Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
5,856.5 |
5,863.5 |
7.0 |
0.1% |
5,978.0 |
High |
5,891.5 |
5,890.5 |
-1.0 |
0.0% |
6,010.0 |
Low |
5,830.5 |
5,729.0 |
-101.5 |
-1.7% |
5,757.0 |
Close |
5,873.0 |
5,745.0 |
-128.0 |
-2.2% |
5,902.5 |
Range |
61.0 |
161.5 |
100.5 |
164.8% |
253.0 |
ATR |
95.6 |
100.3 |
4.7 |
4.9% |
0.0 |
Volume |
68,991 |
102,536 |
33,545 |
48.6% |
483,259 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,272.5 |
6,170.5 |
5,834.0 |
|
R3 |
6,111.0 |
6,009.0 |
5,789.5 |
|
R2 |
5,949.5 |
5,949.5 |
5,774.5 |
|
R1 |
5,847.5 |
5,847.5 |
5,760.0 |
5,818.0 |
PP |
5,788.0 |
5,788.0 |
5,788.0 |
5,773.5 |
S1 |
5,686.0 |
5,686.0 |
5,730.0 |
5,656.0 |
S2 |
5,626.5 |
5,626.5 |
5,715.5 |
|
S3 |
5,465.0 |
5,524.5 |
5,700.5 |
|
S4 |
5,303.5 |
5,363.0 |
5,656.0 |
|
|
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 |
5,936.0 |
5,729.0 |
207.0 |
3.6% |
113.0 |
2.0% |
8% |
False |
True |
97,913 |
10 |
6,012.5 |
5,729.0 |
283.5 |
4.9% |
93.0 |
1.6% |
6% |
False |
True |
86,309 |
20 |
6,012.5 |
5,729.0 |
283.5 |
4.9% |
91.0 |
1.6% |
6% |
False |
True |
87,892 |
40 |
6,097.5 |
5,729.0 |
368.5 |
6.4% |
96.0 |
1.7% |
4% |
False |
True |
84,350 |
60 |
6,228.0 |
5,729.0 |
499.0 |
8.7% |
77.5 |
1.3% |
3% |
False |
True |
56,313 |
80 |
6,240.5 |
5,729.0 |
511.5 |
8.9% |
61.5 |
1.1% |
3% |
False |
True |
42,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,577.0 |
2.618 |
6,313.5 |
1.618 |
6,152.0 |
1.000 |
6,052.0 |
0.618 |
5,990.5 |
HIGH |
5,890.5 |
0.618 |
5,829.0 |
0.500 |
5,810.0 |
0.382 |
5,790.5 |
LOW |
5,729.0 |
0.618 |
5,629.0 |
1.000 |
5,567.5 |
1.618 |
5,467.5 |
2.618 |
5,306.0 |
4.250 |
5,042.5 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,810.0 |
5,832.5 |
PP |
5,788.0 |
5,803.5 |
S1 |
5,766.5 |
5,774.0 |
|