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 |
1,902.28 |
1,901.70 |
-0.58 |
0.0% |
1,898.24 |
High |
1,907.14 |
1,910.81 |
3.67 |
0.2% |
1,929.99 |
Low |
1,894.36 |
1,898.44 |
4.08 |
0.2% |
1,895.85 |
Close |
1,901.67 |
1,907.39 |
5.72 |
0.3% |
1,901.30 |
Range |
12.78 |
12.37 |
-0.41 |
-3.2% |
34.14 |
ATR |
24.22 |
23.37 |
-0.85 |
-3.5% |
0.00 |
Volume |
7,076 |
7,316 |
240 |
3.4% |
38,455 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.66 |
1,937.39 |
1,914.19 |
|
R3 |
1,930.29 |
1,925.02 |
1,910.79 |
|
R2 |
1,917.92 |
1,917.92 |
1,909.66 |
|
R1 |
1,912.65 |
1,912.65 |
1,908.52 |
1,915.29 |
PP |
1,905.55 |
1,905.55 |
1,905.55 |
1,906.86 |
S1 |
1,900.28 |
1,900.28 |
1,906.26 |
1,902.92 |
S2 |
1,893.18 |
1,893.18 |
1,905.12 |
|
S3 |
1,880.81 |
1,887.91 |
1,903.99 |
|
S4 |
1,868.44 |
1,875.54 |
1,900.59 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.47 |
1,990.52 |
1,920.08 |
|
R3 |
1,977.33 |
1,956.38 |
1,910.69 |
|
R2 |
1,943.19 |
1,943.19 |
1,907.56 |
|
R1 |
1,922.24 |
1,922.24 |
1,904.43 |
1,932.72 |
PP |
1,909.05 |
1,909.05 |
1,909.05 |
1,914.28 |
S1 |
1,888.10 |
1,888.10 |
1,898.17 |
1,898.58 |
S2 |
1,874.91 |
1,874.91 |
1,895.04 |
|
S3 |
1,840.77 |
1,853.96 |
1,891.91 |
|
S4 |
1,806.63 |
1,819.82 |
1,882.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,929.99 |
1,894.36 |
35.63 |
1.9% |
19.18 |
1.0% |
37% |
False |
False |
7,509 |
10 |
1,929.99 |
1,884.40 |
45.59 |
2.4% |
19.27 |
1.0% |
50% |
False |
False |
7,251 |
20 |
1,932.16 |
1,874.09 |
58.07 |
3.0% |
22.90 |
1.2% |
57% |
False |
False |
6,902 |
40 |
1,972.40 |
1,849.22 |
123.18 |
6.5% |
24.91 |
1.3% |
47% |
False |
False |
6,941 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
31.98 |
1.7% |
26% |
False |
False |
6,744 |
80 |
2,070.48 |
1,792.09 |
278.39 |
14.6% |
30.46 |
1.6% |
41% |
False |
False |
6,744 |
100 |
2,070.48 |
1,705.53 |
364.95 |
19.1% |
28.15 |
1.5% |
55% |
False |
False |
6,585 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.8% |
27.24 |
1.4% |
59% |
False |
False |
6,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,963.38 |
2.618 |
1,943.19 |
1.618 |
1,930.82 |
1.000 |
1,923.18 |
0.618 |
1,918.45 |
HIGH |
1,910.81 |
0.618 |
1,906.08 |
0.500 |
1,904.63 |
0.382 |
1,903.17 |
LOW |
1,898.44 |
0.618 |
1,890.80 |
1.000 |
1,886.07 |
1.618 |
1,878.43 |
2.618 |
1,866.06 |
4.250 |
1,845.87 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,906.47 |
1,906.26 |
PP |
1,905.55 |
1,905.12 |
S1 |
1,904.63 |
1,903.99 |
|