Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,898.24 |
1,903.80 |
5.56 |
0.3% |
1,929.62 |
High |
1,916.95 |
1,913.60 |
-3.35 |
-0.2% |
1,932.16 |
Low |
1,897.72 |
1,895.92 |
-1.80 |
-0.1% |
1,884.40 |
Close |
1,903.72 |
1,906.94 |
3.22 |
0.2% |
1,898.30 |
Range |
19.23 |
17.68 |
-1.55 |
-8.1% |
47.76 |
ATR |
26.11 |
25.51 |
-0.60 |
-2.3% |
0.00 |
Volume |
7,731 |
7,567 |
-164 |
-2.1% |
32,916 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,958.53 |
1,950.41 |
1,916.66 |
|
R3 |
1,940.85 |
1,932.73 |
1,911.80 |
|
R2 |
1,923.17 |
1,923.17 |
1,910.18 |
|
R1 |
1,915.05 |
1,915.05 |
1,908.56 |
1,919.11 |
PP |
1,905.49 |
1,905.49 |
1,905.49 |
1,907.52 |
S1 |
1,897.37 |
1,897.37 |
1,905.32 |
1,901.43 |
S2 |
1,887.81 |
1,887.81 |
1,903.70 |
|
S3 |
1,870.13 |
1,879.69 |
1,902.08 |
|
S4 |
1,852.45 |
1,862.01 |
1,897.22 |
|
|
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 |
1,916.95 |
1,884.40 |
32.55 |
1.7% |
19.36 |
1.0% |
69% |
False |
False |
6,993 |
10 |
1,932.16 |
1,874.09 |
58.07 |
3.0% |
22.23 |
1.2% |
57% |
False |
False |
6,823 |
20 |
1,932.16 |
1,849.22 |
82.94 |
4.3% |
25.35 |
1.3% |
70% |
False |
False |
6,638 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.4% |
27.34 |
1.4% |
41% |
False |
False |
6,886 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
32.93 |
1.7% |
26% |
False |
False |
6,681 |
80 |
2,070.48 |
1,759.10 |
311.38 |
16.3% |
30.36 |
1.6% |
47% |
False |
False |
6,682 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
28.75 |
1.5% |
59% |
False |
False |
6,490 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
27.40 |
1.4% |
59% |
False |
False |
6,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.74 |
2.618 |
1,959.89 |
1.618 |
1,942.21 |
1.000 |
1,931.28 |
0.618 |
1,924.53 |
HIGH |
1,913.60 |
0.618 |
1,906.85 |
0.500 |
1,904.76 |
0.382 |
1,902.67 |
LOW |
1,895.92 |
0.618 |
1,884.99 |
1.000 |
1,878.24 |
1.618 |
1,867.31 |
2.618 |
1,849.63 |
4.250 |
1,820.78 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,906.21 |
1,906.77 |
PP |
1,905.49 |
1,906.60 |
S1 |
1,904.76 |
1,906.44 |
|