Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,912.7 |
1,903.2 |
-9.5 |
-0.5% |
1,935.0 |
High |
1,918.7 |
1,923.4 |
4.7 |
0.2% |
1,939.4 |
Low |
1,901.1 |
1,900.2 |
-0.9 |
0.0% |
1,885.0 |
Close |
1,906.4 |
1,911.7 |
5.3 |
0.3% |
1,906.4 |
Range |
17.6 |
23.2 |
5.6 |
31.8% |
54.4 |
ATR |
31.7 |
31.1 |
-0.6 |
-1.9% |
0.0 |
Volume |
146,910 |
159,852 |
12,942 |
8.8% |
973,536 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.4 |
1,969.7 |
1,924.5 |
|
R3 |
1,958.2 |
1,946.5 |
1,918.1 |
|
R2 |
1,935.0 |
1,935.0 |
1,916.0 |
|
R1 |
1,923.3 |
1,923.3 |
1,913.8 |
1,929.2 |
PP |
1,911.8 |
1,911.8 |
1,911.8 |
1,914.7 |
S1 |
1,900.1 |
1,900.1 |
1,909.6 |
1,906.0 |
S2 |
1,888.6 |
1,888.6 |
1,907.4 |
|
S3 |
1,865.4 |
1,876.9 |
1,905.3 |
|
S4 |
1,842.2 |
1,853.7 |
1,898.9 |
|
|
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 |
1,930.6 |
1,885.0 |
45.6 |
2.4% |
27.0 |
1.4% |
59% |
False |
False |
195,235 |
10 |
1,939.4 |
1,877.2 |
62.2 |
3.3% |
28.4 |
1.5% |
55% |
False |
False |
195,671 |
20 |
1,939.4 |
1,851.0 |
88.4 |
4.6% |
29.6 |
1.5% |
69% |
False |
False |
229,643 |
40 |
2,001.2 |
1,851.0 |
150.2 |
7.9% |
33.1 |
1.7% |
40% |
False |
False |
262,021 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
39.7 |
2.1% |
25% |
False |
False |
279,327 |
80 |
2,089.2 |
1,772.0 |
317.2 |
16.6% |
36.0 |
1.9% |
44% |
False |
False |
216,809 |
100 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
34.4 |
1.8% |
56% |
False |
False |
174,631 |
120 |
2,089.2 |
1,687.8 |
401.4 |
21.0% |
33.5 |
1.8% |
56% |
False |
False |
146,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,022.0 |
2.618 |
1,984.1 |
1.618 |
1,960.9 |
1.000 |
1,946.6 |
0.618 |
1,937.7 |
HIGH |
1,923.4 |
0.618 |
1,914.5 |
0.500 |
1,911.8 |
0.382 |
1,909.1 |
LOW |
1,900.2 |
0.618 |
1,885.9 |
1.000 |
1,877.0 |
1.618 |
1,862.7 |
2.618 |
1,839.5 |
4.250 |
1,801.6 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,911.8 |
1,910.5 |
PP |
1,911.8 |
1,909.3 |
S1 |
1,911.7 |
1,908.1 |
|