Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,924.32 |
1,903.75 |
-20.57 |
-1.1% |
1,898.24 |
High |
1,925.49 |
1,913.61 |
-11.88 |
-0.6% |
1,929.99 |
Low |
1,895.86 |
1,895.85 |
-0.01 |
0.0% |
1,895.85 |
Close |
1,903.68 |
1,901.30 |
-2.38 |
-0.1% |
1,901.30 |
Range |
29.63 |
17.76 |
-11.87 |
-40.1% |
34.14 |
ATR |
25.66 |
25.10 |
-0.56 |
-2.2% |
0.00 |
Volume |
7,700 |
7,709 |
9 |
0.1% |
38,455 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.87 |
1,946.84 |
1,911.07 |
|
R3 |
1,939.11 |
1,929.08 |
1,906.18 |
|
R2 |
1,921.35 |
1,921.35 |
1,904.56 |
|
R1 |
1,911.32 |
1,911.32 |
1,902.93 |
1,907.46 |
PP |
1,903.59 |
1,903.59 |
1,903.59 |
1,901.65 |
S1 |
1,893.56 |
1,893.56 |
1,899.67 |
1,889.70 |
S2 |
1,885.83 |
1,885.83 |
1,898.04 |
|
S3 |
1,868.07 |
1,875.80 |
1,896.42 |
|
S4 |
1,850.31 |
1,858.04 |
1,891.53 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.47 |
1,990.52 |
1,920.08 |
|
R3 |
1,977.33 |
1,956.38 |
1,910.69 |
|
R2 |
1,943.19 |
1,943.19 |
1,907.56 |
|
R1 |
1,922.24 |
1,922.24 |
1,904.43 |
1,932.72 |
PP |
1,909.05 |
1,909.05 |
1,909.05 |
1,914.28 |
S1 |
1,888.10 |
1,888.10 |
1,898.17 |
1,898.58 |
S2 |
1,874.91 |
1,874.91 |
1,895.04 |
|
S3 |
1,840.77 |
1,853.96 |
1,891.91 |
|
S4 |
1,806.63 |
1,819.82 |
1,882.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,929.99 |
1,895.85 |
34.14 |
1.8% |
21.53 |
1.1% |
16% |
False |
True |
7,691 |
10 |
1,932.16 |
1,884.40 |
47.76 |
2.5% |
21.71 |
1.1% |
35% |
False |
False |
7,137 |
20 |
1,932.16 |
1,850.83 |
81.33 |
4.3% |
24.31 |
1.3% |
62% |
False |
False |
6,834 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
25.40 |
1.3% |
37% |
False |
False |
6,956 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
32.74 |
1.7% |
24% |
False |
False |
6,726 |
80 |
2,070.48 |
1,770.76 |
299.72 |
15.8% |
30.61 |
1.6% |
44% |
False |
False |
6,747 |
100 |
2,070.48 |
1,678.27 |
392.21 |
20.6% |
28.39 |
1.5% |
57% |
False |
False |
6,552 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
27.31 |
1.4% |
57% |
False |
False |
6,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.09 |
2.618 |
1,960.11 |
1.618 |
1,942.35 |
1.000 |
1,931.37 |
0.618 |
1,924.59 |
HIGH |
1,913.61 |
0.618 |
1,906.83 |
0.500 |
1,904.73 |
0.382 |
1,902.63 |
LOW |
1,895.85 |
0.618 |
1,884.87 |
1.000 |
1,878.09 |
1.618 |
1,867.11 |
2.618 |
1,849.35 |
4.250 |
1,820.37 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,904.73 |
1,912.92 |
PP |
1,903.59 |
1,909.05 |
S1 |
1,902.44 |
1,905.17 |
|