Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,920.4 |
1,926.9 |
6.5 |
0.3% |
1,950.0 |
High |
1,926.6 |
1,931.5 |
4.9 |
0.3% |
1,952.2 |
Low |
1,907.2 |
1,915.2 |
8.0 |
0.4% |
1,900.2 |
Close |
1,922.6 |
1,920.1 |
-2.5 |
-0.1% |
1,920.1 |
Range |
19.4 |
16.3 |
-3.1 |
-16.0% |
52.0 |
ATR |
30.9 |
29.8 |
-1.0 |
-3.4% |
0.0 |
Volume |
2,775 |
1,795 |
-980 |
-35.3% |
12,531 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,971.2 |
1,961.9 |
1,929.1 |
|
R3 |
1,954.9 |
1,945.6 |
1,924.6 |
|
R2 |
1,938.6 |
1,938.6 |
1,923.1 |
|
R1 |
1,929.3 |
1,929.3 |
1,921.6 |
1,925.8 |
PP |
1,922.3 |
1,922.3 |
1,922.3 |
1,920.5 |
S1 |
1,913.0 |
1,913.0 |
1,918.6 |
1,909.5 |
S2 |
1,906.0 |
1,906.0 |
1,917.1 |
|
S3 |
1,889.7 |
1,896.7 |
1,915.6 |
|
S4 |
1,873.4 |
1,880.4 |
1,911.1 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.2 |
2,052.1 |
1,948.7 |
|
R3 |
2,028.2 |
2,000.1 |
1,934.4 |
|
R2 |
1,976.2 |
1,976.2 |
1,929.6 |
|
R1 |
1,948.1 |
1,948.1 |
1,924.9 |
1,936.2 |
PP |
1,924.2 |
1,924.2 |
1,924.2 |
1,918.2 |
S1 |
1,896.1 |
1,896.1 |
1,915.3 |
1,884.2 |
S2 |
1,872.2 |
1,872.2 |
1,910.6 |
|
S3 |
1,820.2 |
1,844.1 |
1,905.8 |
|
S4 |
1,768.2 |
1,792.1 |
1,891.5 |
|
|
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% |
23.9 |
1.2% |
38% |
False |
False |
2,506 |
10 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
27.4 |
1.4% |
48% |
False |
False |
2,771 |
20 |
1,974.0 |
1,862.4 |
111.6 |
5.8% |
30.2 |
1.6% |
52% |
False |
False |
1,994 |
40 |
2,011.6 |
1,862.4 |
149.2 |
7.8% |
31.2 |
1.6% |
39% |
False |
False |
1,504 |
60 |
2,107.6 |
1,862.4 |
245.2 |
12.8% |
37.1 |
1.9% |
24% |
False |
False |
1,713 |
80 |
2,107.6 |
1,785.3 |
322.3 |
16.8% |
32.1 |
1.7% |
42% |
False |
False |
1,452 |
100 |
2,107.6 |
1,704.6 |
403.0 |
21.0% |
28.3 |
1.5% |
53% |
False |
False |
1,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.8 |
2.618 |
1,974.2 |
1.618 |
1,957.9 |
1.000 |
1,947.8 |
0.618 |
1,941.6 |
HIGH |
1,931.5 |
0.618 |
1,925.3 |
0.500 |
1,923.4 |
0.382 |
1,921.4 |
LOW |
1,915.2 |
0.618 |
1,905.1 |
1.000 |
1,898.9 |
1.618 |
1,888.8 |
2.618 |
1,872.5 |
4.250 |
1,845.9 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,923.4 |
1,918.7 |
PP |
1,922.3 |
1,917.3 |
S1 |
1,921.2 |
1,915.9 |
|