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 |
1,601.1 |
1,577.6 |
-23.5 |
-1.5% |
1,630.6 |
High |
1,611.6 |
1,579.4 |
-32.2 |
-2.0% |
1,648.4 |
Low |
1,577.2 |
1,537.2 |
-40.0 |
-2.5% |
1,587.7 |
Close |
1,589.0 |
1,539.2 |
-49.8 |
-3.1% |
1,635.6 |
Range |
34.4 |
42.2 |
7.8 |
22.7% |
60.7 |
ATR |
36.3 |
37.4 |
1.1 |
3.0% |
0.0 |
Volume |
143,850 |
212,359 |
68,509 |
47.6% |
708,291 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,678.5 |
1,651.1 |
1,562.4 |
|
R3 |
1,636.3 |
1,608.9 |
1,550.8 |
|
R2 |
1,594.1 |
1,594.1 |
1,546.9 |
|
R1 |
1,566.7 |
1,566.7 |
1,543.1 |
1,559.3 |
PP |
1,551.9 |
1,551.9 |
1,551.9 |
1,548.3 |
S1 |
1,524.5 |
1,524.5 |
1,535.3 |
1,517.1 |
S2 |
1,509.7 |
1,509.7 |
1,531.5 |
|
S3 |
1,467.5 |
1,482.3 |
1,527.6 |
|
S4 |
1,425.3 |
1,440.1 |
1,516.0 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.0 |
1,781.5 |
1,669.0 |
|
R3 |
1,745.3 |
1,720.8 |
1,652.3 |
|
R2 |
1,684.6 |
1,684.6 |
1,646.7 |
|
R1 |
1,660.1 |
1,660.1 |
1,641.2 |
1,672.4 |
PP |
1,623.9 |
1,623.9 |
1,623.9 |
1,630.0 |
S1 |
1,599.4 |
1,599.4 |
1,630.0 |
1,611.7 |
S2 |
1,563.2 |
1,563.2 |
1,624.5 |
|
S3 |
1,502.5 |
1,538.7 |
1,618.9 |
|
S4 |
1,441.8 |
1,478.0 |
1,602.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,641.7 |
1,537.2 |
104.5 |
6.8% |
39.7 |
2.6% |
2% |
False |
True |
157,410 |
10 |
1,648.4 |
1,537.2 |
111.2 |
7.2% |
36.1 |
2.3% |
2% |
False |
True |
154,286 |
20 |
1,651.7 |
1,490.7 |
161.0 |
10.5% |
35.7 |
2.3% |
30% |
False |
False |
170,420 |
40 |
1,651.7 |
1,426.2 |
225.5 |
14.7% |
40.0 |
2.6% |
50% |
False |
False |
157,333 |
60 |
1,651.7 |
1,426.2 |
225.5 |
14.7% |
34.9 |
2.3% |
50% |
False |
False |
104,929 |
80 |
1,651.7 |
1,372.2 |
279.5 |
18.2% |
34.3 |
2.2% |
60% |
False |
False |
78,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.8 |
2.618 |
1,689.9 |
1.618 |
1,647.7 |
1.000 |
1,621.6 |
0.618 |
1,605.5 |
HIGH |
1,579.4 |
0.618 |
1,563.3 |
0.500 |
1,558.3 |
0.382 |
1,553.3 |
LOW |
1,537.2 |
0.618 |
1,511.1 |
1.000 |
1,495.0 |
1.618 |
1,468.9 |
2.618 |
1,426.7 |
4.250 |
1,357.9 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,558.3 |
1,586.0 |
PP |
1,551.9 |
1,570.4 |
S1 |
1,545.6 |
1,554.8 |
|