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 |
3,268.0 |
3,255.0 |
-13.0 |
-0.4% |
3,203.0 |
High |
3,280.0 |
3,255.0 |
-25.0 |
-0.8% |
3,275.0 |
Low |
3,245.0 |
3,166.0 |
-79.0 |
-2.4% |
3,189.0 |
Close |
3,267.0 |
3,181.0 |
-86.0 |
-2.6% |
3,263.0 |
Range |
35.0 |
89.0 |
54.0 |
154.3% |
86.0 |
ATR |
54.5 |
57.8 |
3.3 |
6.1% |
0.0 |
Volume |
598,083 |
1,316,569 |
718,486 |
120.1% |
3,403,034 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,467.7 |
3,413.3 |
3,230.0 |
|
R3 |
3,378.7 |
3,324.3 |
3,205.5 |
|
R2 |
3,289.7 |
3,289.7 |
3,197.3 |
|
R1 |
3,235.3 |
3,235.3 |
3,189.2 |
3,218.0 |
PP |
3,200.7 |
3,200.7 |
3,200.7 |
3,192.0 |
S1 |
3,146.3 |
3,146.3 |
3,172.8 |
3,129.0 |
S2 |
3,111.7 |
3,111.7 |
3,164.7 |
|
S3 |
3,022.7 |
3,057.3 |
3,156.5 |
|
S4 |
2,933.7 |
2,968.3 |
3,132.1 |
|
|
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 |
3,166.0 |
135.0 |
4.2% |
47.6 |
1.5% |
11% |
False |
True |
796,745 |
10 |
3,301.0 |
3,136.0 |
165.0 |
5.2% |
46.5 |
1.5% |
27% |
False |
False |
767,240 |
20 |
3,315.0 |
3,086.0 |
229.0 |
7.2% |
57.4 |
1.8% |
41% |
False |
False |
907,821 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
60.3 |
1.9% |
32% |
False |
False |
587,979 |
60 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
57.4 |
1.8% |
32% |
False |
False |
392,795 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.8% |
56.4 |
1.8% |
28% |
False |
False |
295,055 |
100 |
3,430.0 |
3,003.0 |
427.0 |
13.4% |
54.7 |
1.7% |
42% |
False |
False |
237,815 |
120 |
3,430.0 |
2,665.0 |
765.0 |
24.0% |
51.1 |
1.6% |
67% |
False |
False |
200,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,633.3 |
2.618 |
3,488.0 |
1.618 |
3,399.0 |
1.000 |
3,344.0 |
0.618 |
3,310.0 |
HIGH |
3,255.0 |
0.618 |
3,221.0 |
0.500 |
3,210.5 |
0.382 |
3,200.0 |
LOW |
3,166.0 |
0.618 |
3,111.0 |
1.000 |
3,077.0 |
1.618 |
3,022.0 |
2.618 |
2,933.0 |
4.250 |
2,787.8 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,210.5 |
3,231.5 |
PP |
3,200.7 |
3,214.7 |
S1 |
3,190.8 |
3,197.8 |
|