| 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 |
3,394.25 |
3,369.00 |
-25.25 |
-0.7% |
3,471.00 |
| High |
3,410.00 |
3,370.25 |
-39.75 |
-1.2% |
3,496.50 |
| Low |
3,368.25 |
3,260.75 |
-107.50 |
-3.2% |
3,402.50 |
| Close |
3,383.00 |
3,263.50 |
-119.50 |
-3.5% |
3,451.75 |
| Range |
41.75 |
109.50 |
67.75 |
162.3% |
94.00 |
| ATR |
60.37 |
64.79 |
4.42 |
7.3% |
0.00 |
| Volume |
1,566,246 |
2,627,180 |
1,060,934 |
67.7% |
7,746,883 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,626.75 |
3,554.50 |
3,323.75 |
|
| R3 |
3,517.25 |
3,445.00 |
3,293.50 |
|
| R2 |
3,407.75 |
3,407.75 |
3,283.50 |
|
| R1 |
3,335.50 |
3,335.50 |
3,273.50 |
3,317.00 |
| PP |
3,298.25 |
3,298.25 |
3,298.25 |
3,288.75 |
| S1 |
3,226.00 |
3,226.00 |
3,253.50 |
3,207.50 |
| S2 |
3,188.75 |
3,188.75 |
3,243.50 |
|
| S3 |
3,079.25 |
3,116.50 |
3,233.50 |
|
| S4 |
2,969.75 |
3,007.00 |
3,203.25 |
|
|
| 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 |
3,260.75 |
201.75 |
6.2% |
64.50 |
2.0% |
1% |
False |
True |
1,773,755 |
| 10 |
3,508.50 |
3,260.75 |
247.75 |
7.6% |
60.00 |
1.8% |
1% |
False |
True |
1,694,718 |
| 20 |
3,541.00 |
3,260.75 |
280.25 |
8.6% |
60.00 |
1.8% |
1% |
False |
True |
1,576,071 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.6% |
72.25 |
2.2% |
17% |
False |
False |
1,509,181 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.6% |
60.00 |
1.8% |
17% |
False |
False |
1,007,716 |
| 80 |
3,576.25 |
3,095.00 |
481.25 |
14.7% |
57.75 |
1.8% |
35% |
False |
False |
756,227 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
20.2% |
62.50 |
1.9% |
53% |
False |
False |
605,403 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
25.4% |
62.75 |
1.9% |
62% |
False |
False |
504,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,835.50 |
|
2.618 |
3,657.00 |
|
1.618 |
3,547.50 |
|
1.000 |
3,479.75 |
|
0.618 |
3,438.00 |
|
HIGH |
3,370.25 |
|
0.618 |
3,328.50 |
|
0.500 |
3,315.50 |
|
0.382 |
3,302.50 |
|
LOW |
3,260.75 |
|
0.618 |
3,193.00 |
|
1.000 |
3,151.25 |
|
1.618 |
3,083.50 |
|
2.618 |
2,974.00 |
|
4.250 |
2,795.50 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,315.50 |
3,353.50 |
| PP |
3,298.25 |
3,323.50 |
| S1 |
3,280.75 |
3,293.50 |
|