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 |
3,388.75 |
3,357.50 |
-31.25 |
-0.9% |
3,463.25 |
High |
3,400.00 |
3,360.50 |
-39.50 |
-1.2% |
3,486.00 |
Low |
3,359.50 |
3,251.50 |
-108.00 |
-3.2% |
3,393.00 |
Close |
3,373.50 |
3,253.75 |
-119.75 |
-3.5% |
3,442.00 |
Range |
40.50 |
109.00 |
68.50 |
169.1% |
93.00 |
ATR |
59.46 |
63.93 |
4.47 |
7.5% |
0.00 |
Volume |
725 |
2,311 |
1,586 |
218.8% |
5,831 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.50 |
3,543.75 |
3,313.75 |
|
R3 |
3,506.50 |
3,434.75 |
3,283.75 |
|
R2 |
3,397.50 |
3,397.50 |
3,273.75 |
|
R1 |
3,325.75 |
3,325.75 |
3,263.75 |
3,307.00 |
PP |
3,288.50 |
3,288.50 |
3,288.50 |
3,279.25 |
S1 |
3,216.75 |
3,216.75 |
3,243.75 |
3,198.00 |
S2 |
3,179.50 |
3,179.50 |
3,233.75 |
|
S3 |
3,070.50 |
3,107.75 |
3,223.75 |
|
S4 |
2,961.50 |
2,998.75 |
3,193.75 |
|
|
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 |
3,251.50 |
200.50 |
6.2% |
64.25 |
2.0% |
1% |
False |
True |
1,243 |
10 |
3,498.50 |
3,251.50 |
247.00 |
7.6% |
59.50 |
1.8% |
1% |
False |
True |
1,565 |
20 |
3,532.00 |
3,251.50 |
280.50 |
8.6% |
59.00 |
1.8% |
1% |
False |
True |
1,599 |
40 |
3,568.50 |
3,190.25 |
378.25 |
11.6% |
71.00 |
2.2% |
17% |
False |
False |
1,656 |
60 |
3,568.50 |
3,190.25 |
378.25 |
11.6% |
58.50 |
1.8% |
17% |
False |
False |
1,130 |
80 |
3,568.50 |
3,087.50 |
481.00 |
14.8% |
55.75 |
1.7% |
35% |
False |
False |
851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,823.75 |
2.618 |
3,645.75 |
1.618 |
3,536.75 |
1.000 |
3,469.50 |
0.618 |
3,427.75 |
HIGH |
3,360.50 |
0.618 |
3,318.75 |
0.500 |
3,306.00 |
0.382 |
3,293.25 |
LOW |
3,251.50 |
0.618 |
3,184.25 |
1.000 |
3,142.50 |
1.618 |
3,075.25 |
2.618 |
2,966.25 |
4.250 |
2,788.25 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,306.00 |
3,345.00 |
PP |
3,288.50 |
3,314.75 |
S1 |
3,271.25 |
3,284.25 |
|