Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,900.74 |
1,907.85 |
7.11 |
0.4% |
1,929.62 |
High |
1,908.19 |
1,912.42 |
4.23 |
0.2% |
1,932.16 |
Low |
1,890.22 |
1,897.85 |
7.63 |
0.4% |
1,884.40 |
Close |
1,907.79 |
1,898.30 |
-9.49 |
-0.5% |
1,898.30 |
Range |
17.97 |
14.57 |
-3.40 |
-18.9% |
47.76 |
ATR |
27.57 |
26.64 |
-0.93 |
-3.4% |
0.00 |
Volume |
6,446 |
6,733 |
287 |
4.5% |
32,916 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,946.57 |
1,937.00 |
1,906.31 |
|
R3 |
1,932.00 |
1,922.43 |
1,902.31 |
|
R2 |
1,917.43 |
1,917.43 |
1,900.97 |
|
R1 |
1,907.86 |
1,907.86 |
1,899.64 |
1,905.36 |
PP |
1,902.86 |
1,902.86 |
1,902.86 |
1,901.61 |
S1 |
1,893.29 |
1,893.29 |
1,896.96 |
1,890.79 |
S2 |
1,888.29 |
1,888.29 |
1,895.63 |
|
S3 |
1,873.72 |
1,878.72 |
1,894.29 |
|
S4 |
1,859.15 |
1,864.15 |
1,890.29 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.23 |
2,021.03 |
1,924.57 |
|
R3 |
2,000.47 |
1,973.27 |
1,911.43 |
|
R2 |
1,952.71 |
1,952.71 |
1,907.06 |
|
R1 |
1,925.51 |
1,925.51 |
1,902.68 |
1,915.23 |
PP |
1,904.95 |
1,904.95 |
1,904.95 |
1,899.82 |
S1 |
1,877.75 |
1,877.75 |
1,893.92 |
1,867.47 |
S2 |
1,857.19 |
1,857.19 |
1,889.54 |
|
S3 |
1,809.43 |
1,829.99 |
1,885.17 |
|
S4 |
1,761.67 |
1,782.23 |
1,872.03 |
|
|
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% |
21.90 |
1.2% |
29% |
False |
False |
6,583 |
10 |
1,932.16 |
1,874.09 |
58.07 |
3.1% |
25.61 |
1.3% |
42% |
False |
False |
6,554 |
20 |
1,954.28 |
1,849.22 |
105.06 |
5.5% |
27.91 |
1.5% |
47% |
False |
False |
6,560 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
27.84 |
1.5% |
35% |
False |
False |
6,848 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.7% |
34.15 |
1.8% |
22% |
False |
False |
6,645 |
80 |
2,070.48 |
1,759.10 |
311.38 |
16.4% |
30.22 |
1.6% |
45% |
False |
False |
6,645 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
28.73 |
1.5% |
57% |
False |
False |
6,463 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
27.37 |
1.4% |
57% |
False |
False |
6,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,974.34 |
2.618 |
1,950.56 |
1.618 |
1,935.99 |
1.000 |
1,926.99 |
0.618 |
1,921.42 |
HIGH |
1,912.42 |
0.618 |
1,906.85 |
0.500 |
1,905.14 |
0.382 |
1,903.42 |
LOW |
1,897.85 |
0.618 |
1,888.85 |
1.000 |
1,883.28 |
1.618 |
1,874.28 |
2.618 |
1,859.71 |
4.250 |
1,835.93 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,905.14 |
1,898.41 |
PP |
1,902.86 |
1,898.37 |
S1 |
1,900.58 |
1,898.34 |
|