Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
28,409.65 |
28,185.82 |
-223.83 |
-0.8% |
28,633.55 |
High |
28,436.52 |
28,185.82 |
-250.70 |
-0.9% |
28,711.93 |
Low |
28,149.82 |
27,370.16 |
-779.66 |
-2.8% |
28,040.18 |
Close |
28,335.57 |
27,685.38 |
-650.19 |
-2.3% |
28,335.57 |
Range |
286.70 |
815.66 |
528.96 |
184.5% |
671.75 |
ATR |
405.08 |
445.10 |
40.02 |
9.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,194.10 |
29,755.40 |
28,133.99 |
|
R3 |
29,378.44 |
28,939.74 |
27,909.69 |
|
R2 |
28,562.78 |
28,562.78 |
27,834.92 |
|
R1 |
28,124.08 |
28,124.08 |
27,760.15 |
27,935.60 |
PP |
27,747.12 |
27,747.12 |
27,747.12 |
27,652.88 |
S1 |
27,308.42 |
27,308.42 |
27,610.61 |
27,119.94 |
S2 |
26,931.46 |
26,931.46 |
27,535.84 |
|
S3 |
26,115.80 |
26,492.76 |
27,461.07 |
|
S4 |
25,300.14 |
25,677.10 |
27,236.77 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,377.81 |
30,028.44 |
28,705.03 |
|
R3 |
29,706.06 |
29,356.69 |
28,520.30 |
|
R2 |
29,034.31 |
29,034.31 |
28,458.72 |
|
R1 |
28,684.94 |
28,684.94 |
28,397.15 |
28,523.75 |
PP |
28,362.56 |
28,362.56 |
28,362.56 |
28,281.97 |
S1 |
28,013.19 |
28,013.19 |
28,273.99 |
27,852.00 |
S2 |
27,690.81 |
27,690.81 |
28,212.42 |
|
S3 |
27,019.06 |
27,341.44 |
28,150.84 |
|
S4 |
26,347.31 |
26,669.69 |
27,966.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,575.03 |
27,370.16 |
1,204.87 |
4.4% |
413.95 |
1.5% |
26% |
False |
True |
|
10 |
28,842.90 |
27,370.16 |
1,472.74 |
5.3% |
380.41 |
1.4% |
21% |
False |
True |
|
20 |
28,957.90 |
27,338.09 |
1,619.81 |
5.9% |
376.35 |
1.4% |
21% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.6% |
448.65 |
1.6% |
43% |
False |
False |
|
60 |
29,199.35 |
26,534.38 |
2,664.97 |
9.6% |
384.92 |
1.4% |
43% |
False |
False |
|
80 |
29,199.35 |
25,526.33 |
3,673.02 |
13.3% |
375.05 |
1.4% |
59% |
False |
False |
|
100 |
29,199.35 |
24,843.18 |
4,356.17 |
15.7% |
409.92 |
1.5% |
65% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
23.2% |
408.92 |
1.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,652.38 |
2.618 |
30,321.22 |
1.618 |
29,505.56 |
1.000 |
29,001.48 |
0.618 |
28,689.90 |
HIGH |
28,185.82 |
0.618 |
27,874.24 |
0.500 |
27,777.99 |
0.382 |
27,681.74 |
LOW |
27,370.16 |
0.618 |
26,866.08 |
1.000 |
26,554.50 |
1.618 |
26,050.42 |
2.618 |
25,234.76 |
4.250 |
23,903.61 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
27,777.99 |
27,903.34 |
PP |
27,747.12 |
27,830.69 |
S1 |
27,716.25 |
27,758.03 |
|