Trading Metrics calculated at close of trading on 14-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,927.3 |
1,895.4 |
-31.9 |
-1.7% |
1,910.9 |
High |
1,930.6 |
1,917.5 |
-13.1 |
-0.7% |
1,936.8 |
Low |
1,889.3 |
1,885.0 |
-4.3 |
-0.2% |
1,877.2 |
Close |
1,894.6 |
1,907.3 |
12.7 |
0.7% |
1,926.2 |
Range |
41.3 |
32.5 |
-8.8 |
-21.3% |
59.6 |
ATR |
33.8 |
33.7 |
-0.1 |
-0.3% |
0.0 |
Volume |
267,538 |
188,302 |
-79,236 |
-29.6% |
1,000,915 |
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.8 |
1,986.5 |
1,925.2 |
|
R3 |
1,968.3 |
1,954.0 |
1,916.2 |
|
R2 |
1,935.8 |
1,935.8 |
1,913.3 |
|
R1 |
1,921.5 |
1,921.5 |
1,910.3 |
1,928.7 |
PP |
1,903.3 |
1,903.3 |
1,903.3 |
1,906.8 |
S1 |
1,889.0 |
1,889.0 |
1,904.3 |
1,896.2 |
S2 |
1,870.8 |
1,870.8 |
1,901.3 |
|
S3 |
1,838.3 |
1,856.5 |
1,898.4 |
|
S4 |
1,805.8 |
1,824.0 |
1,889.4 |
|
|
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 |
1,885.0 |
54.4 |
2.9% |
29.6 |
1.6% |
41% |
False |
True |
205,670 |
10 |
1,939.4 |
1,877.2 |
62.2 |
3.3% |
31.2 |
1.6% |
48% |
False |
False |
208,878 |
20 |
1,969.3 |
1,851.0 |
118.3 |
6.2% |
32.9 |
1.7% |
48% |
False |
False |
245,420 |
40 |
2,015.6 |
1,851.0 |
164.6 |
8.6% |
35.7 |
1.9% |
34% |
False |
False |
278,554 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
40.2 |
2.1% |
24% |
False |
False |
273,799 |
80 |
2,089.2 |
1,772.0 |
317.2 |
16.6% |
36.0 |
1.9% |
43% |
False |
False |
210,543 |
100 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
34.7 |
1.8% |
54% |
False |
False |
169,591 |
120 |
2,089.2 |
1,687.8 |
401.4 |
21.0% |
33.6 |
1.8% |
55% |
False |
False |
142,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.6 |
2.618 |
2,002.6 |
1.618 |
1,970.1 |
1.000 |
1,950.0 |
0.618 |
1,937.6 |
HIGH |
1,917.5 |
0.618 |
1,905.1 |
0.500 |
1,901.3 |
0.382 |
1,897.4 |
LOW |
1,885.0 |
0.618 |
1,864.9 |
1.000 |
1,852.5 |
1.618 |
1,832.4 |
2.618 |
1,799.9 |
4.250 |
1,746.9 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,905.3 |
1,912.2 |
PP |
1,903.3 |
1,910.6 |
S1 |
1,901.3 |
1,908.9 |
|