| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,917.4 |
1,884.1 |
-33.3 |
-1.7% |
1,912.7 |
| High |
1,919.4 |
1,892.0 |
-27.4 |
-1.4% |
1,943.4 |
| Low |
1,876.4 |
1,866.7 |
-9.7 |
-0.5% |
1,902.0 |
| Close |
1,886.6 |
1,875.2 |
-11.4 |
-0.6% |
1,912.7 |
| Range |
43.0 |
25.3 |
-17.7 |
-41.2% |
41.4 |
| ATR |
28.5 |
28.2 |
-0.2 |
-0.8% |
0.0 |
| Volume |
6,940 |
7,491 |
551 |
7.9% |
25,422 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,953.9 |
1,939.8 |
1,889.1 |
|
| R3 |
1,928.6 |
1,914.5 |
1,882.2 |
|
| R2 |
1,903.3 |
1,903.3 |
1,879.8 |
|
| R1 |
1,889.2 |
1,889.2 |
1,877.5 |
1,883.6 |
| PP |
1,878.0 |
1,878.0 |
1,878.0 |
1,875.2 |
| S1 |
1,863.9 |
1,863.9 |
1,872.9 |
1,858.3 |
| S2 |
1,852.7 |
1,852.7 |
1,870.6 |
|
| S3 |
1,827.4 |
1,838.6 |
1,868.2 |
|
| S4 |
1,802.1 |
1,813.3 |
1,861.3 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.6 |
2,019.5 |
1,935.5 |
|
| R3 |
2,002.2 |
1,978.1 |
1,924.1 |
|
| R2 |
1,960.8 |
1,960.8 |
1,920.3 |
|
| R1 |
1,936.7 |
1,936.7 |
1,916.5 |
1,933.4 |
| PP |
1,919.4 |
1,919.4 |
1,919.4 |
1,917.7 |
| S1 |
1,895.3 |
1,895.3 |
1,908.9 |
1,892.0 |
| S2 |
1,878.0 |
1,878.0 |
1,905.1 |
|
| S3 |
1,836.6 |
1,853.9 |
1,901.3 |
|
| S4 |
1,795.2 |
1,812.5 |
1,889.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,924.5 |
1,866.7 |
57.8 |
3.1% |
24.5 |
1.3% |
15% |
False |
True |
5,743 |
| 10 |
1,943.4 |
1,866.7 |
76.7 |
4.1% |
24.3 |
1.3% |
11% |
False |
True |
5,269 |
| 20 |
1,945.6 |
1,866.7 |
78.9 |
4.2% |
26.9 |
1.4% |
11% |
False |
True |
4,860 |
| 40 |
1,991.6 |
1,858.1 |
133.5 |
7.1% |
28.8 |
1.5% |
13% |
False |
False |
3,800 |
| 60 |
2,099.2 |
1,858.1 |
241.1 |
12.9% |
36.2 |
1.9% |
7% |
False |
False |
3,808 |
| 80 |
2,099.2 |
1,828.8 |
270.4 |
14.4% |
34.7 |
1.9% |
17% |
False |
False |
3,708 |
| 100 |
2,099.2 |
1,732.9 |
366.3 |
19.5% |
32.7 |
1.7% |
39% |
False |
False |
3,267 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.4% |
31.1 |
1.7% |
44% |
False |
False |
2,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,999.5 |
|
2.618 |
1,958.2 |
|
1.618 |
1,932.9 |
|
1.000 |
1,917.3 |
|
0.618 |
1,907.6 |
|
HIGH |
1,892.0 |
|
0.618 |
1,882.3 |
|
0.500 |
1,879.4 |
|
0.382 |
1,876.4 |
|
LOW |
1,866.7 |
|
0.618 |
1,851.1 |
|
1.000 |
1,841.4 |
|
1.618 |
1,825.8 |
|
2.618 |
1,800.5 |
|
4.250 |
1,759.2 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,879.4 |
1,893.8 |
| PP |
1,878.0 |
1,887.6 |
| S1 |
1,876.6 |
1,881.4 |
|