Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
5,863.5 |
5,715.0 |
-148.5 |
-2.5% |
5,978.0 |
High |
5,890.5 |
5,784.5 |
-106.0 |
-1.8% |
6,010.0 |
Low |
5,729.0 |
5,689.0 |
-40.0 |
-0.7% |
5,757.0 |
Close |
5,745.0 |
5,763.0 |
18.0 |
0.3% |
5,902.5 |
Range |
161.5 |
95.5 |
-66.0 |
-40.9% |
253.0 |
ATR |
100.3 |
99.9 |
-0.3 |
-0.3% |
0.0 |
Volume |
102,536 |
80,881 |
-21,655 |
-21.1% |
483,259 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,032.0 |
5,993.0 |
5,815.5 |
|
R3 |
5,936.5 |
5,897.5 |
5,789.5 |
|
R2 |
5,841.0 |
5,841.0 |
5,780.5 |
|
R1 |
5,802.0 |
5,802.0 |
5,772.0 |
5,821.5 |
PP |
5,745.5 |
5,745.5 |
5,745.5 |
5,755.0 |
S1 |
5,706.5 |
5,706.5 |
5,754.0 |
5,726.0 |
S2 |
5,650.0 |
5,650.0 |
5,745.5 |
|
S3 |
5,554.5 |
5,611.0 |
5,736.5 |
|
S4 |
5,459.0 |
5,515.5 |
5,710.5 |
|
|
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 |
5,936.0 |
5,689.0 |
247.0 |
4.3% |
102.5 |
1.8% |
30% |
False |
True |
87,460 |
10 |
6,012.5 |
5,689.0 |
323.5 |
5.6% |
94.5 |
1.6% |
23% |
False |
True |
87,074 |
20 |
6,012.5 |
5,689.0 |
323.5 |
5.6% |
91.0 |
1.6% |
23% |
False |
True |
86,831 |
40 |
6,097.5 |
5,689.0 |
408.5 |
7.1% |
98.0 |
1.7% |
18% |
False |
True |
86,339 |
60 |
6,228.0 |
5,689.0 |
539.0 |
9.4% |
79.0 |
1.4% |
14% |
False |
True |
57,661 |
80 |
6,240.5 |
5,689.0 |
551.5 |
9.6% |
62.5 |
1.1% |
13% |
False |
True |
43,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,190.5 |
2.618 |
6,034.5 |
1.618 |
5,939.0 |
1.000 |
5,880.0 |
0.618 |
5,843.5 |
HIGH |
5,784.5 |
0.618 |
5,748.0 |
0.500 |
5,737.0 |
0.382 |
5,725.5 |
LOW |
5,689.0 |
0.618 |
5,630.0 |
1.000 |
5,593.5 |
1.618 |
5,534.5 |
2.618 |
5,439.0 |
4.250 |
5,283.0 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,754.0 |
5,790.0 |
PP |
5,745.5 |
5,781.0 |
S1 |
5,737.0 |
5,772.0 |
|