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 |
1,920.7 |
1,912.7 |
-8.0 |
-0.4% |
1,942.4 |
High |
1,926.2 |
1,930.8 |
4.6 |
0.2% |
1,945.6 |
Low |
1,908.8 |
1,908.5 |
-0.3 |
0.0% |
1,892.8 |
Close |
1,914.0 |
1,919.3 |
5.3 |
0.3% |
1,914.0 |
Range |
17.4 |
22.3 |
4.9 |
28.2% |
52.8 |
ATR |
30.9 |
30.3 |
-0.6 |
-2.0% |
0.0 |
Volume |
3,174 |
4,533 |
1,359 |
42.8% |
17,995 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.4 |
1,975.2 |
1,931.6 |
|
R3 |
1,964.1 |
1,952.9 |
1,925.4 |
|
R2 |
1,941.8 |
1,941.8 |
1,923.4 |
|
R1 |
1,930.6 |
1,930.6 |
1,921.3 |
1,936.2 |
PP |
1,919.5 |
1,919.5 |
1,919.5 |
1,922.4 |
S1 |
1,908.3 |
1,908.3 |
1,917.3 |
1,913.9 |
S2 |
1,897.2 |
1,897.2 |
1,915.2 |
|
S3 |
1,874.9 |
1,886.0 |
1,913.2 |
|
S4 |
1,852.6 |
1,863.7 |
1,907.0 |
|
|
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 |
1,937.8 |
1,892.8 |
45.0 |
2.3% |
26.5 |
1.4% |
59% |
False |
False |
3,903 |
10 |
1,945.6 |
1,884.0 |
61.6 |
3.2% |
27.5 |
1.4% |
57% |
False |
False |
4,729 |
20 |
1,945.6 |
1,858.1 |
87.5 |
4.6% |
28.7 |
1.5% |
70% |
False |
False |
3,728 |
40 |
2,008.2 |
1,858.1 |
150.1 |
7.8% |
32.1 |
1.7% |
41% |
False |
False |
3,232 |
60 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
38.6 |
2.0% |
25% |
False |
False |
3,605 |
80 |
2,099.2 |
1,778.8 |
320.4 |
16.7% |
34.8 |
1.8% |
44% |
False |
False |
3,301 |
100 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
33.0 |
1.7% |
55% |
False |
False |
3,000 |
120 |
2,099.2 |
1,689.2 |
410.0 |
21.4% |
30.9 |
1.6% |
56% |
False |
False |
2,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.6 |
2.618 |
1,989.2 |
1.618 |
1,966.9 |
1.000 |
1,953.1 |
0.618 |
1,944.6 |
HIGH |
1,930.8 |
0.618 |
1,922.3 |
0.500 |
1,919.7 |
0.382 |
1,917.0 |
LOW |
1,908.5 |
0.618 |
1,894.7 |
1.000 |
1,886.2 |
1.618 |
1,872.4 |
2.618 |
1,850.1 |
4.250 |
1,813.7 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,919.7 |
1,918.1 |
PP |
1,919.5 |
1,916.9 |
S1 |
1,919.4 |
1,915.7 |
|