Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
5,905.5 |
5,856.5 |
-49.0 |
-0.8% |
5,978.0 |
High |
5,936.0 |
5,891.5 |
-44.5 |
-0.7% |
6,010.0 |
Low |
5,819.5 |
5,830.5 |
11.0 |
0.2% |
5,757.0 |
Close |
5,863.5 |
5,873.0 |
9.5 |
0.2% |
5,902.5 |
Range |
116.5 |
61.0 |
-55.5 |
-47.6% |
253.0 |
ATR |
98.2 |
95.6 |
-2.7 |
-2.7% |
0.0 |
Volume |
71,492 |
68,991 |
-2,501 |
-3.5% |
483,259 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,048.0 |
6,021.5 |
5,906.5 |
|
R3 |
5,987.0 |
5,960.5 |
5,890.0 |
|
R2 |
5,926.0 |
5,926.0 |
5,884.0 |
|
R1 |
5,899.5 |
5,899.5 |
5,878.5 |
5,913.0 |
PP |
5,865.0 |
5,865.0 |
5,865.0 |
5,871.5 |
S1 |
5,838.5 |
5,838.5 |
5,867.5 |
5,852.0 |
S2 |
5,804.0 |
5,804.0 |
5,862.0 |
|
S3 |
5,743.0 |
5,777.5 |
5,856.0 |
|
S4 |
5,682.0 |
5,716.5 |
5,839.5 |
|
|
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 |
5,983.0 |
5,757.0 |
226.0 |
3.8% |
102.5 |
1.7% |
51% |
False |
False |
93,159 |
10 |
6,012.5 |
5,757.0 |
255.5 |
4.4% |
84.0 |
1.4% |
45% |
False |
False |
83,516 |
20 |
6,012.5 |
5,739.5 |
273.0 |
4.6% |
89.0 |
1.5% |
49% |
False |
False |
88,656 |
40 |
6,114.0 |
5,739.5 |
374.5 |
6.4% |
95.0 |
1.6% |
36% |
False |
False |
81,896 |
60 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
74.5 |
1.3% |
27% |
False |
False |
54,604 |
80 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
59.5 |
1.0% |
27% |
False |
False |
40,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,151.0 |
2.618 |
6,051.0 |
1.618 |
5,990.0 |
1.000 |
5,952.5 |
0.618 |
5,929.0 |
HIGH |
5,891.5 |
0.618 |
5,868.0 |
0.500 |
5,861.0 |
0.382 |
5,854.0 |
LOW |
5,830.5 |
0.618 |
5,793.0 |
1.000 |
5,769.5 |
1.618 |
5,732.0 |
2.618 |
5,671.0 |
4.250 |
5,571.0 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,869.0 |
5,878.0 |
PP |
5,865.0 |
5,876.0 |
S1 |
5,861.0 |
5,874.5 |
|