Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,913.3 |
1,917.8 |
4.5 |
0.2% |
1,942.4 |
High |
1,925.0 |
1,943.4 |
18.4 |
1.0% |
1,945.6 |
Low |
1,904.4 |
1,917.8 |
13.4 |
0.7% |
1,892.8 |
Close |
1,922.9 |
1,936.9 |
14.0 |
0.7% |
1,914.0 |
Range |
20.6 |
25.6 |
5.0 |
24.3% |
52.8 |
ATR |
29.6 |
29.3 |
-0.3 |
-1.0% |
0.0 |
Volume |
4,824 |
4,995 |
171 |
3.5% |
17,995 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.5 |
1,998.8 |
1,951.0 |
|
R3 |
1,983.9 |
1,973.2 |
1,943.9 |
|
R2 |
1,958.3 |
1,958.3 |
1,941.6 |
|
R1 |
1,947.6 |
1,947.6 |
1,939.2 |
1,953.0 |
PP |
1,932.7 |
1,932.7 |
1,932.7 |
1,935.4 |
S1 |
1,922.0 |
1,922.0 |
1,934.6 |
1,927.4 |
S2 |
1,907.1 |
1,907.1 |
1,932.2 |
|
S3 |
1,881.5 |
1,896.4 |
1,929.9 |
|
S4 |
1,855.9 |
1,870.8 |
1,922.8 |
|
|
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 |
1,943.4 |
1,900.5 |
42.9 |
2.2% |
21.2 |
1.1% |
85% |
True |
False |
4,162 |
10 |
1,945.6 |
1,892.8 |
52.8 |
2.7% |
25.0 |
1.3% |
84% |
False |
False |
4,773 |
20 |
1,945.6 |
1,858.1 |
87.5 |
4.5% |
27.1 |
1.4% |
90% |
False |
False |
3,876 |
40 |
2,008.2 |
1,858.1 |
150.1 |
7.7% |
31.6 |
1.6% |
52% |
False |
False |
3,384 |
60 |
2,099.2 |
1,858.1 |
241.1 |
12.4% |
37.5 |
1.9% |
33% |
False |
False |
3,581 |
80 |
2,099.2 |
1,795.6 |
303.6 |
15.7% |
34.8 |
1.8% |
47% |
False |
False |
3,398 |
100 |
2,099.2 |
1,698.4 |
400.8 |
20.7% |
33.0 |
1.7% |
60% |
False |
False |
3,060 |
120 |
2,099.2 |
1,698.4 |
400.8 |
20.7% |
30.7 |
1.6% |
60% |
False |
False |
2,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,052.2 |
2.618 |
2,010.4 |
1.618 |
1,984.8 |
1.000 |
1,969.0 |
0.618 |
1,959.2 |
HIGH |
1,943.4 |
0.618 |
1,933.6 |
0.500 |
1,930.6 |
0.382 |
1,927.6 |
LOW |
1,917.8 |
0.618 |
1,902.0 |
1.000 |
1,892.2 |
1.618 |
1,876.4 |
2.618 |
1,850.8 |
4.250 |
1,809.0 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,934.8 |
1,932.6 |
PP |
1,932.7 |
1,928.2 |
S1 |
1,930.6 |
1,923.9 |
|