Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,255.0 |
3,205.0 |
-50.0 |
-1.5% |
3,263.0 |
High |
3,255.0 |
3,252.0 |
-3.0 |
-0.1% |
3,301.0 |
Low |
3,166.0 |
3,191.0 |
25.0 |
0.8% |
3,166.0 |
Close |
3,181.0 |
3,241.0 |
60.0 |
1.9% |
3,241.0 |
Range |
89.0 |
61.0 |
-28.0 |
-31.5% |
135.0 |
ATR |
57.8 |
58.8 |
0.9 |
1.6% |
0.0 |
Volume |
1,316,569 |
974,511 |
-342,058 |
-26.0% |
4,293,418 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,411.0 |
3,387.0 |
3,274.6 |
|
R3 |
3,350.0 |
3,326.0 |
3,257.8 |
|
R2 |
3,289.0 |
3,289.0 |
3,252.2 |
|
R1 |
3,265.0 |
3,265.0 |
3,246.6 |
3,277.0 |
PP |
3,228.0 |
3,228.0 |
3,228.0 |
3,234.0 |
S1 |
3,204.0 |
3,204.0 |
3,235.4 |
3,216.0 |
S2 |
3,167.0 |
3,167.0 |
3,229.8 |
|
S3 |
3,106.0 |
3,143.0 |
3,224.2 |
|
S4 |
3,045.0 |
3,082.0 |
3,207.5 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.0 |
3,576.0 |
3,315.3 |
|
R3 |
3,506.0 |
3,441.0 |
3,278.1 |
|
R2 |
3,371.0 |
3,371.0 |
3,265.8 |
|
R1 |
3,306.0 |
3,306.0 |
3,253.4 |
3,271.0 |
PP |
3,236.0 |
3,236.0 |
3,236.0 |
3,218.5 |
S1 |
3,171.0 |
3,171.0 |
3,228.6 |
3,136.0 |
S2 |
3,101.0 |
3,101.0 |
3,216.3 |
|
S3 |
2,966.0 |
3,036.0 |
3,203.9 |
|
S4 |
2,831.0 |
2,901.0 |
3,166.8 |
|
|
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% |
53.8 |
1.7% |
56% |
False |
False |
858,683 |
10 |
3,301.0 |
3,166.0 |
135.0 |
4.2% |
46.7 |
1.4% |
56% |
False |
False |
769,645 |
20 |
3,301.0 |
3,086.0 |
215.0 |
6.6% |
57.3 |
1.8% |
72% |
False |
False |
892,193 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.2% |
61.2 |
1.9% |
52% |
False |
False |
612,081 |
60 |
3,385.0 |
3,086.0 |
299.0 |
9.2% |
57.4 |
1.8% |
52% |
False |
False |
409,034 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.6% |
56.1 |
1.7% |
45% |
False |
False |
307,232 |
100 |
3,430.0 |
3,003.0 |
427.0 |
13.2% |
55.2 |
1.7% |
56% |
False |
False |
247,424 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.6% |
51.1 |
1.6% |
75% |
False |
False |
208,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,511.3 |
2.618 |
3,411.7 |
1.618 |
3,350.7 |
1.000 |
3,313.0 |
0.618 |
3,289.7 |
HIGH |
3,252.0 |
0.618 |
3,228.7 |
0.500 |
3,221.5 |
0.382 |
3,214.3 |
LOW |
3,191.0 |
0.618 |
3,153.3 |
1.000 |
3,130.0 |
1.618 |
3,092.3 |
2.618 |
3,031.3 |
4.250 |
2,931.8 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,234.5 |
3,235.0 |
PP |
3,228.0 |
3,229.0 |
S1 |
3,221.5 |
3,223.0 |
|