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 |
1,911.4 |
1,917.4 |
6.0 |
0.3% |
1,912.7 |
High |
1,920.9 |
1,919.4 |
-1.5 |
-0.1% |
1,943.4 |
Low |
1,906.3 |
1,876.4 |
-29.9 |
-1.6% |
1,902.0 |
Close |
1,919.3 |
1,886.6 |
-32.7 |
-1.7% |
1,912.7 |
Range |
14.6 |
43.0 |
28.4 |
194.5% |
41.4 |
ATR |
27.4 |
28.5 |
1.1 |
4.1% |
0.0 |
Volume |
5,391 |
6,940 |
1,549 |
28.7% |
25,422 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.1 |
1,997.9 |
1,910.3 |
|
R3 |
1,980.1 |
1,954.9 |
1,898.4 |
|
R2 |
1,937.1 |
1,937.1 |
1,894.5 |
|
R1 |
1,911.9 |
1,911.9 |
1,890.5 |
1,903.0 |
PP |
1,894.1 |
1,894.1 |
1,894.1 |
1,889.7 |
S1 |
1,868.9 |
1,868.9 |
1,882.7 |
1,860.0 |
S2 |
1,851.1 |
1,851.1 |
1,878.7 |
|
S3 |
1,808.1 |
1,825.9 |
1,874.8 |
|
S4 |
1,765.1 |
1,782.9 |
1,863.0 |
|
|
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 |
1,936.1 |
1,876.4 |
59.7 |
3.2% |
26.3 |
1.4% |
17% |
False |
True |
5,536 |
10 |
1,943.4 |
1,876.4 |
67.0 |
3.6% |
23.8 |
1.3% |
15% |
False |
True |
4,849 |
20 |
1,945.6 |
1,876.4 |
69.2 |
3.7% |
27.0 |
1.4% |
15% |
False |
True |
4,595 |
40 |
1,991.6 |
1,858.1 |
133.5 |
7.1% |
29.1 |
1.5% |
21% |
False |
False |
3,682 |
60 |
2,099.2 |
1,858.1 |
241.1 |
12.8% |
36.4 |
1.9% |
12% |
False |
False |
3,748 |
80 |
2,099.2 |
1,828.8 |
270.4 |
14.3% |
34.7 |
1.8% |
21% |
False |
False |
3,649 |
100 |
2,099.2 |
1,723.5 |
375.7 |
19.9% |
32.8 |
1.7% |
43% |
False |
False |
3,214 |
120 |
2,099.2 |
1,698.4 |
400.8 |
21.2% |
31.0 |
1.6% |
47% |
False |
False |
2,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,102.2 |
2.618 |
2,032.0 |
1.618 |
1,989.0 |
1.000 |
1,962.4 |
0.618 |
1,946.0 |
HIGH |
1,919.4 |
0.618 |
1,903.0 |
0.500 |
1,897.9 |
0.382 |
1,892.8 |
LOW |
1,876.4 |
0.618 |
1,849.8 |
1.000 |
1,833.4 |
1.618 |
1,806.8 |
2.618 |
1,763.8 |
4.250 |
1,693.7 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,897.9 |
1,898.7 |
PP |
1,894.1 |
1,894.6 |
S1 |
1,890.4 |
1,890.6 |
|