Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,243.0 |
3,218.0 |
-25.0 |
-0.8% |
3,263.0 |
High |
3,276.0 |
3,244.0 |
-32.0 |
-1.0% |
3,301.0 |
Low |
3,197.0 |
3,208.0 |
11.0 |
0.3% |
3,166.0 |
Close |
3,236.0 |
3,226.0 |
-10.0 |
-0.3% |
3,241.0 |
Range |
79.0 |
36.0 |
-43.0 |
-54.4% |
135.0 |
ATR |
60.2 |
58.5 |
-1.7 |
-2.9% |
0.0 |
Volume |
673,373 |
699,641 |
26,268 |
3.9% |
4,293,418 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,334.0 |
3,316.0 |
3,245.8 |
|
R3 |
3,298.0 |
3,280.0 |
3,235.9 |
|
R2 |
3,262.0 |
3,262.0 |
3,232.6 |
|
R1 |
3,244.0 |
3,244.0 |
3,229.3 |
3,253.0 |
PP |
3,226.0 |
3,226.0 |
3,226.0 |
3,230.5 |
S1 |
3,208.0 |
3,208.0 |
3,222.7 |
3,217.0 |
S2 |
3,190.0 |
3,190.0 |
3,219.4 |
|
S3 |
3,154.0 |
3,172.0 |
3,216.1 |
|
S4 |
3,118.0 |
3,136.0 |
3,206.2 |
|
|
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 |
3,280.0 |
3,166.0 |
114.0 |
3.5% |
60.0 |
1.9% |
53% |
False |
False |
852,435 |
10 |
3,301.0 |
3,166.0 |
135.0 |
4.2% |
49.2 |
1.5% |
44% |
False |
False |
768,076 |
20 |
3,301.0 |
3,086.0 |
215.0 |
6.7% |
53.8 |
1.7% |
65% |
False |
False |
836,392 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
60.5 |
1.9% |
47% |
False |
False |
646,310 |
60 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
58.7 |
1.8% |
47% |
False |
False |
431,800 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.7% |
56.1 |
1.7% |
41% |
False |
False |
324,205 |
100 |
3,430.0 |
3,026.0 |
404.0 |
12.5% |
56.2 |
1.7% |
50% |
False |
False |
261,147 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.7% |
51.3 |
1.6% |
73% |
False |
False |
219,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,397.0 |
2.618 |
3,338.2 |
1.618 |
3,302.2 |
1.000 |
3,280.0 |
0.618 |
3,266.2 |
HIGH |
3,244.0 |
0.618 |
3,230.2 |
0.500 |
3,226.0 |
0.382 |
3,221.8 |
LOW |
3,208.0 |
0.618 |
3,185.8 |
1.000 |
3,172.0 |
1.618 |
3,149.8 |
2.618 |
3,113.8 |
4.250 |
3,055.0 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,226.0 |
3,233.5 |
PP |
3,226.0 |
3,231.0 |
S1 |
3,226.0 |
3,228.5 |
|