Trading Metrics calculated at close of trading on 30-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,890.1 |
1,878.2 |
-11.9 |
-0.6% |
1,918.1 |
High |
1,897.4 |
1,903.0 |
5.6 |
0.3% |
1,926.4 |
Low |
1,872.8 |
1,878.0 |
5.2 |
0.3% |
1,872.8 |
Close |
1,880.5 |
1,892.4 |
11.9 |
0.6% |
1,892.4 |
Range |
24.6 |
25.0 |
0.4 |
1.6% |
53.6 |
ATR |
27.2 |
27.1 |
-0.2 |
-0.6% |
0.0 |
Volume |
1,787 |
2,563 |
776 |
43.4% |
8,684 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.1 |
1,954.3 |
1,906.2 |
|
R3 |
1,941.1 |
1,929.3 |
1,899.3 |
|
R2 |
1,916.1 |
1,916.1 |
1,897.0 |
|
R1 |
1,904.3 |
1,904.3 |
1,894.7 |
1,910.2 |
PP |
1,891.1 |
1,891.1 |
1,891.1 |
1,894.1 |
S1 |
1,879.3 |
1,879.3 |
1,890.1 |
1,885.2 |
S2 |
1,866.1 |
1,866.1 |
1,887.8 |
|
S3 |
1,841.1 |
1,854.3 |
1,885.5 |
|
S4 |
1,816.1 |
1,829.3 |
1,878.7 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.0 |
2,028.8 |
1,921.9 |
|
R3 |
2,004.4 |
1,975.2 |
1,907.1 |
|
R2 |
1,950.8 |
1,950.8 |
1,902.2 |
|
R1 |
1,921.6 |
1,921.6 |
1,897.3 |
1,909.4 |
PP |
1,897.2 |
1,897.2 |
1,897.2 |
1,891.1 |
S1 |
1,868.0 |
1,868.0 |
1,887.5 |
1,855.8 |
S2 |
1,843.6 |
1,843.6 |
1,882.6 |
|
S3 |
1,790.0 |
1,814.4 |
1,877.7 |
|
S4 |
1,736.4 |
1,760.8 |
1,862.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,926.4 |
1,872.8 |
53.6 |
2.8% |
24.3 |
1.3% |
37% |
False |
False |
1,736 |
10 |
1,948.6 |
1,872.8 |
75.8 |
4.0% |
24.0 |
1.3% |
26% |
False |
False |
1,855 |
20 |
1,952.2 |
1,872.8 |
79.4 |
4.2% |
25.7 |
1.4% |
25% |
False |
False |
2,313 |
40 |
1,996.8 |
1,862.4 |
134.4 |
7.1% |
27.4 |
1.4% |
22% |
False |
False |
1,649 |
60 |
2,107.6 |
1,862.4 |
245.2 |
13.0% |
34.8 |
1.8% |
12% |
False |
False |
1,724 |
80 |
2,107.6 |
1,838.8 |
268.8 |
14.2% |
33.1 |
1.7% |
20% |
False |
False |
1,601 |
100 |
2,107.6 |
1,755.5 |
352.1 |
18.6% |
29.0 |
1.5% |
39% |
False |
False |
1,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.3 |
2.618 |
1,968.5 |
1.618 |
1,943.5 |
1.000 |
1,928.0 |
0.618 |
1,918.5 |
HIGH |
1,903.0 |
0.618 |
1,893.5 |
0.500 |
1,890.5 |
0.382 |
1,887.6 |
LOW |
1,878.0 |
0.618 |
1,862.6 |
1.000 |
1,853.0 |
1.618 |
1,837.6 |
2.618 |
1,812.6 |
4.250 |
1,771.8 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,891.8 |
1,898.7 |
PP |
1,891.1 |
1,896.6 |
S1 |
1,890.5 |
1,894.5 |
|