| 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 |
11,930.5 |
11,554.0 |
-376.5 |
-3.2% |
12,908.5 |
| High |
11,953.0 |
11,696.0 |
-257.0 |
-2.2% |
13,018.0 |
| Low |
11,444.0 |
11,442.0 |
-2.0 |
0.0% |
12,328.5 |
| Close |
11,517.0 |
11,567.0 |
50.0 |
0.4% |
12,615.0 |
| Range |
509.0 |
254.0 |
-255.0 |
-50.1% |
689.5 |
| ATR |
290.4 |
287.8 |
-2.6 |
-0.9% |
0.0 |
| Volume |
160,404 |
126,242 |
-34,162 |
-21.3% |
407,085 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,330.3 |
12,202.7 |
11,706.7 |
|
| R3 |
12,076.3 |
11,948.7 |
11,636.9 |
|
| R2 |
11,822.3 |
11,822.3 |
11,613.6 |
|
| R1 |
11,694.7 |
11,694.7 |
11,590.3 |
11,758.5 |
| PP |
11,568.3 |
11,568.3 |
11,568.3 |
11,600.3 |
| S1 |
11,440.7 |
11,440.7 |
11,543.7 |
11,504.5 |
| S2 |
11,314.3 |
11,314.3 |
11,520.4 |
|
| S3 |
11,060.3 |
11,186.7 |
11,497.2 |
|
| S4 |
10,806.3 |
10,932.7 |
11,427.3 |
|
|
| 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 |
11,442.0 |
1,266.5 |
10.9% |
366.9 |
3.2% |
10% |
False |
True |
115,327 |
| 10 |
13,018.0 |
11,442.0 |
1,576.0 |
13.6% |
308.2 |
2.7% |
8% |
False |
True |
99,959 |
| 20 |
13,163.0 |
11,442.0 |
1,721.0 |
14.9% |
247.4 |
2.1% |
7% |
False |
True |
85,103 |
| 40 |
13,320.0 |
11,442.0 |
1,878.0 |
16.2% |
251.0 |
2.2% |
7% |
False |
True |
67,327 |
| 60 |
13,435.0 |
11,442.0 |
1,993.0 |
17.2% |
234.3 |
2.0% |
6% |
False |
True |
44,925 |
| 80 |
13,435.0 |
11,442.0 |
1,993.0 |
17.2% |
223.2 |
1.9% |
6% |
False |
True |
33,718 |
| 100 |
13,435.0 |
11,442.0 |
1,993.0 |
17.2% |
225.0 |
1.9% |
6% |
False |
True |
26,987 |
| 120 |
13,435.0 |
10,419.0 |
3,016.0 |
26.1% |
207.5 |
1.8% |
38% |
False |
False |
22,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,775.5 |
|
2.618 |
12,361.0 |
|
1.618 |
12,107.0 |
|
1.000 |
11,950.0 |
|
0.618 |
11,853.0 |
|
HIGH |
11,696.0 |
|
0.618 |
11,599.0 |
|
0.500 |
11,569.0 |
|
0.382 |
11,539.0 |
|
LOW |
11,442.0 |
|
0.618 |
11,285.0 |
|
1.000 |
11,188.0 |
|
1.618 |
11,031.0 |
|
2.618 |
10,777.0 |
|
4.250 |
10,362.5 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,569.0 |
11,855.5 |
| PP |
11,568.3 |
11,759.3 |
| S1 |
11,567.7 |
11,663.2 |
|