Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,154.0 |
3,165.0 |
11.0 |
0.3% |
3,243.0 |
High |
3,179.0 |
3,211.0 |
32.0 |
1.0% |
3,276.0 |
Low |
3,125.0 |
3,153.0 |
28.0 |
0.9% |
3,125.0 |
Close |
3,162.0 |
3,184.0 |
22.0 |
0.7% |
3,184.0 |
Range |
54.0 |
58.0 |
4.0 |
7.4% |
151.0 |
ATR |
59.5 |
59.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
985,409 |
804,416 |
-180,993 |
-18.4% |
4,048,520 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,356.7 |
3,328.3 |
3,215.9 |
|
R3 |
3,298.7 |
3,270.3 |
3,200.0 |
|
R2 |
3,240.7 |
3,240.7 |
3,194.6 |
|
R1 |
3,212.3 |
3,212.3 |
3,189.3 |
3,226.5 |
PP |
3,182.7 |
3,182.7 |
3,182.7 |
3,189.8 |
S1 |
3,154.3 |
3,154.3 |
3,178.7 |
3,168.5 |
S2 |
3,124.7 |
3,124.7 |
3,173.4 |
|
S3 |
3,066.7 |
3,096.3 |
3,168.1 |
|
S4 |
3,008.7 |
3,038.3 |
3,152.1 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,648.0 |
3,567.0 |
3,267.1 |
|
R3 |
3,497.0 |
3,416.0 |
3,225.5 |
|
R2 |
3,346.0 |
3,346.0 |
3,211.7 |
|
R1 |
3,265.0 |
3,265.0 |
3,197.8 |
3,230.0 |
PP |
3,195.0 |
3,195.0 |
3,195.0 |
3,177.5 |
S1 |
3,114.0 |
3,114.0 |
3,170.2 |
3,079.0 |
S2 |
3,044.0 |
3,044.0 |
3,156.3 |
|
S3 |
2,893.0 |
2,963.0 |
3,142.5 |
|
S4 |
2,742.0 |
2,812.0 |
3,101.0 |
|
|
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 |
4.7% |
61.2 |
1.9% |
39% |
False |
False |
809,704 |
10 |
3,301.0 |
3,125.0 |
176.0 |
5.5% |
57.5 |
1.8% |
34% |
False |
False |
834,193 |
20 |
3,301.0 |
3,125.0 |
176.0 |
5.5% |
52.6 |
1.7% |
34% |
False |
False |
815,815 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
61.7 |
1.9% |
33% |
False |
False |
712,653 |
60 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
58.9 |
1.9% |
33% |
False |
False |
476,340 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.8% |
56.3 |
1.8% |
28% |
False |
False |
357,594 |
100 |
3,430.0 |
3,026.0 |
404.0 |
12.7% |
57.0 |
1.8% |
39% |
False |
False |
287,631 |
120 |
3,430.0 |
2,665.0 |
765.0 |
24.0% |
52.2 |
1.6% |
68% |
False |
False |
241,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,457.5 |
2.618 |
3,362.8 |
1.618 |
3,304.8 |
1.000 |
3,269.0 |
0.618 |
3,246.8 |
HIGH |
3,211.0 |
0.618 |
3,188.8 |
0.500 |
3,182.0 |
0.382 |
3,175.2 |
LOW |
3,153.0 |
0.618 |
3,117.2 |
1.000 |
3,095.0 |
1.618 |
3,059.2 |
2.618 |
3,001.2 |
4.250 |
2,906.5 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,183.3 |
3,184.0 |
PP |
3,182.7 |
3,184.0 |
S1 |
3,182.0 |
3,184.0 |
|