0 |
5,623.0 |
5,623.0 |
5,583.0 |
S1 |
5,403.5 |
5,403.5 |
5,528.5 |
5,323.5 |
S2 |
5,243.5 |
5,243.5 |
5,494.0 |
|
S3 |
4,864.0 |
5,024.0 |
5,459.0 |
|
S4 |
4,484.5 |
4,644.5 |
5,355.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,842.5 |
5,463.0 |
379.5 |
6.8% |
129.5 |
2.3% |
26% |
False |
True |
125,342 |
10 |
5,936.0 |
5,463.0 |
473.0 |
8.5% |
119.0 |
2.1% |
21% |
False |
True |
103,073 |
20 |
6,012.5 |
5,463.0 |
549.5 |
9.9% |
99.0 |
1.8% |
18% |
False |
True |
93,805 |
40 |
6,097.5 |
5,463.0 |
634.5 |
11.4% |
102.0 |
1.8% |
16% |
False |
True |
103,975 |
60 |
6,228.0 |
5,463.0 |
765.0 |
13.8% |
89.5 |
1.6% |
13% |
False |
True |
69,441 |
80 |
6,240.5 |
5,463.0 |
777.5 |
14.0% |
70.5 |
1.3% |
13% |
False |
True |
52,083 |
100 |
6,262.5 |
5,463.0 |
799.5 |
14.4% |
60.0 |
1.1% |
13% |
False |
True |
41,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,095.5 |
2.618 |
5,899.0 |
1.618 |
5,778.5 |
1.000 |
5,704.0 |
0.618 |
5,658.0 |
HIGH |
5,583.5 |
0.618 |
5,537.5 |
0.500 |
5,523.0 |
0.382 |
5,509.0 |
LOW |
5,463.0 |
0.618 |
5,388.5 |
1.000 |
5,342.5 |
1.618 |
5,268.0 |
2.618 |
5,147.5 |
4.250 |
4,951.0 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,550.0 |
5,577.0 |
PP |
5,536.5 |
5,572.5 |
S1 |
5,523.0 |
5,568.0 |
|