Trading Metrics calculated at close of trading on 14-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,292.0 |
3,268.0 |
-24.0 |
-0.7% |
3,203.0 |
High |
3,297.0 |
3,280.0 |
-17.0 |
-0.5% |
3,275.0 |
Low |
3,256.0 |
3,245.0 |
-11.0 |
-0.3% |
3,189.0 |
Close |
3,267.0 |
3,267.0 |
0.0 |
0.0% |
3,263.0 |
Range |
41.0 |
35.0 |
-6.0 |
-14.6% |
86.0 |
ATR |
56.0 |
54.5 |
-1.5 |
-2.7% |
0.0 |
Volume |
769,519 |
598,083 |
-171,436 |
-22.3% |
3,403,034 |
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,369.0 |
3,353.0 |
3,286.3 |
|
R3 |
3,334.0 |
3,318.0 |
3,276.6 |
|
R2 |
3,299.0 |
3,299.0 |
3,273.4 |
|
R1 |
3,283.0 |
3,283.0 |
3,270.2 |
3,273.5 |
PP |
3,264.0 |
3,264.0 |
3,264.0 |
3,259.3 |
S1 |
3,248.0 |
3,248.0 |
3,263.8 |
3,238.5 |
S2 |
3,229.0 |
3,229.0 |
3,260.6 |
|
S3 |
3,194.0 |
3,213.0 |
3,257.4 |
|
S4 |
3,159.0 |
3,178.0 |
3,247.8 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,500.3 |
3,467.7 |
3,310.3 |
|
R3 |
3,414.3 |
3,381.7 |
3,286.7 |
|
R2 |
3,328.3 |
3,328.3 |
3,278.8 |
|
R1 |
3,295.7 |
3,295.7 |
3,270.9 |
3,312.0 |
PP |
3,242.3 |
3,242.3 |
3,242.3 |
3,250.5 |
S1 |
3,209.7 |
3,209.7 |
3,255.1 |
3,226.0 |
S2 |
3,156.3 |
3,156.3 |
3,247.2 |
|
S3 |
3,070.3 |
3,123.7 |
3,239.4 |
|
S4 |
2,984.3 |
3,037.7 |
3,215.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,301.0 |
3,225.0 |
76.0 |
2.3% |
37.4 |
1.1% |
55% |
False |
False |
678,026 |
10 |
3,301.0 |
3,136.0 |
165.0 |
5.1% |
42.4 |
1.3% |
79% |
False |
False |
742,935 |
20 |
3,315.0 |
3,086.0 |
229.0 |
7.0% |
55.1 |
1.7% |
79% |
False |
False |
882,797 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.2% |
59.2 |
1.8% |
61% |
False |
False |
555,097 |
60 |
3,387.0 |
3,086.0 |
301.0 |
9.2% |
56.6 |
1.7% |
60% |
False |
False |
370,867 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.5% |
56.4 |
1.7% |
53% |
False |
False |
278,600 |
100 |
3,430.0 |
2,960.0 |
470.0 |
14.4% |
54.4 |
1.7% |
65% |
False |
False |
224,972 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.4% |
50.3 |
1.5% |
79% |
False |
False |
189,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,428.8 |
2.618 |
3,371.6 |
1.618 |
3,336.6 |
1.000 |
3,315.0 |
0.618 |
3,301.6 |
HIGH |
3,280.0 |
0.618 |
3,266.6 |
0.500 |
3,262.5 |
0.382 |
3,258.4 |
LOW |
3,245.0 |
0.618 |
3,223.4 |
1.000 |
3,210.0 |
1.618 |
3,188.4 |
2.618 |
3,153.4 |
4.250 |
3,096.3 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,265.5 |
3,273.0 |
PP |
3,264.0 |
3,271.0 |
S1 |
3,262.5 |
3,269.0 |
|