Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,907.85 |
1,898.24 |
-9.61 |
-0.5% |
1,929.62 |
High |
1,912.42 |
1,916.95 |
4.53 |
0.2% |
1,932.16 |
Low |
1,897.85 |
1,897.72 |
-0.13 |
0.0% |
1,884.40 |
Close |
1,898.30 |
1,903.72 |
5.42 |
0.3% |
1,898.30 |
Range |
14.57 |
19.23 |
4.66 |
32.0% |
47.76 |
ATR |
26.64 |
26.11 |
-0.53 |
-2.0% |
0.00 |
Volume |
6,733 |
7,731 |
998 |
14.8% |
32,916 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.82 |
1,953.00 |
1,914.30 |
|
R3 |
1,944.59 |
1,933.77 |
1,909.01 |
|
R2 |
1,925.36 |
1,925.36 |
1,907.25 |
|
R1 |
1,914.54 |
1,914.54 |
1,905.48 |
1,919.95 |
PP |
1,906.13 |
1,906.13 |
1,906.13 |
1,908.84 |
S1 |
1,895.31 |
1,895.31 |
1,901.96 |
1,900.72 |
S2 |
1,886.90 |
1,886.90 |
1,900.19 |
|
S3 |
1,867.67 |
1,876.08 |
1,898.43 |
|
S4 |
1,848.44 |
1,856.85 |
1,893.14 |
|
|
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 |
1,924.62 |
1,884.40 |
40.22 |
2.1% |
23.14 |
1.2% |
48% |
False |
False |
6,750 |
10 |
1,932.16 |
1,874.09 |
58.07 |
3.1% |
24.64 |
1.3% |
51% |
False |
False |
6,686 |
20 |
1,932.16 |
1,849.22 |
82.94 |
4.4% |
25.57 |
1.3% |
66% |
False |
False |
6,611 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
27.44 |
1.4% |
38% |
False |
False |
6,870 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
33.72 |
1.8% |
25% |
False |
False |
6,664 |
80 |
2,070.48 |
1,759.10 |
311.38 |
16.4% |
30.37 |
1.6% |
46% |
False |
False |
6,663 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
28.77 |
1.5% |
58% |
False |
False |
6,472 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
27.39 |
1.4% |
58% |
False |
False |
6,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,998.68 |
2.618 |
1,967.29 |
1.618 |
1,948.06 |
1.000 |
1,936.18 |
0.618 |
1,928.83 |
HIGH |
1,916.95 |
0.618 |
1,909.60 |
0.500 |
1,907.34 |
0.382 |
1,905.07 |
LOW |
1,897.72 |
0.618 |
1,885.84 |
1.000 |
1,878.49 |
1.618 |
1,866.61 |
2.618 |
1,847.38 |
4.250 |
1,815.99 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,907.34 |
1,903.68 |
PP |
1,906.13 |
1,903.63 |
S1 |
1,904.93 |
1,903.59 |
|