| 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 |
11,415.44 |
11,227.27 |
-188.17 |
-1.6% |
11,913.01 |
| High |
11,426.10 |
11,467.37 |
41.27 |
0.4% |
11,962.47 |
| Low |
11,141.05 |
11,187.08 |
46.03 |
0.4% |
11,529.73 |
| Close |
11,142.76 |
11,350.74 |
207.98 |
1.9% |
11,692.57 |
| Range |
285.05 |
280.29 |
-4.76 |
-1.7% |
432.74 |
| ATR |
252.60 |
257.74 |
5.14 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,175.93 |
12,043.63 |
11,504.90 |
|
| R3 |
11,895.64 |
11,763.34 |
11,427.82 |
|
| R2 |
11,615.35 |
11,615.35 |
11,402.13 |
|
| R1 |
11,483.05 |
11,483.05 |
11,376.43 |
11,549.20 |
| PP |
11,335.06 |
11,335.06 |
11,335.06 |
11,368.14 |
| S1 |
11,202.76 |
11,202.76 |
11,325.05 |
11,268.91 |
| S2 |
11,054.77 |
11,054.77 |
11,299.35 |
|
| S3 |
10,774.48 |
10,922.47 |
11,273.66 |
|
| S4 |
10,494.19 |
10,642.18 |
11,196.58 |
|
|
| 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 |
11,708.08 |
11,141.05 |
567.03 |
5.0% |
233.40 |
2.1% |
37% |
False |
False |
|
| 10 |
12,034.13 |
11,141.05 |
893.08 |
7.9% |
227.31 |
2.0% |
23% |
False |
False |
|
| 20 |
12,204.75 |
11,141.05 |
1,063.70 |
9.4% |
210.39 |
1.9% |
20% |
False |
False |
|
| 40 |
12,235.00 |
10,677.85 |
1,557.15 |
13.7% |
254.35 |
2.2% |
43% |
False |
False |
|
| 60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.5% |
227.46 |
2.0% |
38% |
False |
False |
|
| 80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.7% |
221.55 |
2.0% |
49% |
False |
False |
|
| 100 |
12,439.48 |
9,489.58 |
2,949.90 |
26.0% |
217.21 |
1.9% |
63% |
False |
False |
|
| 120 |
12,439.48 |
8,860.77 |
3,578.71 |
31.5% |
209.13 |
1.8% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,658.60 |
|
2.618 |
12,201.17 |
|
1.618 |
11,920.88 |
|
1.000 |
11,747.66 |
|
0.618 |
11,640.59 |
|
HIGH |
11,467.37 |
|
0.618 |
11,360.30 |
|
0.500 |
11,327.23 |
|
0.382 |
11,294.15 |
|
LOW |
11,187.08 |
|
0.618 |
11,013.86 |
|
1.000 |
10,906.79 |
|
1.618 |
10,733.57 |
|
2.618 |
10,453.28 |
|
4.250 |
9,995.85 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,342.90 |
11,387.27 |
| PP |
11,335.06 |
11,375.09 |
| S1 |
11,327.23 |
11,362.92 |
|