Trading Metrics calculated at close of trading on 30-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,876.83 |
1,867.19 |
-9.64 |
-0.5% |
1,902.28 |
High |
1,884.47 |
1,887.98 |
3.51 |
0.2% |
1,910.81 |
Low |
1,859.97 |
1,865.01 |
5.04 |
0.3% |
1,859.97 |
Close |
1,867.20 |
1,878.11 |
10.91 |
0.6% |
1,878.11 |
Range |
24.50 |
22.97 |
-1.53 |
-6.2% |
50.84 |
ATR |
24.44 |
24.34 |
-0.11 |
-0.4% |
0.00 |
Volume |
7,006 |
6,844 |
-162 |
-2.3% |
35,134 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.94 |
1,935.00 |
1,890.74 |
|
R3 |
1,922.97 |
1,912.03 |
1,884.43 |
|
R2 |
1,900.00 |
1,900.00 |
1,882.32 |
|
R1 |
1,889.06 |
1,889.06 |
1,880.22 |
1,894.53 |
PP |
1,877.03 |
1,877.03 |
1,877.03 |
1,879.77 |
S1 |
1,866.09 |
1,866.09 |
1,876.00 |
1,871.56 |
S2 |
1,854.06 |
1,854.06 |
1,873.90 |
|
S3 |
1,831.09 |
1,843.12 |
1,871.79 |
|
S4 |
1,808.12 |
1,820.15 |
1,865.48 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.48 |
2,007.64 |
1,906.07 |
|
R3 |
1,984.64 |
1,956.80 |
1,892.09 |
|
R2 |
1,933.80 |
1,933.80 |
1,887.43 |
|
R1 |
1,905.96 |
1,905.96 |
1,882.77 |
1,894.46 |
PP |
1,882.96 |
1,882.96 |
1,882.96 |
1,877.22 |
S1 |
1,855.12 |
1,855.12 |
1,873.45 |
1,843.62 |
S2 |
1,832.12 |
1,832.12 |
1,868.79 |
|
S3 |
1,781.28 |
1,804.28 |
1,864.13 |
|
S4 |
1,730.44 |
1,753.44 |
1,850.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,910.81 |
1,859.97 |
50.84 |
2.7% |
22.18 |
1.2% |
36% |
False |
False |
7,026 |
10 |
1,929.99 |
1,859.97 |
70.02 |
3.7% |
21.86 |
1.2% |
26% |
False |
False |
7,358 |
20 |
1,932.16 |
1,859.97 |
72.19 |
3.8% |
23.73 |
1.3% |
25% |
False |
False |
6,956 |
40 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
24.91 |
1.3% |
24% |
False |
False |
6,913 |
60 |
2,048.77 |
1,849.22 |
199.55 |
10.6% |
31.26 |
1.7% |
14% |
False |
False |
6,778 |
80 |
2,070.48 |
1,792.78 |
277.70 |
14.8% |
30.83 |
1.6% |
31% |
False |
False |
6,753 |
100 |
2,070.48 |
1,705.53 |
364.95 |
19.4% |
28.36 |
1.5% |
47% |
False |
False |
6,626 |
120 |
2,070.48 |
1,672.80 |
397.68 |
21.2% |
27.45 |
1.5% |
52% |
False |
False |
6,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,985.60 |
2.618 |
1,948.12 |
1.618 |
1,925.15 |
1.000 |
1,910.95 |
0.618 |
1,902.18 |
HIGH |
1,887.98 |
0.618 |
1,879.21 |
0.500 |
1,876.50 |
0.382 |
1,873.78 |
LOW |
1,865.01 |
0.618 |
1,850.81 |
1.000 |
1,842.04 |
1.618 |
1,827.84 |
2.618 |
1,804.87 |
4.250 |
1,767.39 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,877.57 |
1,884.83 |
PP |
1,877.03 |
1,882.59 |
S1 |
1,876.50 |
1,880.35 |
|