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 |
1,918.1 |
1,917.3 |
-0.8 |
0.0% |
1,918.3 |
High |
1,924.1 |
1,926.4 |
2.3 |
0.1% |
1,948.6 |
Low |
1,907.4 |
1,913.6 |
6.2 |
0.3% |
1,907.6 |
Close |
1,919.0 |
1,924.9 |
5.9 |
0.3% |
1,918.5 |
Range |
16.7 |
12.8 |
-3.9 |
-23.4% |
41.0 |
ATR |
27.3 |
26.2 |
-1.0 |
-3.8% |
0.0 |
Volume |
900 |
2,033 |
1,133 |
125.9% |
9,867 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,960.0 |
1,955.3 |
1,931.9 |
|
R3 |
1,947.2 |
1,942.5 |
1,928.4 |
|
R2 |
1,934.4 |
1,934.4 |
1,927.2 |
|
R1 |
1,929.7 |
1,929.7 |
1,926.1 |
1,932.1 |
PP |
1,921.6 |
1,921.6 |
1,921.6 |
1,922.8 |
S1 |
1,916.9 |
1,916.9 |
1,923.7 |
1,919.3 |
S2 |
1,908.8 |
1,908.8 |
1,922.6 |
|
S3 |
1,896.0 |
1,904.1 |
1,921.4 |
|
S4 |
1,883.2 |
1,891.3 |
1,917.9 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.9 |
2,024.2 |
1,941.1 |
|
R3 |
2,006.9 |
1,983.2 |
1,929.8 |
|
R2 |
1,965.9 |
1,965.9 |
1,926.0 |
|
R1 |
1,942.2 |
1,942.2 |
1,922.3 |
1,954.1 |
PP |
1,924.9 |
1,924.9 |
1,924.9 |
1,930.8 |
S1 |
1,901.2 |
1,901.2 |
1,914.7 |
1,913.1 |
S2 |
1,883.9 |
1,883.9 |
1,911.0 |
|
S3 |
1,842.9 |
1,860.2 |
1,907.2 |
|
S4 |
1,801.9 |
1,819.2 |
1,896.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,948.6 |
1,907.4 |
41.2 |
2.1% |
21.4 |
1.1% |
42% |
False |
False |
1,883 |
10 |
1,948.6 |
1,900.2 |
48.4 |
2.5% |
21.4 |
1.1% |
51% |
False |
False |
1,852 |
20 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
24.6 |
1.3% |
56% |
False |
False |
2,201 |
40 |
2,011.6 |
1,862.4 |
149.2 |
7.8% |
27.4 |
1.4% |
42% |
False |
False |
1,609 |
60 |
2,107.6 |
1,862.4 |
245.2 |
12.7% |
35.3 |
1.8% |
25% |
False |
False |
1,772 |
80 |
2,107.6 |
1,820.0 |
287.6 |
14.9% |
32.7 |
1.7% |
36% |
False |
False |
1,570 |
100 |
2,107.6 |
1,718.9 |
388.7 |
20.2% |
28.4 |
1.5% |
53% |
False |
False |
1,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.8 |
2.618 |
1,959.9 |
1.618 |
1,947.1 |
1.000 |
1,939.2 |
0.618 |
1,934.3 |
HIGH |
1,926.4 |
0.618 |
1,921.5 |
0.500 |
1,920.0 |
0.382 |
1,918.5 |
LOW |
1,913.6 |
0.618 |
1,905.7 |
1.000 |
1,900.8 |
1.618 |
1,892.9 |
2.618 |
1,880.1 |
4.250 |
1,859.2 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,923.3 |
1,922.9 |
PP |
1,921.6 |
1,920.9 |
S1 |
1,920.0 |
1,919.0 |
|