Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,906.0 |
1,912.7 |
6.7 |
0.4% |
1,935.0 |
High |
1,913.2 |
1,918.7 |
5.5 |
0.3% |
1,939.4 |
Low |
1,892.7 |
1,901.1 |
8.4 |
0.4% |
1,885.0 |
Close |
1,908.9 |
1,906.4 |
-2.5 |
-0.1% |
1,906.4 |
Range |
20.5 |
17.6 |
-2.9 |
-14.1% |
54.4 |
ATR |
32.8 |
31.7 |
-1.1 |
-3.3% |
0.0 |
Volume |
213,574 |
146,910 |
-66,664 |
-31.2% |
973,536 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.5 |
1,951.6 |
1,916.1 |
|
R3 |
1,943.9 |
1,934.0 |
1,911.2 |
|
R2 |
1,926.3 |
1,926.3 |
1,909.6 |
|
R1 |
1,916.4 |
1,916.4 |
1,908.0 |
1,912.6 |
PP |
1,908.7 |
1,908.7 |
1,908.7 |
1,906.8 |
S1 |
1,898.8 |
1,898.8 |
1,904.8 |
1,895.0 |
S2 |
1,891.1 |
1,891.1 |
1,903.2 |
|
S3 |
1,873.5 |
1,881.2 |
1,901.6 |
|
S4 |
1,855.9 |
1,863.6 |
1,896.7 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,073.5 |
2,044.3 |
1,936.3 |
|
R3 |
2,019.1 |
1,989.9 |
1,921.4 |
|
R2 |
1,964.7 |
1,964.7 |
1,916.4 |
|
R1 |
1,935.5 |
1,935.5 |
1,911.4 |
1,922.9 |
PP |
1,910.3 |
1,910.3 |
1,910.3 |
1,904.0 |
S1 |
1,881.1 |
1,881.1 |
1,901.4 |
1,868.5 |
S2 |
1,855.9 |
1,855.9 |
1,896.4 |
|
S3 |
1,801.5 |
1,826.7 |
1,891.4 |
|
S4 |
1,747.1 |
1,772.3 |
1,876.5 |
|
|
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% |
25.5 |
1.3% |
39% |
False |
False |
194,707 |
10 |
1,939.4 |
1,877.2 |
62.2 |
3.3% |
29.4 |
1.5% |
47% |
False |
False |
197,445 |
20 |
1,962.9 |
1,851.0 |
111.9 |
5.9% |
32.3 |
1.7% |
50% |
False |
False |
240,983 |
40 |
2,001.2 |
1,851.0 |
150.2 |
7.9% |
33.7 |
1.8% |
37% |
False |
False |
266,902 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
39.7 |
2.1% |
23% |
False |
False |
277,771 |
80 |
2,089.2 |
1,772.0 |
317.2 |
16.6% |
35.9 |
1.9% |
42% |
False |
False |
214,889 |
100 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
34.4 |
1.8% |
54% |
False |
False |
173,074 |
120 |
2,089.2 |
1,687.8 |
401.4 |
21.1% |
33.5 |
1.8% |
54% |
False |
False |
145,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.5 |
2.618 |
1,964.8 |
1.618 |
1,947.2 |
1.000 |
1,936.3 |
0.618 |
1,929.6 |
HIGH |
1,918.7 |
0.618 |
1,912.0 |
0.500 |
1,909.9 |
0.382 |
1,907.8 |
LOW |
1,901.1 |
0.618 |
1,890.2 |
1.000 |
1,883.5 |
1.618 |
1,872.6 |
2.618 |
1,855.0 |
4.250 |
1,826.3 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,909.9 |
1,904.9 |
PP |
1,908.7 |
1,903.4 |
S1 |
1,907.6 |
1,901.9 |
|