| 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 |
12,565.0 |
12,192.0 |
-373.0 |
-3.0% |
12,908.5 |
| High |
12,592.5 |
12,269.0 |
-323.5 |
-2.6% |
13,018.0 |
| Low |
12,077.5 |
11,927.5 |
-150.0 |
-1.2% |
12,328.5 |
| Close |
12,170.5 |
12,065.0 |
-105.5 |
-0.9% |
12,615.0 |
| Range |
515.0 |
341.5 |
-173.5 |
-33.7% |
689.5 |
| ATR |
259.1 |
265.0 |
5.9 |
2.3% |
0.0 |
| Volume |
111,794 |
105,900 |
-5,894 |
-5.3% |
407,085 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,111.7 |
12,929.8 |
12,252.8 |
|
| R3 |
12,770.2 |
12,588.3 |
12,158.9 |
|
| R2 |
12,428.7 |
12,428.7 |
12,127.6 |
|
| R1 |
12,246.8 |
12,246.8 |
12,096.3 |
12,167.0 |
| PP |
12,087.2 |
12,087.2 |
12,087.2 |
12,047.3 |
| S1 |
11,905.3 |
11,905.3 |
12,033.7 |
11,825.5 |
| S2 |
11,745.7 |
11,745.7 |
12,002.4 |
|
| S3 |
11,404.2 |
11,563.8 |
11,971.1 |
|
| S4 |
11,062.7 |
11,222.3 |
11,877.2 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,722.3 |
14,358.2 |
12,994.2 |
|
| R3 |
14,032.8 |
13,668.7 |
12,804.6 |
|
| R2 |
13,343.3 |
13,343.3 |
12,741.4 |
|
| R1 |
12,979.2 |
12,979.2 |
12,678.2 |
12,816.5 |
| PP |
12,653.8 |
12,653.8 |
12,653.8 |
12,572.5 |
| S1 |
12,289.7 |
12,289.7 |
12,551.8 |
12,127.0 |
| S2 |
11,964.3 |
11,964.3 |
12,488.6 |
|
| S3 |
11,274.8 |
11,600.2 |
12,425.4 |
|
| S4 |
10,585.3 |
10,910.7 |
12,235.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,806.5 |
11,927.5 |
879.0 |
7.3% |
324.0 |
2.7% |
16% |
False |
True |
95,793 |
| 10 |
13,052.5 |
11,927.5 |
1,125.0 |
9.3% |
283.8 |
2.4% |
12% |
False |
True |
89,229 |
| 20 |
13,163.0 |
11,927.5 |
1,235.5 |
10.2% |
229.7 |
1.9% |
11% |
False |
True |
78,247 |
| 40 |
13,435.0 |
11,927.5 |
1,507.5 |
12.5% |
253.0 |
2.1% |
9% |
False |
True |
60,189 |
| 60 |
13,435.0 |
11,927.5 |
1,507.5 |
12.5% |
227.6 |
1.9% |
9% |
False |
True |
40,150 |
| 80 |
13,435.0 |
11,927.5 |
1,507.5 |
12.5% |
218.1 |
1.8% |
9% |
False |
True |
30,137 |
| 100 |
13,435.0 |
11,610.0 |
1,825.0 |
15.1% |
221.3 |
1.8% |
25% |
False |
False |
24,121 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
26.9% |
201.9 |
1.7% |
58% |
False |
False |
20,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,720.4 |
|
2.618 |
13,163.0 |
|
1.618 |
12,821.5 |
|
1.000 |
12,610.5 |
|
0.618 |
12,480.0 |
|
HIGH |
12,269.0 |
|
0.618 |
12,138.5 |
|
0.500 |
12,098.3 |
|
0.382 |
12,058.0 |
|
LOW |
11,927.5 |
|
0.618 |
11,716.5 |
|
1.000 |
11,586.0 |
|
1.618 |
11,375.0 |
|
2.618 |
11,033.5 |
|
4.250 |
10,476.1 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,098.3 |
12,318.0 |
| PP |
12,087.2 |
12,233.7 |
| S1 |
12,076.1 |
12,149.3 |
|