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 |
11,560.86 |
11,415.44 |
-145.42 |
-1.3% |
11,913.01 |
High |
11,633.49 |
11,426.10 |
-207.39 |
-1.8% |
11,962.47 |
Low |
11,503.10 |
11,141.05 |
-362.05 |
-3.1% |
11,529.73 |
Close |
11,598.95 |
11,142.76 |
-456.19 |
-3.9% |
11,692.57 |
Range |
130.39 |
285.05 |
154.66 |
118.6% |
432.74 |
ATR |
236.81 |
252.60 |
15.79 |
6.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,091.79 |
11,902.32 |
11,299.54 |
|
R3 |
11,806.74 |
11,617.27 |
11,221.15 |
|
R2 |
11,521.69 |
11,521.69 |
11,195.02 |
|
R1 |
11,332.22 |
11,332.22 |
11,168.89 |
11,284.43 |
PP |
11,236.64 |
11,236.64 |
11,236.64 |
11,212.74 |
S1 |
11,047.17 |
11,047.17 |
11,116.63 |
10,999.38 |
S2 |
10,951.59 |
10,951.59 |
11,090.50 |
|
S3 |
10,666.54 |
10,762.12 |
11,064.37 |
|
S4 |
10,381.49 |
10,477.07 |
10,985.98 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,026.48 |
12,792.26 |
11,930.58 |
|
R3 |
12,593.74 |
12,359.52 |
11,811.57 |
|
R2 |
12,161.00 |
12,161.00 |
11,771.91 |
|
R1 |
11,926.78 |
11,926.78 |
11,732.24 |
11,827.52 |
PP |
11,728.26 |
11,728.26 |
11,728.26 |
11,678.63 |
S1 |
11,494.04 |
11,494.04 |
11,652.90 |
11,394.78 |
S2 |
11,295.52 |
11,295.52 |
11,613.23 |
|
S3 |
10,862.78 |
11,061.30 |
11,573.57 |
|
S4 |
10,430.04 |
10,628.56 |
11,454.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,739.22 |
11,141.05 |
598.17 |
5.4% |
219.24 |
2.0% |
0% |
False |
True |
|
10 |
12,034.13 |
11,141.05 |
893.08 |
8.0% |
215.59 |
1.9% |
0% |
False |
True |
|
20 |
12,204.75 |
11,141.05 |
1,063.70 |
9.5% |
202.28 |
1.8% |
0% |
False |
True |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.8% |
253.93 |
2.3% |
26% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.8% |
223.85 |
2.0% |
26% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
19.1% |
219.80 |
2.0% |
39% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
26.5% |
215.88 |
1.9% |
56% |
False |
False |
|
120 |
12,439.48 |
8,860.77 |
3,578.71 |
32.1% |
208.39 |
1.9% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,637.56 |
2.618 |
12,172.36 |
1.618 |
11,887.31 |
1.000 |
11,711.15 |
0.618 |
11,602.26 |
HIGH |
11,426.10 |
0.618 |
11,317.21 |
0.500 |
11,283.58 |
0.382 |
11,249.94 |
LOW |
11,141.05 |
0.618 |
10,964.89 |
1.000 |
10,856.00 |
1.618 |
10,679.84 |
2.618 |
10,394.79 |
4.250 |
9,929.59 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,283.58 |
11,424.57 |
PP |
11,236.64 |
11,330.63 |
S1 |
11,189.70 |
11,236.70 |
|