Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,906.4 |
1,911.6 |
5.2 |
0.3% |
1,935.0 |
High |
1,917.6 |
1,936.0 |
18.4 |
1.0% |
1,939.4 |
Low |
1,896.6 |
1,911.6 |
15.0 |
0.8% |
1,885.0 |
Close |
1,915.4 |
1,929.5 |
14.1 |
0.7% |
1,906.4 |
Range |
21.0 |
24.4 |
3.4 |
16.2% |
54.4 |
ATR |
30.4 |
29.9 |
-0.4 |
-1.4% |
0.0 |
Volume |
163,912 |
201,272 |
37,360 |
22.8% |
973,536 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.9 |
1,988.6 |
1,942.9 |
|
R3 |
1,974.5 |
1,964.2 |
1,936.2 |
|
R2 |
1,950.1 |
1,950.1 |
1,934.0 |
|
R1 |
1,939.8 |
1,939.8 |
1,931.7 |
1,945.0 |
PP |
1,925.7 |
1,925.7 |
1,925.7 |
1,928.3 |
S1 |
1,915.4 |
1,915.4 |
1,927.3 |
1,920.6 |
S2 |
1,901.3 |
1,901.3 |
1,925.0 |
|
S3 |
1,876.9 |
1,891.0 |
1,922.8 |
|
S4 |
1,852.5 |
1,866.6 |
1,916.1 |
|
|
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 |
1,936.0 |
1,892.7 |
43.3 |
2.2% |
21.3 |
1.1% |
85% |
True |
False |
177,104 |
10 |
1,939.4 |
1,885.0 |
54.4 |
2.8% |
25.5 |
1.3% |
82% |
False |
False |
191,387 |
20 |
1,939.4 |
1,851.0 |
88.4 |
4.6% |
27.9 |
1.4% |
89% |
False |
False |
213,188 |
40 |
2,001.2 |
1,851.0 |
150.2 |
7.8% |
32.6 |
1.7% |
52% |
False |
False |
257,142 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.3% |
38.5 |
2.0% |
33% |
False |
False |
280,423 |
80 |
2,089.2 |
1,788.3 |
300.9 |
15.6% |
36.0 |
1.9% |
47% |
False |
False |
221,262 |
100 |
2,089.2 |
1,690.1 |
399.1 |
20.7% |
34.4 |
1.8% |
60% |
False |
False |
178,186 |
120 |
2,089.2 |
1,690.1 |
399.1 |
20.7% |
33.2 |
1.7% |
60% |
False |
False |
149,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.7 |
2.618 |
1,999.9 |
1.618 |
1,975.5 |
1.000 |
1,960.4 |
0.618 |
1,951.1 |
HIGH |
1,936.0 |
0.618 |
1,926.7 |
0.500 |
1,923.8 |
0.382 |
1,920.9 |
LOW |
1,911.6 |
0.618 |
1,896.5 |
1.000 |
1,887.2 |
1.618 |
1,872.1 |
2.618 |
1,847.7 |
4.250 |
1,807.9 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,927.6 |
1,925.1 |
PP |
1,925.7 |
1,920.7 |
S1 |
1,923.8 |
1,916.3 |
|