Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
5,846.0 |
5,905.5 |
59.5 |
1.0% |
5,978.0 |
High |
5,909.0 |
5,936.0 |
27.0 |
0.5% |
6,010.0 |
Low |
5,830.5 |
5,819.5 |
-11.0 |
-0.2% |
5,757.0 |
Close |
5,902.5 |
5,863.5 |
-39.0 |
-0.7% |
5,902.5 |
Range |
78.5 |
116.5 |
38.0 |
48.4% |
253.0 |
ATR |
96.8 |
98.2 |
1.4 |
1.5% |
0.0 |
Volume |
113,402 |
71,492 |
-41,910 |
-37.0% |
483,259 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,222.5 |
6,159.5 |
5,927.5 |
|
R3 |
6,106.0 |
6,043.0 |
5,895.5 |
|
R2 |
5,989.5 |
5,989.5 |
5,885.0 |
|
R1 |
5,926.5 |
5,926.5 |
5,874.0 |
5,900.0 |
PP |
5,873.0 |
5,873.0 |
5,873.0 |
5,859.5 |
S1 |
5,810.0 |
5,810.0 |
5,853.0 |
5,783.0 |
S2 |
5,756.5 |
5,756.5 |
5,842.0 |
|
S3 |
5,640.0 |
5,693.5 |
5,831.5 |
|
S4 |
5,523.5 |
5,577.0 |
5,799.5 |
|
|
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 |
6,002.0 |
5,757.0 |
245.0 |
4.2% |
106.5 |
1.8% |
43% |
False |
False |
98,684 |
10 |
6,012.5 |
5,757.0 |
255.5 |
4.4% |
85.0 |
1.5% |
42% |
False |
False |
84,365 |
20 |
6,012.5 |
5,739.5 |
273.0 |
4.7% |
91.0 |
1.6% |
45% |
False |
False |
91,325 |
40 |
6,114.0 |
5,739.5 |
374.5 |
6.4% |
96.0 |
1.6% |
33% |
False |
False |
80,172 |
60 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
73.5 |
1.3% |
25% |
False |
False |
53,454 |
80 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
58.5 |
1.0% |
25% |
False |
False |
40,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,431.0 |
2.618 |
6,241.0 |
1.618 |
6,124.5 |
1.000 |
6,052.5 |
0.618 |
6,008.0 |
HIGH |
5,936.0 |
0.618 |
5,891.5 |
0.500 |
5,878.0 |
0.382 |
5,864.0 |
LOW |
5,819.5 |
0.618 |
5,747.5 |
1.000 |
5,703.0 |
1.618 |
5,631.0 |
2.618 |
5,514.5 |
4.250 |
5,324.5 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,878.0 |
5,858.0 |
PP |
5,873.0 |
5,852.0 |
S1 |
5,868.0 |
5,846.5 |
|