Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,903.2 |
1,906.4 |
3.2 |
0.2% |
1,935.0 |
High |
1,923.4 |
1,917.6 |
-5.8 |
-0.3% |
1,939.4 |
Low |
1,900.2 |
1,896.6 |
-3.6 |
-0.2% |
1,885.0 |
Close |
1,911.7 |
1,915.4 |
3.7 |
0.2% |
1,906.4 |
Range |
23.2 |
21.0 |
-2.2 |
-9.5% |
54.4 |
ATR |
31.1 |
30.4 |
-0.7 |
-2.3% |
0.0 |
Volume |
159,852 |
163,912 |
4,060 |
2.5% |
973,536 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.9 |
1,965.1 |
1,927.0 |
|
R3 |
1,951.9 |
1,944.1 |
1,921.2 |
|
R2 |
1,930.9 |
1,930.9 |
1,919.3 |
|
R1 |
1,923.1 |
1,923.1 |
1,917.3 |
1,927.0 |
PP |
1,909.9 |
1,909.9 |
1,909.9 |
1,911.8 |
S1 |
1,902.1 |
1,902.1 |
1,913.5 |
1,906.0 |
S2 |
1,888.9 |
1,888.9 |
1,911.6 |
|
S3 |
1,867.9 |
1,881.1 |
1,909.6 |
|
S4 |
1,846.9 |
1,860.1 |
1,903.9 |
|
|
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 |
1,923.4 |
1,885.0 |
38.4 |
2.0% |
23.0 |
1.2% |
79% |
False |
False |
174,510 |
10 |
1,939.4 |
1,877.2 |
62.2 |
3.2% |
25.6 |
1.3% |
61% |
False |
False |
190,118 |
20 |
1,939.4 |
1,851.0 |
88.4 |
4.6% |
29.4 |
1.5% |
73% |
False |
False |
223,702 |
40 |
2,001.2 |
1,851.0 |
150.2 |
7.8% |
32.6 |
1.7% |
43% |
False |
False |
258,963 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.4% |
39.3 |
2.1% |
27% |
False |
False |
279,762 |
80 |
2,089.2 |
1,788.3 |
300.9 |
15.7% |
35.8 |
1.9% |
42% |
False |
False |
218,798 |
100 |
2,089.2 |
1,690.1 |
399.1 |
20.8% |
34.4 |
1.8% |
56% |
False |
False |
176,206 |
120 |
2,089.2 |
1,687.8 |
401.4 |
21.0% |
33.3 |
1.7% |
57% |
False |
False |
147,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.9 |
2.618 |
1,972.6 |
1.618 |
1,951.6 |
1.000 |
1,938.6 |
0.618 |
1,930.6 |
HIGH |
1,917.6 |
0.618 |
1,909.6 |
0.500 |
1,907.1 |
0.382 |
1,904.6 |
LOW |
1,896.6 |
0.618 |
1,883.6 |
1.000 |
1,875.6 |
1.618 |
1,862.6 |
2.618 |
1,841.6 |
4.250 |
1,807.4 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,912.6 |
1,913.6 |
PP |
1,909.9 |
1,911.8 |
S1 |
1,907.1 |
1,910.0 |
|