Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,205.0 |
3,243.0 |
38.0 |
1.2% |
3,263.0 |
High |
3,252.0 |
3,276.0 |
24.0 |
0.7% |
3,301.0 |
Low |
3,191.0 |
3,197.0 |
6.0 |
0.2% |
3,166.0 |
Close |
3,241.0 |
3,236.0 |
-5.0 |
-0.2% |
3,241.0 |
Range |
61.0 |
79.0 |
18.0 |
29.5% |
135.0 |
ATR |
58.8 |
60.2 |
1.4 |
2.5% |
0.0 |
Volume |
974,511 |
673,373 |
-301,138 |
-30.9% |
4,293,418 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,473.3 |
3,433.7 |
3,279.5 |
|
R3 |
3,394.3 |
3,354.7 |
3,257.7 |
|
R2 |
3,315.3 |
3,315.3 |
3,250.5 |
|
R1 |
3,275.7 |
3,275.7 |
3,243.2 |
3,256.0 |
PP |
3,236.3 |
3,236.3 |
3,236.3 |
3,226.5 |
S1 |
3,196.7 |
3,196.7 |
3,228.8 |
3,177.0 |
S2 |
3,157.3 |
3,157.3 |
3,221.5 |
|
S3 |
3,078.3 |
3,117.7 |
3,214.3 |
|
S4 |
2,999.3 |
3,038.7 |
3,192.6 |
|
|
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 |
3,297.0 |
3,166.0 |
131.0 |
4.0% |
61.0 |
1.9% |
53% |
False |
False |
866,411 |
10 |
3,301.0 |
3,166.0 |
135.0 |
4.2% |
50.7 |
1.6% |
52% |
False |
False |
775,870 |
20 |
3,301.0 |
3,086.0 |
215.0 |
6.6% |
54.2 |
1.7% |
70% |
False |
False |
849,860 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.2% |
61.3 |
1.9% |
50% |
False |
False |
628,860 |
60 |
3,385.0 |
3,086.0 |
299.0 |
9.2% |
58.3 |
1.8% |
50% |
False |
False |
420,148 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.6% |
56.3 |
1.7% |
44% |
False |
False |
315,649 |
100 |
3,430.0 |
3,026.0 |
404.0 |
12.5% |
55.9 |
1.7% |
52% |
False |
False |
254,151 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.6% |
51.1 |
1.6% |
75% |
False |
False |
213,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,611.8 |
2.618 |
3,482.8 |
1.618 |
3,403.8 |
1.000 |
3,355.0 |
0.618 |
3,324.8 |
HIGH |
3,276.0 |
0.618 |
3,245.8 |
0.500 |
3,236.5 |
0.382 |
3,227.2 |
LOW |
3,197.0 |
0.618 |
3,148.2 |
1.000 |
3,118.0 |
1.618 |
3,069.2 |
2.618 |
2,990.2 |
4.250 |
2,861.3 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,236.5 |
3,231.0 |
PP |
3,236.3 |
3,226.0 |
S1 |
3,236.2 |
3,221.0 |
|