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 |
28,150 |
27,581 |
-569 |
-2.0% |
28,496 |
High |
28,150 |
27,713 |
-437 |
-1.6% |
28,669 |
Low |
27,259 |
27,232 |
-27 |
-0.1% |
27,896 |
Close |
27,581 |
27,365 |
-216 |
-0.8% |
28,189 |
Range |
891 |
481 |
-410 |
-46.0% |
773 |
ATR |
505 |
504 |
-2 |
-0.3% |
0 |
Volume |
231,099 |
177,038 |
-54,061 |
-23.4% |
782,184 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,880 |
28,603 |
27,630 |
|
R3 |
28,399 |
28,122 |
27,497 |
|
R2 |
27,918 |
27,918 |
27,453 |
|
R1 |
27,641 |
27,641 |
27,409 |
27,539 |
PP |
27,437 |
27,437 |
27,437 |
27,386 |
S1 |
27,160 |
27,160 |
27,321 |
27,058 |
S2 |
26,956 |
26,956 |
27,277 |
|
S3 |
26,475 |
26,679 |
27,233 |
|
S4 |
25,994 |
26,198 |
27,101 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,570 |
30,153 |
28,614 |
|
R3 |
29,797 |
29,380 |
28,402 |
|
R2 |
29,024 |
29,024 |
28,331 |
|
R1 |
28,607 |
28,607 |
28,260 |
28,429 |
PP |
28,251 |
28,251 |
28,251 |
28,163 |
S1 |
27,834 |
27,834 |
28,118 |
27,656 |
S2 |
27,478 |
27,478 |
28,047 |
|
S3 |
26,705 |
27,061 |
27,977 |
|
S4 |
25,932 |
26,288 |
27,764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,392 |
27,232 |
1,160 |
4.2% |
488 |
1.8% |
11% |
False |
True |
172,598 |
10 |
28,732 |
27,232 |
1,500 |
5.5% |
471 |
1.7% |
9% |
False |
True |
178,582 |
20 |
28,846 |
27,039 |
1,807 |
6.6% |
487 |
1.8% |
18% |
False |
False |
201,148 |
40 |
29,050 |
26,407 |
2,643 |
9.7% |
560 |
2.0% |
36% |
False |
False |
166,859 |
60 |
29,050 |
26,325 |
2,725 |
10.0% |
486 |
1.8% |
38% |
False |
False |
111,294 |
80 |
29,050 |
25,184 |
3,866 |
14.1% |
474 |
1.7% |
56% |
False |
False |
83,500 |
100 |
29,050 |
24,350 |
4,700 |
17.2% |
526 |
1.9% |
64% |
False |
False |
66,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,757 |
2.618 |
28,972 |
1.618 |
28,491 |
1.000 |
28,194 |
0.618 |
28,010 |
HIGH |
27,713 |
0.618 |
27,529 |
0.500 |
27,473 |
0.382 |
27,416 |
LOW |
27,232 |
0.618 |
26,935 |
1.000 |
26,751 |
1.618 |
26,454 |
2.618 |
25,973 |
4.250 |
25,188 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
27,473 |
27,812 |
PP |
27,437 |
27,663 |
S1 |
27,401 |
27,514 |
|