Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,906.5 |
1,906.0 |
-0.5 |
0.0% |
1,903.2 |
High |
1,917.3 |
1,911.1 |
-6.2 |
-0.3% |
1,936.0 |
Low |
1,895.2 |
1,892.5 |
-2.7 |
-0.1% |
1,894.2 |
Close |
1,905.2 |
1,905.7 |
0.5 |
0.0% |
1,905.2 |
Range |
22.1 |
18.6 |
-3.5 |
-15.8% |
41.8 |
ATR |
29.7 |
28.9 |
-0.8 |
-2.7% |
0.0 |
Volume |
172,958 |
166,313 |
-6,645 |
-3.8% |
913,575 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,958.9 |
1,950.9 |
1,915.9 |
|
R3 |
1,940.3 |
1,932.3 |
1,910.8 |
|
R2 |
1,921.7 |
1,921.7 |
1,909.1 |
|
R1 |
1,913.7 |
1,913.7 |
1,907.4 |
1,908.4 |
PP |
1,903.1 |
1,903.1 |
1,903.1 |
1,900.5 |
S1 |
1,895.1 |
1,895.1 |
1,904.0 |
1,889.8 |
S2 |
1,884.5 |
1,884.5 |
1,902.3 |
|
S3 |
1,865.9 |
1,876.5 |
1,900.6 |
|
S4 |
1,847.3 |
1,857.9 |
1,895.5 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.2 |
2,013.0 |
1,928.2 |
|
R3 |
1,995.4 |
1,971.2 |
1,916.7 |
|
R2 |
1,953.6 |
1,953.6 |
1,912.9 |
|
R1 |
1,929.4 |
1,929.4 |
1,909.0 |
1,941.5 |
PP |
1,911.8 |
1,911.8 |
1,911.8 |
1,917.9 |
S1 |
1,887.6 |
1,887.6 |
1,901.4 |
1,899.7 |
S2 |
1,870.0 |
1,870.0 |
1,897.5 |
|
S3 |
1,828.2 |
1,845.8 |
1,893.7 |
|
S4 |
1,786.4 |
1,804.0 |
1,882.2 |
|
|
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 |
1,892.5 |
43.5 |
2.3% |
24.3 |
1.3% |
30% |
False |
True |
184,007 |
10 |
1,936.0 |
1,885.0 |
51.0 |
2.7% |
25.6 |
1.3% |
41% |
False |
False |
189,621 |
20 |
1,939.4 |
1,877.2 |
62.2 |
3.3% |
27.1 |
1.4% |
46% |
False |
False |
200,340 |
40 |
2,001.2 |
1,851.0 |
150.2 |
7.9% |
29.9 |
1.6% |
36% |
False |
False |
242,426 |
60 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
37.9 |
2.0% |
23% |
False |
False |
277,195 |
80 |
2,089.2 |
1,801.6 |
287.6 |
15.1% |
35.7 |
1.9% |
36% |
False |
False |
227,752 |
100 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
34.1 |
1.8% |
54% |
False |
False |
183,551 |
120 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
33.1 |
1.7% |
54% |
False |
False |
153,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,990.2 |
2.618 |
1,959.8 |
1.618 |
1,941.2 |
1.000 |
1,929.7 |
0.618 |
1,922.6 |
HIGH |
1,911.1 |
0.618 |
1,904.0 |
0.500 |
1,901.8 |
0.382 |
1,899.6 |
LOW |
1,892.5 |
0.618 |
1,881.0 |
1.000 |
1,873.9 |
1.618 |
1,862.4 |
2.618 |
1,843.8 |
4.250 |
1,813.5 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,904.4 |
1,911.0 |
PP |
1,903.1 |
1,909.2 |
S1 |
1,901.8 |
1,907.5 |
|