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 |
1,907.36 |
1,876.83 |
-30.53 |
-1.6% |
1,898.24 |
High |
1,909.69 |
1,884.47 |
-25.22 |
-1.3% |
1,929.99 |
Low |
1,871.39 |
1,859.97 |
-11.42 |
-0.6% |
1,895.85 |
Close |
1,876.75 |
1,867.20 |
-9.55 |
-0.5% |
1,901.30 |
Range |
38.30 |
24.50 |
-13.80 |
-36.0% |
34.14 |
ATR |
24.44 |
24.44 |
0.00 |
0.0% |
0.00 |
Volume |
6,892 |
7,006 |
114 |
1.7% |
38,455 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.05 |
1,930.12 |
1,880.68 |
|
R3 |
1,919.55 |
1,905.62 |
1,873.94 |
|
R2 |
1,895.05 |
1,895.05 |
1,871.69 |
|
R1 |
1,881.12 |
1,881.12 |
1,869.45 |
1,875.84 |
PP |
1,870.55 |
1,870.55 |
1,870.55 |
1,867.90 |
S1 |
1,856.62 |
1,856.62 |
1,864.95 |
1,851.34 |
S2 |
1,846.05 |
1,846.05 |
1,862.71 |
|
S3 |
1,821.55 |
1,832.12 |
1,860.46 |
|
S4 |
1,797.05 |
1,807.62 |
1,853.73 |
|
|
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 |
1,913.61 |
1,859.97 |
53.64 |
2.9% |
21.14 |
1.1% |
13% |
False |
True |
7,199 |
10 |
1,929.99 |
1,859.97 |
70.02 |
3.8% |
21.02 |
1.1% |
10% |
False |
True |
7,347 |
20 |
1,932.16 |
1,859.97 |
72.19 |
3.9% |
23.81 |
1.3% |
10% |
False |
True |
6,934 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
24.89 |
1.3% |
15% |
False |
False |
6,917 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.8% |
31.77 |
1.7% |
8% |
False |
False |
6,767 |
80 |
2,070.48 |
1,792.78 |
277.70 |
14.9% |
30.73 |
1.6% |
27% |
False |
False |
6,752 |
100 |
2,070.48 |
1,705.53 |
364.95 |
19.5% |
28.31 |
1.5% |
44% |
False |
False |
6,614 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.3% |
27.43 |
1.5% |
49% |
False |
False |
6,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.60 |
2.618 |
1,948.61 |
1.618 |
1,924.11 |
1.000 |
1,908.97 |
0.618 |
1,899.61 |
HIGH |
1,884.47 |
0.618 |
1,875.11 |
0.500 |
1,872.22 |
0.382 |
1,869.33 |
LOW |
1,859.97 |
0.618 |
1,844.83 |
1.000 |
1,835.47 |
1.618 |
1,820.33 |
2.618 |
1,795.83 |
4.250 |
1,755.85 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,872.22 |
1,885.39 |
PP |
1,870.55 |
1,879.33 |
S1 |
1,868.87 |
1,873.26 |
|