Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
28,185.82 |
27,651.18 |
-534.64 |
-1.9% |
28,633.55 |
High |
28,185.82 |
27,707.69 |
-478.13 |
-1.7% |
28,711.93 |
Low |
27,370.16 |
27,457.96 |
87.80 |
0.3% |
28,040.18 |
Close |
27,685.38 |
27,463.19 |
-222.19 |
-0.8% |
28,335.57 |
Range |
815.66 |
249.73 |
-565.93 |
-69.4% |
671.75 |
ATR |
445.10 |
431.15 |
-13.96 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,292.14 |
28,127.39 |
27,600.54 |
|
R3 |
28,042.41 |
27,877.66 |
27,531.87 |
|
R2 |
27,792.68 |
27,792.68 |
27,508.97 |
|
R1 |
27,627.93 |
27,627.93 |
27,486.08 |
27,585.44 |
PP |
27,542.95 |
27,542.95 |
27,542.95 |
27,521.70 |
S1 |
27,378.20 |
27,378.20 |
27,440.30 |
27,335.71 |
S2 |
27,293.22 |
27,293.22 |
27,417.41 |
|
S3 |
27,043.49 |
27,128.47 |
27,394.51 |
|
S4 |
26,793.76 |
26,878.74 |
27,325.84 |
|
|
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 |
28,450.64 |
27,370.16 |
1,080.48 |
3.9% |
397.49 |
1.4% |
9% |
False |
False |
|
10 |
28,842.90 |
27,370.16 |
1,472.74 |
5.4% |
384.93 |
1.4% |
6% |
False |
False |
|
20 |
28,957.90 |
27,370.16 |
1,587.74 |
5.8% |
375.46 |
1.4% |
6% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.7% |
447.89 |
1.6% |
35% |
False |
False |
|
60 |
29,199.35 |
26,537.01 |
2,662.34 |
9.7% |
386.20 |
1.4% |
35% |
False |
False |
|
80 |
29,199.35 |
25,526.33 |
3,673.02 |
13.4% |
374.40 |
1.4% |
53% |
False |
False |
|
100 |
29,199.35 |
24,843.18 |
4,356.17 |
15.9% |
407.41 |
1.5% |
60% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
23.3% |
408.84 |
1.5% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,769.04 |
2.618 |
28,361.48 |
1.618 |
28,111.75 |
1.000 |
27,957.42 |
0.618 |
27,862.02 |
HIGH |
27,707.69 |
0.618 |
27,612.29 |
0.500 |
27,582.83 |
0.382 |
27,553.36 |
LOW |
27,457.96 |
0.618 |
27,303.63 |
1.000 |
27,208.23 |
1.618 |
27,053.90 |
2.618 |
26,804.17 |
4.250 |
26,396.61 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
27,582.83 |
27,903.34 |
PP |
27,542.95 |
27,756.62 |
S1 |
27,503.07 |
27,609.91 |
|