Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,225.0 |
3,154.0 |
-71.0 |
-2.2% |
3,263.0 |
High |
3,243.0 |
3,179.0 |
-64.0 |
-2.0% |
3,301.0 |
Low |
3,164.0 |
3,125.0 |
-39.0 |
-1.2% |
3,166.0 |
Close |
3,171.0 |
3,162.0 |
-9.0 |
-0.3% |
3,241.0 |
Range |
79.0 |
54.0 |
-25.0 |
-31.6% |
135.0 |
ATR |
60.0 |
59.5 |
-0.4 |
-0.7% |
0.0 |
Volume |
885,681 |
985,409 |
99,728 |
11.3% |
4,293,418 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,317.3 |
3,293.7 |
3,191.7 |
|
R3 |
3,263.3 |
3,239.7 |
3,176.9 |
|
R2 |
3,209.3 |
3,209.3 |
3,171.9 |
|
R1 |
3,185.7 |
3,185.7 |
3,167.0 |
3,197.5 |
PP |
3,155.3 |
3,155.3 |
3,155.3 |
3,161.3 |
S1 |
3,131.7 |
3,131.7 |
3,157.1 |
3,143.5 |
S2 |
3,101.3 |
3,101.3 |
3,152.1 |
|
S3 |
3,047.3 |
3,077.7 |
3,147.2 |
|
S4 |
2,993.3 |
3,023.7 |
3,132.3 |
|
|
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 |
3,125.0 |
151.0 |
4.8% |
61.8 |
2.0% |
25% |
False |
True |
843,723 |
10 |
3,301.0 |
3,125.0 |
176.0 |
5.6% |
54.7 |
1.7% |
21% |
False |
True |
820,234 |
20 |
3,301.0 |
3,086.0 |
215.0 |
6.8% |
54.1 |
1.7% |
35% |
False |
False |
830,375 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.5% |
61.3 |
1.9% |
25% |
False |
False |
693,049 |
60 |
3,385.0 |
3,086.0 |
299.0 |
9.5% |
60.2 |
1.9% |
25% |
False |
False |
462,936 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.9% |
56.5 |
1.8% |
22% |
False |
False |
347,586 |
100 |
3,430.0 |
3,026.0 |
404.0 |
12.8% |
56.6 |
1.8% |
34% |
False |
False |
279,711 |
120 |
3,430.0 |
2,665.0 |
765.0 |
24.2% |
52.2 |
1.6% |
65% |
False |
False |
234,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,408.5 |
2.618 |
3,320.4 |
1.618 |
3,266.4 |
1.000 |
3,233.0 |
0.618 |
3,212.4 |
HIGH |
3,179.0 |
0.618 |
3,158.4 |
0.500 |
3,152.0 |
0.382 |
3,145.6 |
LOW |
3,125.0 |
0.618 |
3,091.6 |
1.000 |
3,071.0 |
1.618 |
3,037.6 |
2.618 |
2,983.6 |
4.250 |
2,895.5 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,158.7 |
3,184.5 |
PP |
3,155.3 |
3,177.0 |
S1 |
3,152.0 |
3,169.5 |
|