Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,890.81 |
1,900.74 |
9.93 |
0.5% |
1,898.62 |
High |
1,911.77 |
1,908.19 |
-3.58 |
-0.2% |
1,929.66 |
Low |
1,884.40 |
1,890.22 |
5.82 |
0.3% |
1,874.09 |
Close |
1,900.76 |
1,907.79 |
7.03 |
0.4% |
1,929.64 |
Range |
27.37 |
17.97 |
-9.40 |
-34.3% |
55.57 |
ATR |
28.31 |
27.57 |
-0.74 |
-2.6% |
0.00 |
Volume |
6,490 |
6,446 |
-44 |
-0.7% |
32,633 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.98 |
1,949.85 |
1,917.67 |
|
R3 |
1,938.01 |
1,931.88 |
1,912.73 |
|
R2 |
1,920.04 |
1,920.04 |
1,911.08 |
|
R1 |
1,913.91 |
1,913.91 |
1,909.44 |
1,916.98 |
PP |
1,902.07 |
1,902.07 |
1,902.07 |
1,903.60 |
S1 |
1,895.94 |
1,895.94 |
1,906.14 |
1,899.01 |
S2 |
1,884.10 |
1,884.10 |
1,904.50 |
|
S3 |
1,866.13 |
1,877.97 |
1,902.85 |
|
S4 |
1,848.16 |
1,860.00 |
1,897.91 |
|
|
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 |
1,884.40 |
47.76 |
2.5% |
26.35 |
1.4% |
49% |
False |
False |
6,574 |
10 |
1,932.16 |
1,874.09 |
58.07 |
3.0% |
26.60 |
1.4% |
58% |
False |
False |
6,520 |
20 |
1,959.31 |
1,849.22 |
110.09 |
5.8% |
27.96 |
1.5% |
53% |
False |
False |
6,579 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.4% |
28.48 |
1.5% |
41% |
False |
False |
6,836 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
34.27 |
1.8% |
26% |
False |
False |
6,648 |
80 |
2,070.48 |
1,748.41 |
322.07 |
16.9% |
30.32 |
1.6% |
49% |
False |
False |
6,638 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.8% |
28.80 |
1.5% |
59% |
False |
False |
6,450 |
120 |
2,070.48 |
1,671.36 |
399.12 |
20.9% |
27.51 |
1.4% |
59% |
False |
False |
6,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,984.56 |
2.618 |
1,955.24 |
1.618 |
1,937.27 |
1.000 |
1,926.16 |
0.618 |
1,919.30 |
HIGH |
1,908.19 |
0.618 |
1,901.33 |
0.500 |
1,899.21 |
0.382 |
1,897.08 |
LOW |
1,890.22 |
0.618 |
1,879.11 |
1.000 |
1,872.25 |
1.618 |
1,861.14 |
2.618 |
1,843.17 |
4.250 |
1,813.85 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,904.93 |
1,906.70 |
PP |
1,902.07 |
1,905.60 |
S1 |
1,899.21 |
1,904.51 |
|