| 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 |
11,558.50 |
11,180.50 |
-378.00 |
-3.3% |
11,816.75 |
| High |
11,566.75 |
11,457.75 |
-109.00 |
-0.9% |
11,950.50 |
| Low |
11,123.75 |
11,145.00 |
21.25 |
0.2% |
11,511.00 |
| Close |
11,132.75 |
11,342.75 |
210.00 |
1.9% |
11,663.50 |
| Range |
443.00 |
312.75 |
-130.25 |
-29.4% |
439.50 |
| ATR |
281.02 |
284.16 |
3.14 |
1.1% |
0.00 |
| Volume |
749,420 |
606,325 |
-143,095 |
-19.1% |
2,930,668 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,253.50 |
12,110.75 |
11,514.75 |
|
| R3 |
11,940.75 |
11,798.00 |
11,428.75 |
|
| R2 |
11,628.00 |
11,628.00 |
11,400.00 |
|
| R1 |
11,485.25 |
11,485.25 |
11,371.50 |
11,556.50 |
| PP |
11,315.25 |
11,315.25 |
11,315.25 |
11,350.75 |
| S1 |
11,172.50 |
11,172.50 |
11,314.00 |
11,244.00 |
| S2 |
11,002.50 |
11,002.50 |
11,285.50 |
|
| S3 |
10,689.75 |
10,859.75 |
11,256.75 |
|
| S4 |
10,377.00 |
10,547.00 |
11,170.75 |
|
|
| 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 |
11,695.50 |
11,123.75 |
571.75 |
5.0% |
278.75 |
2.5% |
38% |
False |
False |
616,554 |
| 10 |
12,022.00 |
11,123.75 |
898.25 |
7.9% |
258.25 |
2.3% |
24% |
False |
False |
603,922 |
| 20 |
12,249.00 |
11,123.75 |
1,125.25 |
9.9% |
269.75 |
2.4% |
19% |
False |
False |
590,787 |
| 40 |
12,423.50 |
10,656.50 |
1,767.00 |
15.6% |
331.75 |
2.9% |
39% |
False |
False |
530,574 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.8% |
289.50 |
2.6% |
38% |
False |
False |
354,096 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
19.0% |
280.75 |
2.5% |
49% |
False |
False |
265,741 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
27.0% |
274.75 |
2.4% |
64% |
False |
False |
212,650 |
| 120 |
12,448.75 |
8,829.25 |
3,619.50 |
31.9% |
257.75 |
2.3% |
69% |
False |
False |
177,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,787.00 |
|
2.618 |
12,276.50 |
|
1.618 |
11,963.75 |
|
1.000 |
11,770.50 |
|
0.618 |
11,651.00 |
|
HIGH |
11,457.75 |
|
0.618 |
11,338.25 |
|
0.500 |
11,301.50 |
|
0.382 |
11,264.50 |
|
LOW |
11,145.00 |
|
0.618 |
10,951.75 |
|
1.000 |
10,832.25 |
|
1.618 |
10,639.00 |
|
2.618 |
10,326.25 |
|
4.250 |
9,815.75 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,329.00 |
11,373.50 |
| PP |
11,315.25 |
11,363.25 |
| S1 |
11,301.50 |
11,353.00 |
|