Trading Metrics calculated at close of trading on 14-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,922.09 |
1,890.81 |
-31.28 |
-1.6% |
1,898.62 |
High |
1,924.62 |
1,911.77 |
-12.85 |
-0.7% |
1,929.66 |
Low |
1,888.07 |
1,884.40 |
-3.67 |
-0.2% |
1,874.09 |
Close |
1,890.72 |
1,900.76 |
10.04 |
0.5% |
1,929.64 |
Range |
36.55 |
27.37 |
-9.18 |
-25.1% |
55.57 |
ATR |
28.38 |
28.31 |
-0.07 |
-0.3% |
0.00 |
Volume |
6,352 |
6,490 |
138 |
2.2% |
32,633 |
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.09 |
1,968.29 |
1,915.81 |
|
R3 |
1,953.72 |
1,940.92 |
1,908.29 |
|
R2 |
1,926.35 |
1,926.35 |
1,905.78 |
|
R1 |
1,913.55 |
1,913.55 |
1,903.27 |
1,919.95 |
PP |
1,898.98 |
1,898.98 |
1,898.98 |
1,902.18 |
S1 |
1,886.18 |
1,886.18 |
1,898.25 |
1,892.58 |
S2 |
1,871.61 |
1,871.61 |
1,895.74 |
|
S3 |
1,844.24 |
1,858.81 |
1,893.23 |
|
S4 |
1,816.87 |
1,831.44 |
1,885.71 |
|
|
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 |
1,882.40 |
49.76 |
2.6% |
26.03 |
1.4% |
37% |
False |
False |
6,651 |
10 |
1,932.16 |
1,874.09 |
58.07 |
3.1% |
27.40 |
1.4% |
46% |
False |
False |
6,563 |
20 |
1,960.03 |
1,849.22 |
110.81 |
5.8% |
28.34 |
1.5% |
47% |
False |
False |
6,610 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
28.74 |
1.5% |
36% |
False |
False |
6,810 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
34.51 |
1.8% |
23% |
False |
False |
6,653 |
80 |
2,070.48 |
1,748.41 |
322.07 |
16.9% |
30.24 |
1.6% |
47% |
False |
False |
6,633 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
28.81 |
1.5% |
57% |
False |
False |
6,440 |
120 |
2,070.48 |
1,671.36 |
399.12 |
21.0% |
27.68 |
1.5% |
57% |
False |
False |
6,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.09 |
2.618 |
1,983.42 |
1.618 |
1,956.05 |
1.000 |
1,939.14 |
0.618 |
1,928.68 |
HIGH |
1,911.77 |
0.618 |
1,901.31 |
0.500 |
1,898.09 |
0.382 |
1,894.86 |
LOW |
1,884.40 |
0.618 |
1,867.49 |
1.000 |
1,857.03 |
1.618 |
1,840.12 |
2.618 |
1,812.75 |
4.250 |
1,768.08 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,899.87 |
1,908.28 |
PP |
1,898.98 |
1,905.77 |
S1 |
1,898.09 |
1,903.27 |
|