Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,903.75 |
1,902.28 |
-1.47 |
-0.1% |
1,898.24 |
High |
1,913.61 |
1,907.14 |
-6.47 |
-0.3% |
1,929.99 |
Low |
1,895.85 |
1,894.36 |
-1.49 |
-0.1% |
1,895.85 |
Close |
1,901.30 |
1,901.67 |
0.37 |
0.0% |
1,901.30 |
Range |
17.76 |
12.78 |
-4.98 |
-28.0% |
34.14 |
ATR |
25.10 |
24.22 |
-0.88 |
-3.5% |
0.00 |
Volume |
7,709 |
7,076 |
-633 |
-8.2% |
38,455 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.40 |
1,933.31 |
1,908.70 |
|
R3 |
1,926.62 |
1,920.53 |
1,905.18 |
|
R2 |
1,913.84 |
1,913.84 |
1,904.01 |
|
R1 |
1,907.75 |
1,907.75 |
1,902.84 |
1,904.41 |
PP |
1,901.06 |
1,901.06 |
1,901.06 |
1,899.38 |
S1 |
1,894.97 |
1,894.97 |
1,900.50 |
1,891.63 |
S2 |
1,888.28 |
1,888.28 |
1,899.33 |
|
S3 |
1,875.50 |
1,882.19 |
1,898.16 |
|
S4 |
1,862.72 |
1,869.41 |
1,894.64 |
|
|
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 |
1,894.36 |
35.63 |
1.9% |
20.24 |
1.1% |
21% |
False |
True |
7,560 |
10 |
1,929.99 |
1,884.40 |
45.59 |
2.4% |
21.69 |
1.1% |
38% |
False |
False |
7,155 |
20 |
1,932.16 |
1,874.09 |
58.07 |
3.1% |
23.37 |
1.2% |
47% |
False |
False |
6,862 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
25.24 |
1.3% |
37% |
False |
False |
6,949 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
32.57 |
1.7% |
24% |
False |
False |
6,732 |
80 |
2,070.48 |
1,774.87 |
295.61 |
15.5% |
30.58 |
1.6% |
43% |
False |
False |
6,744 |
100 |
2,070.48 |
1,692.92 |
377.56 |
19.9% |
28.30 |
1.5% |
55% |
False |
False |
6,569 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
27.27 |
1.4% |
58% |
False |
False |
6,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.46 |
2.618 |
1,940.60 |
1.618 |
1,927.82 |
1.000 |
1,919.92 |
0.618 |
1,915.04 |
HIGH |
1,907.14 |
0.618 |
1,902.26 |
0.500 |
1,900.75 |
0.382 |
1,899.24 |
LOW |
1,894.36 |
0.618 |
1,886.46 |
1.000 |
1,881.58 |
1.618 |
1,873.68 |
2.618 |
1,860.90 |
4.250 |
1,840.05 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,901.36 |
1,909.93 |
PP |
1,901.06 |
1,907.17 |
S1 |
1,900.75 |
1,904.42 |
|