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 |
1,911.5 |
1,920.7 |
9.2 |
0.5% |
1,942.4 |
High |
1,920.7 |
1,926.2 |
5.5 |
0.3% |
1,945.6 |
Low |
1,900.5 |
1,908.8 |
8.3 |
0.4% |
1,892.8 |
Close |
1,916.6 |
1,914.0 |
-2.6 |
-0.1% |
1,914.0 |
Range |
20.2 |
17.4 |
-2.8 |
-13.9% |
52.8 |
ATR |
31.9 |
30.9 |
-1.0 |
-3.2% |
0.0 |
Volume |
3,285 |
3,174 |
-111 |
-3.4% |
17,995 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.5 |
1,958.7 |
1,923.6 |
|
R3 |
1,951.1 |
1,941.3 |
1,918.8 |
|
R2 |
1,933.7 |
1,933.7 |
1,917.2 |
|
R1 |
1,923.9 |
1,923.9 |
1,915.6 |
1,920.1 |
PP |
1,916.3 |
1,916.3 |
1,916.3 |
1,914.5 |
S1 |
1,906.5 |
1,906.5 |
1,912.4 |
1,902.7 |
S2 |
1,898.9 |
1,898.9 |
1,910.8 |
|
S3 |
1,881.5 |
1,889.1 |
1,909.2 |
|
S4 |
1,864.1 |
1,871.7 |
1,904.4 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.9 |
2,047.7 |
1,943.0 |
|
R3 |
2,023.1 |
1,994.9 |
1,928.5 |
|
R2 |
1,970.3 |
1,970.3 |
1,923.7 |
|
R1 |
1,942.1 |
1,942.1 |
1,918.8 |
1,929.8 |
PP |
1,917.5 |
1,917.5 |
1,917.5 |
1,911.3 |
S1 |
1,889.3 |
1,889.3 |
1,909.2 |
1,877.0 |
S2 |
1,864.7 |
1,864.7 |
1,904.3 |
|
S3 |
1,811.9 |
1,836.5 |
1,899.5 |
|
S4 |
1,759.1 |
1,783.7 |
1,885.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,945.6 |
1,892.8 |
52.8 |
2.8% |
24.9 |
1.3% |
40% |
False |
False |
3,599 |
10 |
1,945.6 |
1,884.0 |
61.6 |
3.2% |
28.6 |
1.5% |
49% |
False |
False |
4,568 |
20 |
1,969.6 |
1,858.1 |
111.5 |
5.8% |
31.4 |
1.6% |
50% |
False |
False |
3,712 |
40 |
2,008.2 |
1,858.1 |
150.1 |
7.8% |
32.6 |
1.7% |
37% |
False |
False |
3,155 |
60 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
38.6 |
2.0% |
23% |
False |
False |
3,609 |
80 |
2,099.2 |
1,778.8 |
320.4 |
16.7% |
34.7 |
1.8% |
42% |
False |
False |
3,262 |
100 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
33.0 |
1.7% |
54% |
False |
False |
2,966 |
120 |
2,099.2 |
1,689.2 |
410.0 |
21.4% |
30.8 |
1.6% |
55% |
False |
False |
2,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.2 |
2.618 |
1,971.8 |
1.618 |
1,954.4 |
1.000 |
1,943.6 |
0.618 |
1,937.0 |
HIGH |
1,926.2 |
0.618 |
1,919.6 |
0.500 |
1,917.5 |
0.382 |
1,915.4 |
LOW |
1,908.8 |
0.618 |
1,898.0 |
1.000 |
1,891.4 |
1.618 |
1,880.6 |
2.618 |
1,863.2 |
4.250 |
1,834.9 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,917.5 |
1,912.5 |
PP |
1,916.3 |
1,911.0 |
S1 |
1,915.2 |
1,909.5 |
|