| 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 |
12,192.0 |
11,930.5 |
-261.5 |
-2.1% |
12,908.5 |
| High |
12,269.0 |
11,953.0 |
-316.0 |
-2.6% |
13,018.0 |
| Low |
11,927.5 |
11,444.0 |
-483.5 |
-4.1% |
12,328.5 |
| Close |
12,065.0 |
11,517.0 |
-548.0 |
-4.5% |
12,615.0 |
| Range |
341.5 |
509.0 |
167.5 |
49.0% |
689.5 |
| ATR |
265.0 |
290.4 |
25.4 |
9.6% |
0.0 |
| Volume |
105,900 |
160,404 |
54,504 |
51.5% |
407,085 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,165.0 |
12,850.0 |
11,797.0 |
|
| R3 |
12,656.0 |
12,341.0 |
11,657.0 |
|
| R2 |
12,147.0 |
12,147.0 |
11,610.3 |
|
| R1 |
11,832.0 |
11,832.0 |
11,563.7 |
11,735.0 |
| PP |
11,638.0 |
11,638.0 |
11,638.0 |
11,589.5 |
| S1 |
11,323.0 |
11,323.0 |
11,470.3 |
11,226.0 |
| S2 |
11,129.0 |
11,129.0 |
11,423.7 |
|
| S3 |
10,620.0 |
10,814.0 |
11,377.0 |
|
| S4 |
10,111.0 |
10,305.0 |
11,237.1 |
|
|
| 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 |
12,708.5 |
11,444.0 |
1,264.5 |
11.0% |
368.7 |
3.2% |
6% |
False |
True |
108,832 |
| 10 |
13,018.0 |
11,444.0 |
1,574.0 |
13.7% |
323.0 |
2.8% |
5% |
False |
True |
98,921 |
| 20 |
13,163.0 |
11,444.0 |
1,719.0 |
14.9% |
244.3 |
2.1% |
4% |
False |
True |
82,529 |
| 40 |
13,435.0 |
11,444.0 |
1,991.0 |
17.3% |
257.6 |
2.2% |
4% |
False |
True |
64,181 |
| 60 |
13,435.0 |
11,444.0 |
1,991.0 |
17.3% |
234.0 |
2.0% |
4% |
False |
True |
42,822 |
| 80 |
13,435.0 |
11,444.0 |
1,991.0 |
17.3% |
223.1 |
1.9% |
4% |
False |
True |
32,140 |
| 100 |
13,435.0 |
11,444.0 |
1,991.0 |
17.3% |
225.7 |
2.0% |
4% |
False |
True |
25,725 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
28.1% |
206.1 |
1.8% |
41% |
False |
False |
21,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,116.3 |
|
2.618 |
13,285.6 |
|
1.618 |
12,776.6 |
|
1.000 |
12,462.0 |
|
0.618 |
12,267.6 |
|
HIGH |
11,953.0 |
|
0.618 |
11,758.6 |
|
0.500 |
11,698.5 |
|
0.382 |
11,638.4 |
|
LOW |
11,444.0 |
|
0.618 |
11,129.4 |
|
1.000 |
10,935.0 |
|
1.618 |
10,620.4 |
|
2.618 |
10,111.4 |
|
4.250 |
9,280.8 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,698.5 |
12,018.3 |
| PP |
11,638.0 |
11,851.2 |
| S1 |
11,577.5 |
11,684.1 |
|