Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,903.2 |
1,920.4 |
17.2 |
0.9% |
1,921.0 |
High |
1,930.8 |
1,926.6 |
-4.2 |
-0.2% |
1,949.5 |
Low |
1,900.2 |
1,907.2 |
7.0 |
0.4% |
1,890.0 |
Close |
1,921.2 |
1,922.6 |
1.4 |
0.1% |
1,939.5 |
Range |
30.6 |
19.4 |
-11.2 |
-36.6% |
59.5 |
ATR |
31.7 |
30.9 |
-0.9 |
-2.8% |
0.0 |
Volume |
1,150 |
2,775 |
1,625 |
141.3% |
15,187 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.0 |
1,969.2 |
1,933.3 |
|
R3 |
1,957.6 |
1,949.8 |
1,927.9 |
|
R2 |
1,938.2 |
1,938.2 |
1,926.2 |
|
R1 |
1,930.4 |
1,930.4 |
1,924.4 |
1,934.3 |
PP |
1,918.8 |
1,918.8 |
1,918.8 |
1,920.8 |
S1 |
1,911.0 |
1,911.0 |
1,920.8 |
1,914.9 |
S2 |
1,899.4 |
1,899.4 |
1,919.0 |
|
S3 |
1,880.0 |
1,891.6 |
1,917.3 |
|
S4 |
1,860.6 |
1,872.2 |
1,911.9 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.8 |
2,081.7 |
1,972.2 |
|
R3 |
2,045.3 |
2,022.2 |
1,955.9 |
|
R2 |
1,985.8 |
1,985.8 |
1,950.4 |
|
R1 |
1,962.7 |
1,962.7 |
1,945.0 |
1,974.3 |
PP |
1,926.3 |
1,926.3 |
1,926.3 |
1,932.1 |
S1 |
1,903.2 |
1,903.2 |
1,934.0 |
1,914.8 |
S2 |
1,866.8 |
1,866.8 |
1,928.6 |
|
S3 |
1,807.3 |
1,843.7 |
1,923.1 |
|
S4 |
1,747.8 |
1,784.2 |
1,906.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,952.2 |
1,900.2 |
52.0 |
2.7% |
27.9 |
1.4% |
43% |
False |
False |
2,878 |
10 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
28.2 |
1.5% |
52% |
False |
False |
2,684 |
20 |
1,979.7 |
1,862.4 |
117.3 |
6.1% |
30.1 |
1.6% |
51% |
False |
False |
1,921 |
40 |
2,011.6 |
1,862.4 |
149.2 |
7.8% |
31.6 |
1.6% |
40% |
False |
False |
1,498 |
60 |
2,107.6 |
1,862.4 |
245.2 |
12.8% |
37.4 |
1.9% |
25% |
False |
False |
1,703 |
80 |
2,107.6 |
1,785.3 |
322.3 |
16.8% |
32.1 |
1.7% |
43% |
False |
False |
1,435 |
100 |
2,107.6 |
1,704.6 |
403.0 |
21.0% |
28.4 |
1.5% |
54% |
False |
False |
1,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.1 |
2.618 |
1,977.4 |
1.618 |
1,958.0 |
1.000 |
1,946.0 |
0.618 |
1,938.6 |
HIGH |
1,926.6 |
0.618 |
1,919.2 |
0.500 |
1,916.9 |
0.382 |
1,914.6 |
LOW |
1,907.2 |
0.618 |
1,895.2 |
1.000 |
1,887.8 |
1.618 |
1,875.8 |
2.618 |
1,856.4 |
4.250 |
1,824.8 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,920.7 |
1,922.1 |
PP |
1,918.8 |
1,921.6 |
S1 |
1,916.9 |
1,921.1 |
|