| 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 |
1,912.3 |
1,911.4 |
-0.9 |
0.0% |
1,912.7 |
| High |
1,918.3 |
1,920.9 |
2.6 |
0.1% |
1,943.4 |
| Low |
1,900.2 |
1,906.3 |
6.1 |
0.3% |
1,902.0 |
| Close |
1,913.2 |
1,919.3 |
6.1 |
0.3% |
1,912.7 |
| Range |
18.1 |
14.6 |
-3.5 |
-19.3% |
41.4 |
| ATR |
28.3 |
27.4 |
-1.0 |
-3.5% |
0.0 |
| Volume |
4,281 |
5,391 |
1,110 |
25.9% |
25,422 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.3 |
1,953.9 |
1,927.3 |
|
| R3 |
1,944.7 |
1,939.3 |
1,923.3 |
|
| R2 |
1,930.1 |
1,930.1 |
1,922.0 |
|
| R1 |
1,924.7 |
1,924.7 |
1,920.6 |
1,927.4 |
| PP |
1,915.5 |
1,915.5 |
1,915.5 |
1,916.9 |
| S1 |
1,910.1 |
1,910.1 |
1,918.0 |
1,912.8 |
| S2 |
1,900.9 |
1,900.9 |
1,916.6 |
|
| S3 |
1,886.3 |
1,895.5 |
1,915.3 |
|
| S4 |
1,871.7 |
1,880.9 |
1,911.3 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.6 |
2,019.5 |
1,935.5 |
|
| R3 |
2,002.2 |
1,978.1 |
1,924.1 |
|
| R2 |
1,960.8 |
1,960.8 |
1,920.3 |
|
| R1 |
1,936.7 |
1,936.7 |
1,916.5 |
1,933.4 |
| PP |
1,919.4 |
1,919.4 |
1,919.4 |
1,917.7 |
| S1 |
1,895.3 |
1,895.3 |
1,908.9 |
1,892.0 |
| S2 |
1,878.0 |
1,878.0 |
1,905.1 |
|
| S3 |
1,836.6 |
1,853.9 |
1,901.3 |
|
| S4 |
1,795.2 |
1,812.5 |
1,889.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,943.4 |
1,900.2 |
43.2 |
2.3% |
22.8 |
1.2% |
44% |
False |
False |
5,147 |
| 10 |
1,943.4 |
1,892.8 |
50.6 |
2.6% |
22.7 |
1.2% |
52% |
False |
False |
4,388 |
| 20 |
1,945.6 |
1,884.0 |
61.6 |
3.2% |
25.9 |
1.4% |
57% |
False |
False |
4,421 |
| 40 |
2,008.2 |
1,858.1 |
150.1 |
7.8% |
28.8 |
1.5% |
41% |
False |
False |
3,608 |
| 60 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
36.6 |
1.9% |
25% |
False |
False |
3,690 |
| 80 |
2,099.2 |
1,813.5 |
285.7 |
14.9% |
34.6 |
1.8% |
37% |
False |
False |
3,579 |
| 100 |
2,099.2 |
1,717.6 |
381.6 |
19.9% |
32.5 |
1.7% |
53% |
False |
False |
3,166 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
30.7 |
1.6% |
55% |
False |
False |
2,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,983.0 |
|
2.618 |
1,959.1 |
|
1.618 |
1,944.5 |
|
1.000 |
1,935.5 |
|
0.618 |
1,929.9 |
|
HIGH |
1,920.9 |
|
0.618 |
1,915.3 |
|
0.500 |
1,913.6 |
|
0.382 |
1,911.9 |
|
LOW |
1,906.3 |
|
0.618 |
1,897.3 |
|
1.000 |
1,891.7 |
|
1.618 |
1,882.7 |
|
2.618 |
1,868.1 |
|
4.250 |
1,844.3 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,917.4 |
1,917.0 |
| PP |
1,915.5 |
1,914.7 |
| S1 |
1,913.6 |
1,912.4 |
|