| 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 |
1,917.3 |
1,921.2 |
3.9 |
0.2% |
1,918.3 |
| High |
1,926.4 |
1,924.6 |
-1.8 |
-0.1% |
1,948.6 |
| Low |
1,913.6 |
1,882.0 |
-31.6 |
-1.7% |
1,907.6 |
| Close |
1,924.9 |
1,892.1 |
-32.8 |
-1.7% |
1,918.5 |
| Range |
12.8 |
42.6 |
29.8 |
232.8% |
41.0 |
| ATR |
26.2 |
27.4 |
1.2 |
4.5% |
0.0 |
| Volume |
2,033 |
1,401 |
-632 |
-31.1% |
9,867 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,027.4 |
2,002.3 |
1,915.5 |
|
| R3 |
1,984.8 |
1,959.7 |
1,903.8 |
|
| R2 |
1,942.2 |
1,942.2 |
1,899.9 |
|
| R1 |
1,917.1 |
1,917.1 |
1,896.0 |
1,908.4 |
| PP |
1,899.6 |
1,899.6 |
1,899.6 |
1,895.2 |
| S1 |
1,874.5 |
1,874.5 |
1,888.2 |
1,865.8 |
| S2 |
1,857.0 |
1,857.0 |
1,884.3 |
|
| S3 |
1,814.4 |
1,831.9 |
1,880.4 |
|
| S4 |
1,771.8 |
1,789.3 |
1,868.7 |
|
|
| 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 |
1,940.5 |
1,882.0 |
58.5 |
3.1% |
25.3 |
1.3% |
17% |
False |
True |
1,661 |
| 10 |
1,948.6 |
1,882.0 |
66.6 |
3.5% |
22.6 |
1.2% |
15% |
False |
True |
1,877 |
| 20 |
1,952.2 |
1,882.0 |
70.2 |
3.7% |
25.7 |
1.4% |
14% |
False |
True |
2,216 |
| 40 |
1,996.8 |
1,862.4 |
134.4 |
7.1% |
27.8 |
1.5% |
22% |
False |
False |
1,622 |
| 60 |
2,107.6 |
1,862.4 |
245.2 |
13.0% |
35.1 |
1.9% |
12% |
False |
False |
1,751 |
| 80 |
2,107.6 |
1,838.8 |
268.8 |
14.2% |
32.9 |
1.7% |
20% |
False |
False |
1,569 |
| 100 |
2,107.6 |
1,747.9 |
359.7 |
19.0% |
28.7 |
1.5% |
40% |
False |
False |
1,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.7 |
|
2.618 |
2,036.1 |
|
1.618 |
1,993.5 |
|
1.000 |
1,967.2 |
|
0.618 |
1,950.9 |
|
HIGH |
1,924.6 |
|
0.618 |
1,908.3 |
|
0.500 |
1,903.3 |
|
0.382 |
1,898.3 |
|
LOW |
1,882.0 |
|
0.618 |
1,855.7 |
|
1.000 |
1,839.4 |
|
1.618 |
1,813.1 |
|
2.618 |
1,770.5 |
|
4.250 |
1,701.0 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,903.3 |
1,904.2 |
| PP |
1,899.6 |
1,900.2 |
| S1 |
1,895.8 |
1,896.1 |
|