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 |
1,901.70 |
1,907.36 |
5.66 |
0.3% |
1,898.24 |
High |
1,910.81 |
1,909.69 |
-1.12 |
-0.1% |
1,929.99 |
Low |
1,898.44 |
1,871.39 |
-27.05 |
-1.4% |
1,895.85 |
Close |
1,907.39 |
1,876.75 |
-30.64 |
-1.6% |
1,901.30 |
Range |
12.37 |
38.30 |
25.93 |
209.6% |
34.14 |
ATR |
23.37 |
24.44 |
1.07 |
4.6% |
0.00 |
Volume |
7,316 |
6,892 |
-424 |
-5.8% |
38,455 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.84 |
1,977.10 |
1,897.82 |
|
R3 |
1,962.54 |
1,938.80 |
1,887.28 |
|
R2 |
1,924.24 |
1,924.24 |
1,883.77 |
|
R1 |
1,900.50 |
1,900.50 |
1,880.26 |
1,893.22 |
PP |
1,885.94 |
1,885.94 |
1,885.94 |
1,882.31 |
S1 |
1,862.20 |
1,862.20 |
1,873.24 |
1,854.92 |
S2 |
1,847.64 |
1,847.64 |
1,869.73 |
|
S3 |
1,809.34 |
1,823.90 |
1,866.22 |
|
S4 |
1,771.04 |
1,785.60 |
1,855.69 |
|
|
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 |
1,925.49 |
1,871.39 |
54.10 |
2.9% |
22.17 |
1.2% |
10% |
False |
True |
7,338 |
10 |
1,929.99 |
1,871.39 |
58.60 |
3.1% |
20.36 |
1.1% |
9% |
False |
True |
7,291 |
20 |
1,932.16 |
1,871.39 |
60.77 |
3.2% |
23.88 |
1.3% |
9% |
False |
True |
6,927 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
24.91 |
1.3% |
23% |
False |
False |
6,927 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.8% |
31.91 |
1.7% |
12% |
False |
False |
6,755 |
80 |
2,070.48 |
1,792.78 |
277.70 |
14.8% |
30.64 |
1.6% |
30% |
False |
False |
6,749 |
100 |
2,070.48 |
1,705.53 |
364.95 |
19.4% |
28.27 |
1.5% |
47% |
False |
False |
6,600 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.2% |
27.42 |
1.5% |
51% |
False |
False |
6,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,072.47 |
2.618 |
2,009.96 |
1.618 |
1,971.66 |
1.000 |
1,947.99 |
0.618 |
1,933.36 |
HIGH |
1,909.69 |
0.618 |
1,895.06 |
0.500 |
1,890.54 |
0.382 |
1,886.02 |
LOW |
1,871.39 |
0.618 |
1,847.72 |
1.000 |
1,833.09 |
1.618 |
1,809.42 |
2.618 |
1,771.12 |
4.250 |
1,708.62 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,890.54 |
1,891.10 |
PP |
1,885.94 |
1,886.32 |
S1 |
1,881.35 |
1,881.53 |
|