Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,935.0 |
1,927.3 |
-7.7 |
-0.4% |
1,910.9 |
High |
1,939.4 |
1,930.6 |
-8.8 |
-0.5% |
1,936.8 |
Low |
1,923.8 |
1,889.3 |
-34.5 |
-1.8% |
1,877.2 |
Close |
1,928.9 |
1,894.6 |
-34.3 |
-1.8% |
1,926.2 |
Range |
15.6 |
41.3 |
25.7 |
164.7% |
59.6 |
ATR |
33.2 |
33.8 |
0.6 |
1.7% |
0.0 |
Volume |
157,212 |
267,538 |
110,326 |
70.2% |
1,000,915 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.7 |
2,003.0 |
1,917.3 |
|
R3 |
1,987.4 |
1,961.7 |
1,906.0 |
|
R2 |
1,946.1 |
1,946.1 |
1,902.2 |
|
R1 |
1,920.4 |
1,920.4 |
1,898.4 |
1,912.6 |
PP |
1,904.8 |
1,904.8 |
1,904.8 |
1,901.0 |
S1 |
1,879.1 |
1,879.1 |
1,890.8 |
1,871.3 |
S2 |
1,863.5 |
1,863.5 |
1,887.0 |
|
S3 |
1,822.2 |
1,837.8 |
1,883.2 |
|
S4 |
1,780.9 |
1,796.5 |
1,871.9 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.2 |
2,068.8 |
1,959.0 |
|
R3 |
2,032.6 |
2,009.2 |
1,942.6 |
|
R2 |
1,973.0 |
1,973.0 |
1,937.1 |
|
R1 |
1,949.6 |
1,949.6 |
1,931.7 |
1,961.3 |
PP |
1,913.4 |
1,913.4 |
1,913.4 |
1,919.3 |
S1 |
1,890.0 |
1,890.0 |
1,920.7 |
1,901.7 |
S2 |
1,853.8 |
1,853.8 |
1,915.3 |
|
S3 |
1,794.2 |
1,830.4 |
1,909.8 |
|
S4 |
1,734.6 |
1,770.8 |
1,893.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,939.4 |
1,877.2 |
62.2 |
3.3% |
28.2 |
1.5% |
28% |
False |
False |
205,727 |
10 |
1,939.4 |
1,877.2 |
62.2 |
3.3% |
30.2 |
1.6% |
28% |
False |
False |
216,034 |
20 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
32.6 |
1.7% |
33% |
False |
False |
250,924 |
40 |
2,024.6 |
1,851.0 |
173.6 |
9.2% |
35.9 |
1.9% |
25% |
False |
False |
282,884 |
60 |
2,089.2 |
1,839.9 |
249.3 |
13.2% |
40.2 |
2.1% |
22% |
False |
False |
271,189 |
80 |
2,089.2 |
1,769.0 |
320.2 |
16.9% |
35.9 |
1.9% |
39% |
False |
False |
208,263 |
100 |
2,089.2 |
1,690.1 |
399.1 |
21.1% |
34.5 |
1.8% |
51% |
False |
False |
167,791 |
120 |
2,089.2 |
1,687.8 |
401.4 |
21.2% |
33.6 |
1.8% |
52% |
False |
False |
140,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,106.1 |
2.618 |
2,038.7 |
1.618 |
1,997.4 |
1.000 |
1,971.9 |
0.618 |
1,956.1 |
HIGH |
1,930.6 |
0.618 |
1,914.8 |
0.500 |
1,910.0 |
0.382 |
1,905.1 |
LOW |
1,889.3 |
0.618 |
1,863.8 |
1.000 |
1,848.0 |
1.618 |
1,822.5 |
2.618 |
1,781.2 |
4.250 |
1,713.8 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,910.0 |
1,914.4 |
PP |
1,904.8 |
1,907.8 |
S1 |
1,899.7 |
1,901.2 |
|