Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
379.9530 |
376.6430 |
-3.3100 |
-0.9% |
346.6820 |
High |
387.0860 |
380.8650 |
-6.2210 |
-1.6% |
365.7740 |
Low |
373.6770 |
370.4010 |
-3.2760 |
-0.9% |
333.2500 |
Close |
376.6430 |
380.1930 |
3.5500 |
0.9% |
363.7370 |
Range |
13.4090 |
10.4640 |
-2.9450 |
-22.0% |
32.5240 |
ATR |
22.1914 |
21.3537 |
-0.8377 |
-3.8% |
0.0000 |
Volume |
470,695 |
450,308 |
-20,387 |
-4.3% |
2,379,732 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408.5450 |
404.8330 |
385.9482 |
|
R3 |
398.0810 |
394.3690 |
383.0706 |
|
R2 |
387.6170 |
387.6170 |
382.1114 |
|
R1 |
383.9050 |
383.9050 |
381.1522 |
385.7610 |
PP |
377.1530 |
377.1530 |
377.1530 |
378.0810 |
S1 |
373.4410 |
373.4410 |
379.2338 |
375.2970 |
S2 |
366.6890 |
366.6890 |
378.2746 |
|
S3 |
356.2250 |
362.9770 |
377.3154 |
|
S4 |
345.7610 |
352.5130 |
374.4378 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451.8257 |
440.3053 |
381.6252 |
|
R3 |
419.3017 |
407.7813 |
372.6811 |
|
R2 |
386.7777 |
386.7777 |
369.6997 |
|
R1 |
375.2573 |
375.2573 |
366.7184 |
381.0175 |
PP |
354.2537 |
354.2537 |
354.2537 |
357.1338 |
S1 |
342.7333 |
342.7333 |
360.7556 |
348.4935 |
S2 |
321.7297 |
321.7297 |
357.7743 |
|
S3 |
289.2057 |
310.2093 |
354.7929 |
|
S4 |
256.6817 |
277.6853 |
345.8488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
394.9230 |
347.7380 |
47.1850 |
12.4% |
17.6908 |
4.7% |
69% |
False |
False |
497,578 |
10 |
394.9230 |
333.2500 |
61.6730 |
16.2% |
16.6023 |
4.4% |
76% |
False |
False |
494,593 |
20 |
394.9230 |
315.3600 |
79.5630 |
20.9% |
20.0257 |
5.3% |
81% |
False |
False |
522,200 |
40 |
488.1230 |
315.3600 |
172.7630 |
45.4% |
26.1180 |
6.9% |
38% |
False |
False |
713,283 |
60 |
488.1230 |
245.5240 |
242.5990 |
63.8% |
27.3071 |
7.2% |
56% |
False |
False |
864,970 |
80 |
488.1230 |
216.4670 |
271.6560 |
71.5% |
22.5032 |
5.9% |
60% |
False |
False |
765,294 |
100 |
488.1230 |
204.7100 |
283.4130 |
74.5% |
20.5569 |
5.4% |
62% |
False |
False |
750,630 |
120 |
488.1230 |
176.6020 |
311.5210 |
81.9% |
19.4974 |
5.1% |
65% |
False |
False |
774,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
425.3370 |
2.618 |
408.2598 |
1.618 |
397.7958 |
1.000 |
391.3290 |
0.618 |
387.3318 |
HIGH |
380.8650 |
0.618 |
376.8678 |
0.500 |
375.6330 |
0.382 |
374.3982 |
LOW |
370.4010 |
0.618 |
363.9342 |
1.000 |
359.9370 |
1.618 |
353.4702 |
2.618 |
343.0062 |
4.250 |
325.9290 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
378.6730 |
382.6620 |
PP |
377.1530 |
381.8390 |
S1 |
375.6330 |
381.0160 |
|