Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,218.0 |
3,225.0 |
7.0 |
0.2% |
3,263.0 |
High |
3,244.0 |
3,243.0 |
-1.0 |
0.0% |
3,301.0 |
Low |
3,208.0 |
3,164.0 |
-44.0 |
-1.4% |
3,166.0 |
Close |
3,226.0 |
3,171.0 |
-55.0 |
-1.7% |
3,241.0 |
Range |
36.0 |
79.0 |
43.0 |
119.4% |
135.0 |
ATR |
58.5 |
60.0 |
1.5 |
2.5% |
0.0 |
Volume |
699,641 |
885,681 |
186,040 |
26.6% |
4,293,418 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,429.7 |
3,379.3 |
3,214.5 |
|
R3 |
3,350.7 |
3,300.3 |
3,192.7 |
|
R2 |
3,271.7 |
3,271.7 |
3,185.5 |
|
R1 |
3,221.3 |
3,221.3 |
3,178.2 |
3,207.0 |
PP |
3,192.7 |
3,192.7 |
3,192.7 |
3,185.5 |
S1 |
3,142.3 |
3,142.3 |
3,163.8 |
3,128.0 |
S2 |
3,113.7 |
3,113.7 |
3,156.5 |
|
S3 |
3,034.7 |
3,063.3 |
3,149.3 |
|
S4 |
2,955.7 |
2,984.3 |
3,127.6 |
|
|
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 |
3,276.0 |
3,164.0 |
112.0 |
3.5% |
68.8 |
2.2% |
6% |
False |
True |
909,955 |
10 |
3,301.0 |
3,164.0 |
137.0 |
4.3% |
53.1 |
1.7% |
5% |
False |
True |
793,990 |
20 |
3,301.0 |
3,086.0 |
215.0 |
6.8% |
54.1 |
1.7% |
40% |
False |
False |
835,875 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
61.1 |
1.9% |
28% |
False |
False |
668,421 |
60 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
59.5 |
1.9% |
28% |
False |
False |
446,518 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.8% |
56.6 |
1.8% |
25% |
False |
False |
335,269 |
100 |
3,430.0 |
3,026.0 |
404.0 |
12.7% |
56.8 |
1.8% |
36% |
False |
False |
269,983 |
120 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
51.8 |
1.6% |
66% |
False |
False |
226,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,578.8 |
2.618 |
3,449.8 |
1.618 |
3,370.8 |
1.000 |
3,322.0 |
0.618 |
3,291.8 |
HIGH |
3,243.0 |
0.618 |
3,212.8 |
0.500 |
3,203.5 |
0.382 |
3,194.2 |
LOW |
3,164.0 |
0.618 |
3,115.2 |
1.000 |
3,085.0 |
1.618 |
3,036.2 |
2.618 |
2,957.2 |
4.250 |
2,828.3 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,203.5 |
3,220.0 |
PP |
3,192.7 |
3,203.7 |
S1 |
3,181.8 |
3,187.3 |
|