Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
379.5710 |
368.3680 |
-11.2030 |
-3.0% |
363.7370 |
High |
380.6520 |
399.0040 |
18.3520 |
4.8% |
394.9230 |
Low |
366.3860 |
367.5770 |
1.1910 |
0.3% |
362.3140 |
Close |
368.3680 |
394.9820 |
26.6140 |
7.2% |
366.5940 |
Range |
14.2660 |
31.4270 |
17.1610 |
120.3% |
32.6090 |
ATR |
20.5657 |
21.3415 |
0.7758 |
3.8% |
0.0000 |
Volume |
522,122 |
674,841 |
152,719 |
29.2% |
2,382,100 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
481.4687 |
469.6523 |
412.2669 |
|
R3 |
450.0417 |
438.2253 |
403.6244 |
|
R2 |
418.6147 |
418.6147 |
400.7436 |
|
R1 |
406.7983 |
406.7983 |
397.8628 |
412.7065 |
PP |
387.1877 |
387.1877 |
387.1877 |
390.1418 |
S1 |
375.3713 |
375.3713 |
392.1012 |
381.2795 |
S2 |
355.7607 |
355.7607 |
389.2204 |
|
S3 |
324.3337 |
343.9443 |
386.3396 |
|
S4 |
292.9067 |
312.5173 |
377.6972 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
472.4373 |
452.1247 |
384.5290 |
|
R3 |
439.8283 |
419.5157 |
375.5615 |
|
R2 |
407.2193 |
407.2193 |
372.5723 |
|
R1 |
386.9067 |
386.9067 |
369.5832 |
397.0630 |
PP |
374.6103 |
374.6103 |
374.6103 |
379.6885 |
S1 |
354.2977 |
354.2977 |
363.6048 |
364.4540 |
S2 |
342.0013 |
342.0013 |
360.6157 |
|
S3 |
309.3923 |
321.6887 |
357.6265 |
|
S4 |
276.7833 |
289.0797 |
348.6591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
399.0040 |
362.3140 |
36.6900 |
9.3% |
18.8738 |
4.8% |
89% |
True |
False |
484,151 |
10 |
399.0040 |
334.8750 |
64.1290 |
16.2% |
19.0376 |
4.8% |
94% |
True |
False |
497,768 |
20 |
399.0040 |
317.1550 |
81.8490 |
20.7% |
18.3387 |
4.6% |
95% |
True |
False |
496,410 |
40 |
488.1230 |
315.3600 |
172.7630 |
43.7% |
25.5197 |
6.5% |
46% |
False |
False |
687,515 |
60 |
488.1230 |
312.7530 |
175.3700 |
44.4% |
26.5370 |
6.7% |
47% |
False |
False |
800,074 |
80 |
488.1230 |
223.3110 |
264.8120 |
67.0% |
23.0912 |
5.8% |
65% |
False |
False |
766,143 |
100 |
488.1230 |
216.4670 |
271.6560 |
68.8% |
20.6487 |
5.2% |
66% |
False |
False |
738,204 |
120 |
488.1230 |
176.6020 |
311.5210 |
78.9% |
19.6177 |
5.0% |
70% |
False |
False |
747,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
532.5688 |
2.618 |
481.2799 |
1.618 |
449.8529 |
1.000 |
430.4310 |
0.618 |
418.4259 |
HIGH |
399.0040 |
0.618 |
386.9989 |
0.500 |
383.2905 |
0.382 |
379.5821 |
LOW |
367.5770 |
0.618 |
348.1551 |
1.000 |
336.1500 |
1.618 |
316.7281 |
2.618 |
285.3011 |
4.250 |
234.0123 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
391.0848 |
390.4253 |
PP |
387.1877 |
385.8687 |
S1 |
383.2905 |
381.3120 |
|