| 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 |
3,438.75 |
3,388.75 |
-50.00 |
-1.5% |
3,463.25 |
| High |
3,438.75 |
3,400.00 |
-38.75 |
-1.1% |
3,486.00 |
| Low |
3,347.00 |
3,359.50 |
12.50 |
0.4% |
3,393.00 |
| Close |
3,383.75 |
3,373.50 |
-10.25 |
-0.3% |
3,442.00 |
| Range |
91.75 |
40.50 |
-51.25 |
-55.9% |
93.00 |
| ATR |
60.92 |
59.46 |
-1.46 |
-2.4% |
0.00 |
| Volume |
1,181 |
725 |
-456 |
-38.6% |
5,831 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,499.25 |
3,476.75 |
3,395.75 |
|
| R3 |
3,458.75 |
3,436.25 |
3,384.75 |
|
| R2 |
3,418.25 |
3,418.25 |
3,381.00 |
|
| R1 |
3,395.75 |
3,395.75 |
3,377.25 |
3,386.75 |
| PP |
3,377.75 |
3,377.75 |
3,377.75 |
3,373.00 |
| S1 |
3,355.25 |
3,355.25 |
3,369.75 |
3,346.25 |
| S2 |
3,337.25 |
3,337.25 |
3,366.00 |
|
| S3 |
3,296.75 |
3,314.75 |
3,362.25 |
|
| S4 |
3,256.25 |
3,274.25 |
3,351.25 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,719.25 |
3,673.75 |
3,493.25 |
|
| R3 |
3,626.25 |
3,580.75 |
3,467.50 |
|
| R2 |
3,533.25 |
3,533.25 |
3,459.00 |
|
| R1 |
3,487.75 |
3,487.75 |
3,450.50 |
3,464.00 |
| PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,428.50 |
| S1 |
3,394.75 |
3,394.75 |
3,433.50 |
3,371.00 |
| S2 |
3,347.25 |
3,347.25 |
3,425.00 |
|
| S3 |
3,254.25 |
3,301.75 |
3,416.50 |
|
| S4 |
3,161.25 |
3,208.75 |
3,390.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,452.00 |
3,347.00 |
105.00 |
3.1% |
50.25 |
1.5% |
25% |
False |
False |
1,137 |
| 10 |
3,514.00 |
3,347.00 |
167.00 |
5.0% |
53.50 |
1.6% |
16% |
False |
False |
1,423 |
| 20 |
3,532.00 |
3,283.25 |
248.75 |
7.4% |
58.25 |
1.7% |
36% |
False |
False |
1,637 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
11.2% |
69.25 |
2.1% |
48% |
False |
False |
1,610 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
11.2% |
57.00 |
1.7% |
48% |
False |
False |
1,091 |
| 80 |
3,568.50 |
3,087.50 |
481.00 |
14.3% |
55.00 |
1.6% |
59% |
False |
False |
822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,572.00 |
|
2.618 |
3,506.00 |
|
1.618 |
3,465.50 |
|
1.000 |
3,440.50 |
|
0.618 |
3,425.00 |
|
HIGH |
3,400.00 |
|
0.618 |
3,384.50 |
|
0.500 |
3,379.75 |
|
0.382 |
3,375.00 |
|
LOW |
3,359.50 |
|
0.618 |
3,334.50 |
|
1.000 |
3,319.00 |
|
1.618 |
3,294.00 |
|
2.618 |
3,253.50 |
|
4.250 |
3,187.50 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,379.75 |
3,399.50 |
| PP |
3,377.75 |
3,390.75 |
| S1 |
3,375.50 |
3,382.25 |
|