| 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 |
11,669.25 |
11,634.00 |
-35.25 |
-0.3% |
11,816.75 |
| High |
11,691.75 |
11,695.50 |
3.75 |
0.0% |
11,950.50 |
| Low |
11,551.00 |
11,343.25 |
-207.75 |
-1.8% |
11,511.00 |
| Close |
11,663.50 |
11,492.25 |
-171.25 |
-1.5% |
11,663.50 |
| Range |
140.75 |
352.25 |
211.50 |
150.3% |
439.50 |
| ATR |
270.48 |
276.32 |
5.84 |
2.2% |
0.00 |
| Volume |
501,243 |
674,142 |
172,899 |
34.5% |
2,930,668 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,567.00 |
12,382.00 |
11,686.00 |
|
| R3 |
12,214.75 |
12,029.75 |
11,589.00 |
|
| R2 |
11,862.50 |
11,862.50 |
11,556.75 |
|
| R1 |
11,677.50 |
11,677.50 |
11,524.50 |
11,594.00 |
| PP |
11,510.25 |
11,510.25 |
11,510.25 |
11,468.50 |
| S1 |
11,325.25 |
11,325.25 |
11,460.00 |
11,241.50 |
| S2 |
11,158.00 |
11,158.00 |
11,427.75 |
|
| S3 |
10,805.75 |
10,973.00 |
11,395.50 |
|
| S4 |
10,453.50 |
10,620.75 |
11,298.50 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,026.75 |
12,784.75 |
11,905.25 |
|
| R3 |
12,587.25 |
12,345.25 |
11,784.25 |
|
| R2 |
12,147.75 |
12,147.75 |
11,744.00 |
|
| R1 |
11,905.75 |
11,905.75 |
11,703.75 |
11,807.00 |
| PP |
11,708.25 |
11,708.25 |
11,708.25 |
11,659.00 |
| S1 |
11,466.25 |
11,466.25 |
11,623.25 |
11,367.50 |
| S2 |
11,268.75 |
11,268.75 |
11,583.00 |
|
| S3 |
10,829.25 |
11,026.75 |
11,542.75 |
|
| S4 |
10,389.75 |
10,587.25 |
11,421.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,792.00 |
11,343.25 |
448.75 |
3.9% |
218.75 |
1.9% |
33% |
False |
True |
596,321 |
| 10 |
12,249.00 |
11,343.25 |
905.75 |
7.9% |
243.50 |
2.1% |
16% |
False |
True |
607,969 |
| 20 |
12,249.00 |
11,167.00 |
1,082.00 |
9.4% |
262.00 |
2.3% |
30% |
False |
False |
579,054 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.6% |
326.75 |
2.8% |
47% |
False |
False |
483,102 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.6% |
281.00 |
2.4% |
47% |
False |
False |
322,334 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
18.8% |
277.50 |
2.4% |
56% |
False |
False |
241,912 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
26.6% |
271.00 |
2.4% |
69% |
False |
False |
193,582 |
| 120 |
12,448.75 |
8,829.25 |
3,619.50 |
31.5% |
252.00 |
2.2% |
74% |
False |
False |
161,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,192.50 |
|
2.618 |
12,617.75 |
|
1.618 |
12,265.50 |
|
1.000 |
12,047.75 |
|
0.618 |
11,913.25 |
|
HIGH |
11,695.50 |
|
0.618 |
11,561.00 |
|
0.500 |
11,519.50 |
|
0.382 |
11,477.75 |
|
LOW |
11,343.25 |
|
0.618 |
11,125.50 |
|
1.000 |
10,991.00 |
|
1.618 |
10,773.25 |
|
2.618 |
10,421.00 |
|
4.250 |
9,846.25 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,519.50 |
11,533.50 |
| PP |
11,510.25 |
11,519.75 |
| S1 |
11,501.25 |
11,506.00 |
|