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 |
27,581 |
27,241 |
-340 |
-1.2% |
28,496 |
High |
27,713 |
27,267 |
-446 |
-1.6% |
28,669 |
Low |
27,232 |
26,390 |
-842 |
-3.1% |
27,896 |
Close |
27,365 |
26,409 |
-956 |
-3.5% |
28,189 |
Range |
481 |
877 |
396 |
82.3% |
773 |
ATR |
504 |
537 |
34 |
6.7% |
0 |
Volume |
177,038 |
335,786 |
158,748 |
89.7% |
782,184 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,320 |
28,741 |
26,891 |
|
R3 |
28,443 |
27,864 |
26,650 |
|
R2 |
27,566 |
27,566 |
26,570 |
|
R1 |
26,987 |
26,987 |
26,490 |
26,838 |
PP |
26,689 |
26,689 |
26,689 |
26,614 |
S1 |
26,110 |
26,110 |
26,329 |
25,961 |
S2 |
25,812 |
25,812 |
26,248 |
|
S3 |
24,935 |
25,233 |
26,168 |
|
S4 |
24,058 |
24,356 |
25,927 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,570 |
30,153 |
28,614 |
|
R3 |
29,797 |
29,380 |
28,402 |
|
R2 |
29,024 |
29,024 |
28,331 |
|
R1 |
28,607 |
28,607 |
28,260 |
28,429 |
PP |
28,251 |
28,251 |
28,251 |
28,163 |
S1 |
27,834 |
27,834 |
28,118 |
27,656 |
S2 |
27,478 |
27,478 |
28,047 |
|
S3 |
26,705 |
27,061 |
27,977 |
|
S4 |
25,932 |
26,288 |
27,764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,392 |
26,390 |
2,002 |
7.6% |
603 |
2.3% |
1% |
False |
True |
205,619 |
10 |
28,732 |
26,390 |
2,342 |
8.9% |
521 |
2.0% |
1% |
False |
True |
192,313 |
20 |
28,846 |
26,390 |
2,456 |
9.3% |
487 |
1.8% |
1% |
False |
True |
203,056 |
40 |
29,050 |
26,390 |
2,660 |
10.1% |
573 |
2.2% |
1% |
False |
True |
175,245 |
60 |
29,050 |
26,390 |
2,660 |
10.1% |
496 |
1.9% |
1% |
False |
True |
116,889 |
80 |
29,050 |
25,184 |
3,866 |
14.6% |
478 |
1.8% |
32% |
False |
False |
87,696 |
100 |
29,050 |
24,350 |
4,700 |
17.8% |
530 |
2.0% |
44% |
False |
False |
70,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,994 |
2.618 |
29,563 |
1.618 |
28,686 |
1.000 |
28,144 |
0.618 |
27,809 |
HIGH |
27,267 |
0.618 |
26,932 |
0.500 |
26,829 |
0.382 |
26,725 |
LOW |
26,390 |
0.618 |
25,848 |
1.000 |
25,513 |
1.618 |
24,971 |
2.618 |
24,094 |
4.250 |
22,663 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
26,829 |
27,270 |
PP |
26,689 |
26,983 |
S1 |
26,549 |
26,696 |
|