| 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 |
11,499.50 |
11,558.50 |
59.00 |
0.5% |
11,816.75 |
| High |
11,623.00 |
11,566.75 |
-56.25 |
-0.5% |
11,950.50 |
| Low |
11,478.25 |
11,123.75 |
-354.50 |
-3.1% |
11,511.00 |
| Close |
11,588.00 |
11,132.75 |
-455.25 |
-3.9% |
11,663.50 |
| Range |
144.75 |
443.00 |
298.25 |
206.0% |
439.50 |
| ATR |
266.92 |
281.02 |
14.09 |
5.3% |
0.00 |
| Volume |
551,642 |
749,420 |
197,778 |
35.9% |
2,930,668 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,603.50 |
12,311.00 |
11,376.50 |
|
| R3 |
12,160.50 |
11,868.00 |
11,254.50 |
|
| R2 |
11,717.50 |
11,717.50 |
11,214.00 |
|
| R1 |
11,425.00 |
11,425.00 |
11,173.25 |
11,349.75 |
| PP |
11,274.50 |
11,274.50 |
11,274.50 |
11,236.75 |
| S1 |
10,982.00 |
10,982.00 |
11,092.25 |
10,906.75 |
| S2 |
10,831.50 |
10,831.50 |
11,051.50 |
|
| S3 |
10,388.50 |
10,539.00 |
11,011.00 |
|
| S4 |
9,945.50 |
10,096.00 |
10,889.00 |
|
|
| 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 |
11,724.00 |
11,123.75 |
600.25 |
5.4% |
258.75 |
2.3% |
1% |
False |
True |
612,023 |
| 10 |
12,022.00 |
11,123.75 |
898.25 |
8.1% |
251.75 |
2.3% |
1% |
False |
True |
602,882 |
| 20 |
12,249.00 |
11,123.75 |
1,125.25 |
10.1% |
265.50 |
2.4% |
1% |
False |
True |
589,500 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
16.1% |
331.25 |
3.0% |
27% |
False |
False |
515,510 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
16.1% |
285.75 |
2.6% |
27% |
False |
False |
343,999 |
| 80 |
12,448.75 |
10,288.00 |
2,160.75 |
19.4% |
278.75 |
2.5% |
39% |
False |
False |
258,166 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
27.5% |
273.50 |
2.5% |
57% |
False |
False |
206,592 |
| 120 |
12,448.75 |
8,829.25 |
3,619.50 |
32.5% |
256.75 |
2.3% |
64% |
False |
False |
172,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,449.50 |
|
2.618 |
12,726.50 |
|
1.618 |
12,283.50 |
|
1.000 |
12,009.75 |
|
0.618 |
11,840.50 |
|
HIGH |
11,566.75 |
|
0.618 |
11,397.50 |
|
0.500 |
11,345.25 |
|
0.382 |
11,293.00 |
|
LOW |
11,123.75 |
|
0.618 |
10,850.00 |
|
1.000 |
10,680.75 |
|
1.618 |
10,407.00 |
|
2.618 |
9,964.00 |
|
4.250 |
9,241.00 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,345.25 |
11,409.50 |
| PP |
11,274.50 |
11,317.25 |
| S1 |
11,203.50 |
11,225.00 |
|