| 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 |
11,634.00 |
11,499.50 |
-134.50 |
-1.2% |
11,816.75 |
| High |
11,695.50 |
11,623.00 |
-72.50 |
-0.6% |
11,950.50 |
| Low |
11,343.25 |
11,478.25 |
135.00 |
1.2% |
11,511.00 |
| Close |
11,492.25 |
11,588.00 |
95.75 |
0.8% |
11,663.50 |
| Range |
352.25 |
144.75 |
-207.50 |
-58.9% |
439.50 |
| ATR |
276.32 |
266.92 |
-9.40 |
-3.4% |
0.00 |
| Volume |
674,142 |
551,642 |
-122,500 |
-18.2% |
2,930,668 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,997.25 |
11,937.50 |
11,667.50 |
|
| R3 |
11,852.50 |
11,792.75 |
11,627.75 |
|
| R2 |
11,707.75 |
11,707.75 |
11,614.50 |
|
| R1 |
11,648.00 |
11,648.00 |
11,601.25 |
11,678.00 |
| PP |
11,563.00 |
11,563.00 |
11,563.00 |
11,578.00 |
| S1 |
11,503.25 |
11,503.25 |
11,574.75 |
11,533.00 |
| S2 |
11,418.25 |
11,418.25 |
11,561.50 |
|
| S3 |
11,273.50 |
11,358.50 |
11,548.25 |
|
| S4 |
11,128.75 |
11,213.75 |
11,508.50 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,026.75 |
12,784.75 |
11,905.25 |
|
| R3 |
12,587.25 |
12,345.25 |
11,784.25 |
|
| R2 |
12,147.75 |
12,147.75 |
11,744.00 |
|
| R1 |
11,905.75 |
11,905.75 |
11,703.75 |
11,807.00 |
| PP |
11,708.25 |
11,708.25 |
11,708.25 |
11,659.00 |
| S1 |
11,466.25 |
11,466.25 |
11,623.25 |
11,367.50 |
| S2 |
11,268.75 |
11,268.75 |
11,583.00 |
|
| S3 |
10,829.25 |
11,026.75 |
11,542.75 |
|
| S4 |
10,389.75 |
10,587.25 |
11,421.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,779.25 |
11,343.25 |
436.00 |
3.8% |
209.00 |
1.8% |
56% |
False |
False |
582,109 |
| 10 |
12,178.00 |
11,343.25 |
834.75 |
7.2% |
235.00 |
2.0% |
29% |
False |
False |
587,660 |
| 20 |
12,249.00 |
11,167.00 |
1,082.00 |
9.3% |
261.25 |
2.3% |
39% |
False |
False |
584,427 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.5% |
326.00 |
2.8% |
52% |
False |
False |
496,840 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.5% |
280.25 |
2.4% |
52% |
False |
False |
331,516 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
18.6% |
275.50 |
2.4% |
60% |
False |
False |
248,802 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
26.4% |
270.50 |
2.3% |
72% |
False |
False |
199,098 |
| 120 |
12,448.75 |
8,829.25 |
3,619.50 |
31.2% |
253.00 |
2.2% |
76% |
False |
False |
165,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,238.25 |
|
2.618 |
12,002.00 |
|
1.618 |
11,857.25 |
|
1.000 |
11,767.75 |
|
0.618 |
11,712.50 |
|
HIGH |
11,623.00 |
|
0.618 |
11,567.75 |
|
0.500 |
11,550.50 |
|
0.382 |
11,533.50 |
|
LOW |
11,478.25 |
|
0.618 |
11,388.75 |
|
1.000 |
11,333.50 |
|
1.618 |
11,244.00 |
|
2.618 |
11,099.25 |
|
4.250 |
10,863.00 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,575.50 |
11,565.00 |
| PP |
11,563.00 |
11,542.25 |
| S1 |
11,550.50 |
11,519.50 |
|