| 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 |
3,445.75 |
3,394.25 |
-51.50 |
-1.5% |
3,471.00 |
| High |
3,446.25 |
3,410.00 |
-36.25 |
-1.1% |
3,496.50 |
| Low |
3,356.00 |
3,368.25 |
12.25 |
0.4% |
3,402.50 |
| Close |
3,393.50 |
3,383.00 |
-10.50 |
-0.3% |
3,451.75 |
| Range |
90.25 |
41.75 |
-48.50 |
-53.7% |
94.00 |
| ATR |
61.80 |
60.37 |
-1.43 |
-2.3% |
0.00 |
| Volume |
1,957,780 |
1,566,246 |
-391,534 |
-20.0% |
7,746,883 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,512.25 |
3,489.50 |
3,406.00 |
|
| R3 |
3,470.50 |
3,447.75 |
3,394.50 |
|
| R2 |
3,428.75 |
3,428.75 |
3,390.75 |
|
| R1 |
3,406.00 |
3,406.00 |
3,386.75 |
3,396.50 |
| PP |
3,387.00 |
3,387.00 |
3,387.00 |
3,382.50 |
| S1 |
3,364.25 |
3,364.25 |
3,379.25 |
3,354.75 |
| S2 |
3,345.25 |
3,345.25 |
3,375.25 |
|
| S3 |
3,303.50 |
3,322.50 |
3,371.50 |
|
| S4 |
3,261.75 |
3,280.75 |
3,360.00 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,732.25 |
3,686.00 |
3,503.50 |
|
| R3 |
3,638.25 |
3,592.00 |
3,477.50 |
|
| R2 |
3,544.25 |
3,544.25 |
3,469.00 |
|
| R1 |
3,498.00 |
3,498.00 |
3,460.25 |
3,474.00 |
| PP |
3,450.25 |
3,450.25 |
3,450.25 |
3,438.25 |
| S1 |
3,404.00 |
3,404.00 |
3,443.25 |
3,380.00 |
| S2 |
3,356.25 |
3,356.25 |
3,434.50 |
|
| S3 |
3,262.25 |
3,310.00 |
3,426.00 |
|
| S4 |
3,168.25 |
3,216.00 |
3,400.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,462.50 |
3,356.00 |
106.50 |
3.1% |
50.25 |
1.5% |
25% |
False |
False |
1,584,574 |
| 10 |
3,524.00 |
3,356.00 |
168.00 |
5.0% |
54.25 |
1.6% |
16% |
False |
False |
1,585,972 |
| 20 |
3,541.00 |
3,291.25 |
249.75 |
7.4% |
59.00 |
1.7% |
37% |
False |
False |
1,553,242 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.2% |
70.75 |
2.1% |
49% |
False |
False |
1,443,859 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.2% |
58.50 |
1.7% |
49% |
False |
False |
963,970 |
| 80 |
3,576.25 |
3,095.00 |
481.25 |
14.2% |
57.00 |
1.7% |
60% |
False |
False |
723,401 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.5% |
62.00 |
1.8% |
71% |
False |
False |
579,134 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
24.5% |
62.25 |
1.8% |
77% |
False |
False |
482,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,587.50 |
|
2.618 |
3,519.25 |
|
1.618 |
3,477.50 |
|
1.000 |
3,451.75 |
|
0.618 |
3,435.75 |
|
HIGH |
3,410.00 |
|
0.618 |
3,394.00 |
|
0.500 |
3,389.00 |
|
0.382 |
3,384.25 |
|
LOW |
3,368.25 |
|
0.618 |
3,342.50 |
|
1.000 |
3,326.50 |
|
1.618 |
3,300.75 |
|
2.618 |
3,259.00 |
|
4.250 |
3,190.75 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,389.00 |
3,409.25 |
| PP |
3,387.00 |
3,400.50 |
| S1 |
3,385.00 |
3,391.75 |
|