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 |
27,651.18 |
27,102.14 |
-549.04 |
-2.0% |
28,633.55 |
High |
27,707.69 |
27,102.14 |
-605.55 |
-2.2% |
28,711.93 |
Low |
27,457.96 |
26,503.90 |
-954.06 |
-3.5% |
28,040.18 |
Close |
27,463.19 |
26,519.95 |
-943.24 |
-3.4% |
28,335.57 |
Range |
249.73 |
598.24 |
348.51 |
139.6% |
671.75 |
ATR |
431.15 |
468.87 |
37.72 |
8.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,503.38 |
28,109.91 |
26,848.98 |
|
R3 |
27,905.14 |
27,511.67 |
26,684.47 |
|
R2 |
27,306.90 |
27,306.90 |
26,629.63 |
|
R1 |
26,913.43 |
26,913.43 |
26,574.79 |
26,811.05 |
PP |
26,708.66 |
26,708.66 |
26,708.66 |
26,657.47 |
S1 |
26,315.19 |
26,315.19 |
26,465.11 |
26,212.81 |
S2 |
26,110.42 |
26,110.42 |
26,410.27 |
|
S3 |
25,512.18 |
25,716.95 |
26,355.43 |
|
S4 |
24,913.94 |
25,118.71 |
26,190.92 |
|
|
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 |
28,436.52 |
26,503.90 |
1,932.62 |
7.3% |
466.29 |
1.8% |
1% |
False |
True |
|
10 |
28,842.90 |
26,503.90 |
2,339.00 |
8.8% |
411.67 |
1.6% |
1% |
False |
True |
|
20 |
28,957.90 |
26,503.90 |
2,454.00 |
9.3% |
379.61 |
1.4% |
1% |
False |
True |
|
40 |
29,199.35 |
26,503.90 |
2,695.45 |
10.2% |
453.64 |
1.7% |
1% |
False |
True |
|
60 |
29,199.35 |
26,503.90 |
2,695.45 |
10.2% |
392.25 |
1.5% |
1% |
False |
True |
|
80 |
29,199.35 |
25,526.33 |
3,673.02 |
13.9% |
378.03 |
1.4% |
27% |
False |
False |
|
100 |
29,199.35 |
24,843.18 |
4,356.17 |
16.4% |
409.91 |
1.5% |
38% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
24.2% |
411.80 |
1.6% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,644.66 |
2.618 |
28,668.33 |
1.618 |
28,070.09 |
1.000 |
27,700.38 |
0.618 |
27,471.85 |
HIGH |
27,102.14 |
0.618 |
26,873.61 |
0.500 |
26,803.02 |
0.382 |
26,732.43 |
LOW |
26,503.90 |
0.618 |
26,134.19 |
1.000 |
25,905.66 |
1.618 |
25,535.95 |
2.618 |
24,937.71 |
4.250 |
23,961.38 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
26,803.02 |
27,344.86 |
PP |
26,708.66 |
27,069.89 |
S1 |
26,614.31 |
26,794.92 |
|