| 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 |
11,584.17 |
11,560.86 |
-23.31 |
-0.2% |
11,913.01 |
| High |
11,708.08 |
11,633.49 |
-74.59 |
-0.6% |
11,962.47 |
| Low |
11,360.73 |
11,503.10 |
142.37 |
1.3% |
11,529.73 |
| Close |
11,504.52 |
11,598.95 |
94.43 |
0.8% |
11,692.57 |
| Range |
347.35 |
130.39 |
-216.96 |
-62.5% |
432.74 |
| ATR |
244.99 |
236.81 |
-8.19 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,969.68 |
11,914.71 |
11,670.66 |
|
| R3 |
11,839.29 |
11,784.32 |
11,634.81 |
|
| R2 |
11,708.90 |
11,708.90 |
11,622.85 |
|
| R1 |
11,653.93 |
11,653.93 |
11,610.90 |
11,681.42 |
| PP |
11,578.51 |
11,578.51 |
11,578.51 |
11,592.26 |
| S1 |
11,523.54 |
11,523.54 |
11,587.00 |
11,551.03 |
| S2 |
11,448.12 |
11,448.12 |
11,575.05 |
|
| S3 |
11,317.73 |
11,393.15 |
11,563.09 |
|
| S4 |
11,187.34 |
11,262.76 |
11,527.24 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,026.48 |
12,792.26 |
11,930.58 |
|
| R3 |
12,593.74 |
12,359.52 |
11,811.57 |
|
| R2 |
12,161.00 |
12,161.00 |
11,771.91 |
|
| R1 |
11,926.78 |
11,926.78 |
11,732.24 |
11,827.52 |
| PP |
11,728.26 |
11,728.26 |
11,728.26 |
11,678.63 |
| S1 |
11,494.04 |
11,494.04 |
11,652.90 |
11,394.78 |
| S2 |
11,295.52 |
11,295.52 |
11,613.23 |
|
| S3 |
10,862.78 |
11,061.30 |
11,573.57 |
|
| S4 |
10,430.04 |
10,628.56 |
11,454.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,789.46 |
11,360.73 |
428.73 |
3.7% |
190.83 |
1.6% |
56% |
False |
False |
|
| 10 |
12,159.21 |
11,360.73 |
798.48 |
6.9% |
211.65 |
1.8% |
30% |
False |
False |
|
| 20 |
12,204.75 |
11,225.17 |
979.58 |
8.4% |
198.35 |
1.7% |
38% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.2% |
250.99 |
2.2% |
52% |
False |
False |
|
| 60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.2% |
220.69 |
1.9% |
52% |
False |
False |
|
| 80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.3% |
218.59 |
1.9% |
60% |
False |
False |
|
| 100 |
12,439.48 |
9,489.58 |
2,949.90 |
25.4% |
214.54 |
1.8% |
72% |
False |
False |
|
| 120 |
12,439.48 |
8,860.77 |
3,578.71 |
30.9% |
206.82 |
1.8% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,187.65 |
|
2.618 |
11,974.85 |
|
1.618 |
11,844.46 |
|
1.000 |
11,763.88 |
|
0.618 |
11,714.07 |
|
HIGH |
11,633.49 |
|
0.618 |
11,583.68 |
|
0.500 |
11,568.30 |
|
0.382 |
11,552.91 |
|
LOW |
11,503.10 |
|
0.618 |
11,422.52 |
|
1.000 |
11,372.71 |
|
1.618 |
11,292.13 |
|
2.618 |
11,161.74 |
|
4.250 |
10,948.94 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,588.73 |
11,577.44 |
| PP |
11,578.51 |
11,555.92 |
| S1 |
11,568.30 |
11,534.41 |
|