Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,935.5 |
1,914.5 |
-21.0 |
-1.1% |
1,912.7 |
High |
1,936.1 |
1,924.5 |
-11.6 |
-0.6% |
1,943.4 |
Low |
1,902.0 |
1,902.8 |
0.8 |
0.0% |
1,902.0 |
Close |
1,912.0 |
1,912.7 |
0.7 |
0.0% |
1,912.7 |
Range |
34.1 |
21.7 |
-12.4 |
-36.4% |
41.4 |
ATR |
29.7 |
29.1 |
-0.6 |
-1.9% |
0.0 |
Volume |
6,457 |
4,613 |
-1,844 |
-28.6% |
25,422 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.4 |
1,967.3 |
1,924.6 |
|
R3 |
1,956.7 |
1,945.6 |
1,918.7 |
|
R2 |
1,935.0 |
1,935.0 |
1,916.7 |
|
R1 |
1,923.9 |
1,923.9 |
1,914.7 |
1,918.6 |
PP |
1,913.3 |
1,913.3 |
1,913.3 |
1,910.7 |
S1 |
1,902.2 |
1,902.2 |
1,910.7 |
1,896.9 |
S2 |
1,891.6 |
1,891.6 |
1,908.7 |
|
S3 |
1,869.9 |
1,880.5 |
1,906.7 |
|
S4 |
1,848.2 |
1,858.8 |
1,900.8 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.6 |
2,019.5 |
1,935.5 |
|
R3 |
2,002.2 |
1,978.1 |
1,924.1 |
|
R2 |
1,960.8 |
1,960.8 |
1,920.3 |
|
R1 |
1,936.7 |
1,936.7 |
1,916.5 |
1,933.4 |
PP |
1,919.4 |
1,919.4 |
1,919.4 |
1,917.7 |
S1 |
1,895.3 |
1,895.3 |
1,908.9 |
1,892.0 |
S2 |
1,878.0 |
1,878.0 |
1,905.1 |
|
S3 |
1,836.6 |
1,853.9 |
1,901.3 |
|
S4 |
1,795.2 |
1,812.5 |
1,889.9 |
|
|
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 |
1,902.0 |
41.4 |
2.2% |
24.9 |
1.3% |
26% |
False |
False |
5,084 |
10 |
1,945.6 |
1,892.8 |
52.8 |
2.8% |
24.9 |
1.3% |
38% |
False |
False |
4,341 |
20 |
1,945.6 |
1,858.8 |
86.8 |
4.5% |
27.2 |
1.4% |
62% |
False |
False |
4,204 |
40 |
2,008.2 |
1,858.1 |
150.1 |
7.8% |
29.9 |
1.6% |
36% |
False |
False |
3,508 |
60 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
37.1 |
1.9% |
23% |
False |
False |
3,621 |
80 |
2,099.2 |
1,795.6 |
303.6 |
15.9% |
34.7 |
1.8% |
39% |
False |
False |
3,495 |
100 |
2,099.2 |
1,698.4 |
400.8 |
21.0% |
32.9 |
1.7% |
53% |
False |
False |
3,123 |
120 |
2,099.2 |
1,698.4 |
400.8 |
21.0% |
31.0 |
1.6% |
53% |
False |
False |
2,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.7 |
2.618 |
1,981.3 |
1.618 |
1,959.6 |
1.000 |
1,946.2 |
0.618 |
1,937.9 |
HIGH |
1,924.5 |
0.618 |
1,916.2 |
0.500 |
1,913.7 |
0.382 |
1,911.1 |
LOW |
1,902.8 |
0.618 |
1,889.4 |
1.000 |
1,881.1 |
1.618 |
1,867.7 |
2.618 |
1,846.0 |
4.250 |
1,810.6 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,913.7 |
1,922.7 |
PP |
1,913.3 |
1,919.4 |
S1 |
1,913.0 |
1,916.0 |
|