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 |
11,227.27 |
11,265.70 |
38.43 |
0.3% |
11,584.17 |
High |
11,467.37 |
11,293.76 |
-173.61 |
-1.5% |
11,708.08 |
Low |
11,187.08 |
10,960.02 |
-227.06 |
-2.0% |
10,960.02 |
Close |
11,350.74 |
11,052.95 |
-297.79 |
-2.6% |
11,052.95 |
Range |
280.29 |
333.74 |
53.45 |
19.1% |
748.06 |
ATR |
257.74 |
267.24 |
9.50 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,103.46 |
11,911.95 |
11,236.51 |
|
R3 |
11,769.72 |
11,578.21 |
11,144.73 |
|
R2 |
11,435.98 |
11,435.98 |
11,114.14 |
|
R1 |
11,244.47 |
11,244.47 |
11,083.54 |
11,173.36 |
PP |
11,102.24 |
11,102.24 |
11,102.24 |
11,066.69 |
S1 |
10,910.73 |
10,910.73 |
11,022.36 |
10,839.62 |
S2 |
10,768.50 |
10,768.50 |
10,991.76 |
|
S3 |
10,434.76 |
10,576.99 |
10,961.17 |
|
S4 |
10,101.02 |
10,243.25 |
10,869.39 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,484.53 |
13,016.80 |
11,464.38 |
|
R3 |
12,736.47 |
12,268.74 |
11,258.67 |
|
R2 |
11,988.41 |
11,988.41 |
11,190.09 |
|
R1 |
11,520.68 |
11,520.68 |
11,121.52 |
11,380.52 |
PP |
11,240.35 |
11,240.35 |
11,240.35 |
11,170.27 |
S1 |
10,772.62 |
10,772.62 |
10,984.38 |
10,632.46 |
S2 |
10,492.29 |
10,492.29 |
10,915.81 |
|
S3 |
9,744.23 |
10,024.56 |
10,847.23 |
|
S4 |
8,996.17 |
9,276.50 |
10,641.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,708.08 |
10,960.02 |
748.06 |
6.8% |
275.36 |
2.5% |
12% |
False |
True |
|
10 |
11,962.47 |
10,960.02 |
1,002.45 |
9.1% |
239.68 |
2.2% |
9% |
False |
True |
|
20 |
12,204.75 |
10,960.02 |
1,244.73 |
11.3% |
214.38 |
1.9% |
7% |
False |
True |
|
40 |
12,204.75 |
10,677.85 |
1,526.90 |
13.8% |
248.37 |
2.2% |
25% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.9% |
229.83 |
2.1% |
21% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
19.2% |
223.09 |
2.0% |
35% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
26.7% |
219.22 |
2.0% |
53% |
False |
False |
|
120 |
12,439.48 |
8,860.77 |
3,578.71 |
32.4% |
209.87 |
1.9% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,712.16 |
2.618 |
12,167.49 |
1.618 |
11,833.75 |
1.000 |
11,627.50 |
0.618 |
11,500.01 |
HIGH |
11,293.76 |
0.618 |
11,166.27 |
0.500 |
11,126.89 |
0.382 |
11,087.51 |
LOW |
10,960.02 |
0.618 |
10,753.77 |
1.000 |
10,626.28 |
1.618 |
10,420.03 |
2.618 |
10,086.29 |
4.250 |
9,541.63 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,126.89 |
11,213.70 |
PP |
11,102.24 |
11,160.11 |
S1 |
11,077.60 |
11,106.53 |
|