Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,165.0 |
3,177.0 |
12.0 |
0.4% |
3,243.0 |
High |
3,211.0 |
3,184.0 |
-27.0 |
-0.8% |
3,276.0 |
Low |
3,153.0 |
3,074.0 |
-79.0 |
-2.5% |
3,125.0 |
Close |
3,184.0 |
3,097.0 |
-87.0 |
-2.7% |
3,184.0 |
Range |
58.0 |
110.0 |
52.0 |
89.7% |
151.0 |
ATR |
59.4 |
63.0 |
3.6 |
6.1% |
0.0 |
Volume |
804,416 |
1,058,106 |
253,690 |
31.5% |
4,048,520 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,448.3 |
3,382.7 |
3,157.5 |
|
R3 |
3,338.3 |
3,272.7 |
3,127.3 |
|
R2 |
3,228.3 |
3,228.3 |
3,117.2 |
|
R1 |
3,162.7 |
3,162.7 |
3,107.1 |
3,140.5 |
PP |
3,118.3 |
3,118.3 |
3,118.3 |
3,107.3 |
S1 |
3,052.7 |
3,052.7 |
3,086.9 |
3,030.5 |
S2 |
3,008.3 |
3,008.3 |
3,076.8 |
|
S3 |
2,898.3 |
2,942.7 |
3,066.8 |
|
S4 |
2,788.3 |
2,832.7 |
3,036.5 |
|
|
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 |
3,244.0 |
3,074.0 |
170.0 |
5.5% |
67.4 |
2.2% |
14% |
False |
True |
886,650 |
10 |
3,297.0 |
3,074.0 |
223.0 |
7.2% |
64.2 |
2.1% |
10% |
False |
True |
876,530 |
20 |
3,301.0 |
3,074.0 |
227.0 |
7.3% |
54.7 |
1.8% |
10% |
False |
True |
826,590 |
40 |
3,385.0 |
3,074.0 |
311.0 |
10.0% |
63.2 |
2.0% |
7% |
False |
True |
738,814 |
60 |
3,385.0 |
3,074.0 |
311.0 |
10.0% |
59.1 |
1.9% |
7% |
False |
True |
493,971 |
80 |
3,430.0 |
3,074.0 |
356.0 |
11.5% |
57.2 |
1.8% |
6% |
False |
True |
370,820 |
100 |
3,430.0 |
3,026.0 |
404.0 |
13.0% |
57.8 |
1.9% |
18% |
False |
False |
298,157 |
120 |
3,430.0 |
2,665.0 |
765.0 |
24.7% |
53.1 |
1.7% |
56% |
False |
False |
249,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,651.5 |
2.618 |
3,472.0 |
1.618 |
3,362.0 |
1.000 |
3,294.0 |
0.618 |
3,252.0 |
HIGH |
3,184.0 |
0.618 |
3,142.0 |
0.500 |
3,129.0 |
0.382 |
3,116.0 |
LOW |
3,074.0 |
0.618 |
3,006.0 |
1.000 |
2,964.0 |
1.618 |
2,896.0 |
2.618 |
2,786.0 |
4.250 |
2,606.5 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,129.0 |
3,142.5 |
PP |
3,118.3 |
3,127.3 |
S1 |
3,107.7 |
3,112.2 |
|