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 |
1,912.7 |
1,913.3 |
0.6 |
0.0% |
1,942.4 |
High |
1,930.8 |
1,925.0 |
-5.8 |
-0.3% |
1,945.6 |
Low |
1,908.5 |
1,904.4 |
-4.1 |
-0.2% |
1,892.8 |
Close |
1,919.3 |
1,922.9 |
3.6 |
0.2% |
1,914.0 |
Range |
22.3 |
20.6 |
-1.7 |
-7.6% |
52.8 |
ATR |
30.3 |
29.6 |
-0.7 |
-2.3% |
0.0 |
Volume |
4,533 |
4,824 |
291 |
6.4% |
17,995 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.2 |
1,971.7 |
1,934.2 |
|
R3 |
1,958.6 |
1,951.1 |
1,928.6 |
|
R2 |
1,938.0 |
1,938.0 |
1,926.7 |
|
R1 |
1,930.5 |
1,930.5 |
1,924.8 |
1,934.3 |
PP |
1,917.4 |
1,917.4 |
1,917.4 |
1,919.3 |
S1 |
1,909.9 |
1,909.9 |
1,921.0 |
1,913.7 |
S2 |
1,896.8 |
1,896.8 |
1,919.1 |
|
S3 |
1,876.2 |
1,889.3 |
1,917.2 |
|
S4 |
1,855.6 |
1,868.7 |
1,911.6 |
|
|
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 |
1,930.8 |
1,892.8 |
38.0 |
2.0% |
22.6 |
1.2% |
79% |
False |
False |
3,628 |
10 |
1,945.6 |
1,884.0 |
61.6 |
3.2% |
24.9 |
1.3% |
63% |
False |
False |
4,919 |
20 |
1,945.6 |
1,858.1 |
87.5 |
4.6% |
28.5 |
1.5% |
74% |
False |
False |
3,874 |
40 |
2,008.2 |
1,858.1 |
150.1 |
7.8% |
31.6 |
1.6% |
43% |
False |
False |
3,294 |
60 |
2,099.2 |
1,858.1 |
241.1 |
12.5% |
38.2 |
2.0% |
27% |
False |
False |
3,549 |
80 |
2,099.2 |
1,795.6 |
303.6 |
15.8% |
34.7 |
1.8% |
42% |
False |
False |
3,349 |
100 |
2,099.2 |
1,698.4 |
400.8 |
20.8% |
33.0 |
1.7% |
56% |
False |
False |
3,019 |
120 |
2,099.2 |
1,689.2 |
410.0 |
21.3% |
30.7 |
1.6% |
57% |
False |
False |
2,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.6 |
2.618 |
1,978.9 |
1.618 |
1,958.3 |
1.000 |
1,945.6 |
0.618 |
1,937.7 |
HIGH |
1,925.0 |
0.618 |
1,917.1 |
0.500 |
1,914.7 |
0.382 |
1,912.3 |
LOW |
1,904.4 |
0.618 |
1,891.7 |
1.000 |
1,883.8 |
1.618 |
1,871.1 |
2.618 |
1,850.5 |
4.250 |
1,816.9 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,920.2 |
1,921.1 |
PP |
1,917.4 |
1,919.4 |
S1 |
1,914.7 |
1,917.6 |
|