Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,929.62 |
1,922.09 |
-7.53 |
-0.4% |
1,898.62 |
High |
1,932.16 |
1,924.62 |
-7.54 |
-0.4% |
1,929.66 |
Low |
1,919.12 |
1,888.07 |
-31.05 |
-1.6% |
1,874.09 |
Close |
1,922.13 |
1,890.72 |
-31.41 |
-1.6% |
1,929.64 |
Range |
13.04 |
36.55 |
23.51 |
180.3% |
55.57 |
ATR |
27.75 |
28.38 |
0.63 |
2.3% |
0.00 |
Volume |
6,895 |
6,352 |
-543 |
-7.9% |
32,633 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.79 |
1,987.30 |
1,910.82 |
|
R3 |
1,974.24 |
1,950.75 |
1,900.77 |
|
R2 |
1,937.69 |
1,937.69 |
1,897.42 |
|
R1 |
1,914.20 |
1,914.20 |
1,894.07 |
1,907.67 |
PP |
1,901.14 |
1,901.14 |
1,901.14 |
1,897.87 |
S1 |
1,877.65 |
1,877.65 |
1,887.37 |
1,871.12 |
S2 |
1,864.59 |
1,864.59 |
1,884.02 |
|
S3 |
1,828.04 |
1,841.10 |
1,880.67 |
|
S4 |
1,791.49 |
1,804.55 |
1,870.62 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,077.84 |
2,059.31 |
1,960.20 |
|
R3 |
2,022.27 |
2,003.74 |
1,944.92 |
|
R2 |
1,966.70 |
1,966.70 |
1,939.83 |
|
R1 |
1,948.17 |
1,948.17 |
1,934.73 |
1,957.44 |
PP |
1,911.13 |
1,911.13 |
1,911.13 |
1,915.76 |
S1 |
1,892.60 |
1,892.60 |
1,924.55 |
1,901.87 |
S2 |
1,855.56 |
1,855.56 |
1,919.45 |
|
S3 |
1,799.99 |
1,837.03 |
1,914.36 |
|
S4 |
1,744.42 |
1,781.46 |
1,899.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,932.16 |
1,874.09 |
58.07 |
3.1% |
25.09 |
1.3% |
29% |
False |
False |
6,653 |
10 |
1,932.16 |
1,874.09 |
58.07 |
3.1% |
26.54 |
1.4% |
29% |
False |
False |
6,552 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
28.01 |
1.5% |
34% |
False |
False |
6,654 |
40 |
2,005.80 |
1,849.22 |
156.58 |
8.3% |
30.06 |
1.6% |
27% |
False |
False |
6,787 |
60 |
2,070.48 |
1,840.66 |
229.82 |
12.2% |
34.56 |
1.8% |
22% |
False |
False |
6,658 |
80 |
2,070.48 |
1,748.41 |
322.07 |
17.0% |
30.11 |
1.6% |
44% |
False |
False |
6,630 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.0% |
28.74 |
1.5% |
55% |
False |
False |
6,430 |
120 |
2,070.48 |
1,671.36 |
399.12 |
21.1% |
27.58 |
1.5% |
55% |
False |
False |
6,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,079.96 |
2.618 |
2,020.31 |
1.618 |
1,983.76 |
1.000 |
1,961.17 |
0.618 |
1,947.21 |
HIGH |
1,924.62 |
0.618 |
1,910.66 |
0.500 |
1,906.35 |
0.382 |
1,902.03 |
LOW |
1,888.07 |
0.618 |
1,865.48 |
1.000 |
1,851.52 |
1.618 |
1,828.93 |
2.618 |
1,792.38 |
4.250 |
1,732.73 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,906.35 |
1,910.12 |
PP |
1,901.14 |
1,903.65 |
S1 |
1,895.93 |
1,897.19 |
|