Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,911.6 |
1,927.4 |
15.8 |
0.8% |
1,935.0 |
High |
1,936.0 |
1,929.4 |
-6.6 |
-0.3% |
1,939.4 |
Low |
1,911.6 |
1,894.2 |
-17.4 |
-0.9% |
1,885.0 |
Close |
1,929.5 |
1,904.6 |
-24.9 |
-1.3% |
1,906.4 |
Range |
24.4 |
35.2 |
10.8 |
44.3% |
54.4 |
ATR |
29.9 |
30.3 |
0.4 |
1.3% |
0.0 |
Volume |
201,272 |
215,581 |
14,309 |
7.1% |
973,536 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,015.0 |
1,995.0 |
1,924.0 |
|
R3 |
1,979.8 |
1,959.8 |
1,914.3 |
|
R2 |
1,944.6 |
1,944.6 |
1,911.1 |
|
R1 |
1,924.6 |
1,924.6 |
1,907.8 |
1,917.0 |
PP |
1,909.4 |
1,909.4 |
1,909.4 |
1,905.6 |
S1 |
1,889.4 |
1,889.4 |
1,901.4 |
1,881.8 |
S2 |
1,874.2 |
1,874.2 |
1,898.1 |
|
S3 |
1,839.0 |
1,854.2 |
1,894.9 |
|
S4 |
1,803.8 |
1,819.0 |
1,885.2 |
|
|
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 |
1,894.2 |
41.8 |
2.2% |
24.3 |
1.3% |
25% |
False |
True |
177,505 |
10 |
1,939.4 |
1,885.0 |
54.4 |
2.9% |
27.0 |
1.4% |
36% |
False |
False |
194,400 |
20 |
1,939.4 |
1,851.1 |
88.3 |
4.6% |
28.1 |
1.5% |
61% |
False |
False |
206,715 |
40 |
2,001.2 |
1,851.0 |
150.2 |
7.9% |
32.1 |
1.7% |
36% |
False |
False |
253,976 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
38.3 |
2.0% |
23% |
False |
False |
280,719 |
80 |
2,089.2 |
1,788.3 |
300.9 |
15.8% |
36.0 |
1.9% |
39% |
False |
False |
223,849 |
100 |
2,089.2 |
1,690.1 |
399.1 |
21.0% |
34.5 |
1.8% |
54% |
False |
False |
180,292 |
120 |
2,089.2 |
1,690.1 |
399.1 |
21.0% |
33.3 |
1.7% |
54% |
False |
False |
151,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,079.0 |
2.618 |
2,021.6 |
1.618 |
1,986.4 |
1.000 |
1,964.6 |
0.618 |
1,951.2 |
HIGH |
1,929.4 |
0.618 |
1,916.0 |
0.500 |
1,911.8 |
0.382 |
1,907.6 |
LOW |
1,894.2 |
0.618 |
1,872.4 |
1.000 |
1,859.0 |
1.618 |
1,837.2 |
2.618 |
1,802.0 |
4.250 |
1,744.6 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,911.8 |
1,915.1 |
PP |
1,909.4 |
1,911.6 |
S1 |
1,907.0 |
1,908.1 |
|