| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
28,197.42 |
28,409.65 |
212.23 |
0.8% |
28,633.55 |
| High |
28,421.31 |
28,436.52 |
15.21 |
0.1% |
28,711.93 |
| Low |
28,040.18 |
28,149.82 |
109.64 |
0.4% |
28,040.18 |
| Close |
28,363.66 |
28,335.57 |
-28.09 |
-0.1% |
28,335.57 |
| Range |
381.13 |
286.70 |
-94.43 |
-24.8% |
671.75 |
| ATR |
414.19 |
405.08 |
-9.11 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,167.40 |
29,038.19 |
28,493.26 |
|
| R3 |
28,880.70 |
28,751.49 |
28,414.41 |
|
| R2 |
28,594.00 |
28,594.00 |
28,388.13 |
|
| R1 |
28,464.79 |
28,464.79 |
28,361.85 |
28,386.05 |
| PP |
28,307.30 |
28,307.30 |
28,307.30 |
28,267.93 |
| S1 |
28,178.09 |
28,178.09 |
28,309.29 |
28,099.35 |
| S2 |
28,020.60 |
28,020.60 |
28,283.01 |
|
| S3 |
27,733.90 |
27,891.39 |
28,256.73 |
|
| S4 |
27,447.20 |
27,604.69 |
28,177.89 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,377.81 |
30,028.44 |
28,705.03 |
|
| R3 |
29,706.06 |
29,356.69 |
28,520.30 |
|
| R2 |
29,034.31 |
29,034.31 |
28,458.72 |
|
| R1 |
28,684.94 |
28,684.94 |
28,397.15 |
28,523.75 |
| PP |
28,362.56 |
28,362.56 |
28,362.56 |
28,281.97 |
| S1 |
28,013.19 |
28,013.19 |
28,273.99 |
27,852.00 |
| S2 |
27,690.81 |
27,690.81 |
28,212.42 |
|
| S3 |
27,019.06 |
27,341.44 |
28,150.84 |
|
| S4 |
26,347.31 |
26,669.69 |
27,966.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,711.93 |
28,040.18 |
671.75 |
2.4% |
365.32 |
1.3% |
44% |
False |
False |
|
| 10 |
28,957.90 |
28,040.18 |
917.72 |
3.2% |
328.66 |
1.2% |
32% |
False |
False |
|
| 20 |
28,957.90 |
27,338.09 |
1,619.81 |
5.7% |
353.59 |
1.2% |
62% |
False |
False |
|
| 40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.4% |
434.40 |
1.5% |
68% |
False |
False |
|
| 60 |
29,199.35 |
26,013.59 |
3,185.76 |
11.2% |
378.27 |
1.3% |
73% |
False |
False |
|
| 80 |
29,199.35 |
25,526.33 |
3,673.02 |
13.0% |
370.18 |
1.3% |
76% |
False |
False |
|
| 100 |
29,199.35 |
24,843.18 |
4,356.17 |
15.4% |
404.79 |
1.4% |
80% |
False |
False |
|
| 120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.6% |
405.41 |
1.4% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,655.00 |
|
2.618 |
29,187.10 |
|
1.618 |
28,900.40 |
|
1.000 |
28,723.22 |
|
0.618 |
28,613.70 |
|
HIGH |
28,436.52 |
|
0.618 |
28,327.00 |
|
0.500 |
28,293.17 |
|
0.382 |
28,259.34 |
|
LOW |
28,149.82 |
|
0.618 |
27,972.64 |
|
1.000 |
27,863.12 |
|
1.618 |
27,685.94 |
|
2.618 |
27,399.24 |
|
4.250 |
26,931.35 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,321.44 |
28,305.52 |
| PP |
28,307.30 |
28,275.46 |
| S1 |
28,293.17 |
28,245.41 |
|