Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
5,898.5 |
5,846.0 |
-52.5 |
-0.9% |
5,978.0 |
High |
5,905.5 |
5,909.0 |
3.5 |
0.1% |
6,010.0 |
Low |
5,757.0 |
5,830.5 |
73.5 |
1.3% |
5,757.0 |
Close |
5,800.5 |
5,902.5 |
102.0 |
1.8% |
5,902.5 |
Range |
148.5 |
78.5 |
-70.0 |
-47.1% |
253.0 |
ATR |
95.9 |
96.8 |
0.9 |
0.9% |
0.0 |
Volume |
133,146 |
113,402 |
-19,744 |
-14.8% |
483,259 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,116.0 |
6,088.0 |
5,945.5 |
|
R3 |
6,037.5 |
6,009.5 |
5,924.0 |
|
R2 |
5,959.0 |
5,959.0 |
5,917.0 |
|
R1 |
5,931.0 |
5,931.0 |
5,909.5 |
5,945.0 |
PP |
5,880.5 |
5,880.5 |
5,880.5 |
5,888.0 |
S1 |
5,852.5 |
5,852.5 |
5,895.5 |
5,866.5 |
S2 |
5,802.0 |
5,802.0 |
5,888.0 |
|
S3 |
5,723.5 |
5,774.0 |
5,881.0 |
|
S4 |
5,645.0 |
5,695.5 |
5,859.5 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,649.0 |
6,528.5 |
6,041.5 |
|
R3 |
6,396.0 |
6,275.5 |
5,972.0 |
|
R2 |
6,143.0 |
6,143.0 |
5,949.0 |
|
R1 |
6,022.5 |
6,022.5 |
5,925.5 |
5,956.0 |
PP |
5,890.0 |
5,890.0 |
5,890.0 |
5,856.5 |
S1 |
5,769.5 |
5,769.5 |
5,879.5 |
5,703.0 |
S2 |
5,637.0 |
5,637.0 |
5,856.0 |
|
S3 |
5,384.0 |
5,516.5 |
5,833.0 |
|
S4 |
5,131.0 |
5,263.5 |
5,763.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,010.0 |
5,757.0 |
253.0 |
4.3% |
92.0 |
1.6% |
58% |
False |
False |
96,651 |
10 |
6,012.5 |
5,757.0 |
255.5 |
4.3% |
79.5 |
1.3% |
57% |
False |
False |
84,536 |
20 |
6,012.5 |
5,739.5 |
273.0 |
4.6% |
97.0 |
1.6% |
60% |
False |
False |
94,632 |
40 |
6,114.0 |
5,739.5 |
374.5 |
6.3% |
94.0 |
1.6% |
44% |
False |
False |
78,390 |
60 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
72.5 |
1.2% |
33% |
False |
False |
52,263 |
80 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
57.0 |
1.0% |
33% |
False |
False |
39,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,242.5 |
2.618 |
6,114.5 |
1.618 |
6,036.0 |
1.000 |
5,987.5 |
0.618 |
5,957.5 |
HIGH |
5,909.0 |
0.618 |
5,879.0 |
0.500 |
5,870.0 |
0.382 |
5,860.5 |
LOW |
5,830.5 |
0.618 |
5,782.0 |
1.000 |
5,752.0 |
1.618 |
5,703.5 |
2.618 |
5,625.0 |
4.250 |
5,497.0 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,891.5 |
5,891.5 |
PP |
5,880.5 |
5,881.0 |
S1 |
5,870.0 |
5,870.0 |
|