Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,926.9 |
1,918.3 |
-8.6 |
-0.4% |
1,950.0 |
High |
1,931.5 |
1,936.4 |
4.9 |
0.3% |
1,952.2 |
Low |
1,915.2 |
1,915.8 |
0.6 |
0.0% |
1,900.2 |
Close |
1,920.1 |
1,925.0 |
4.9 |
0.3% |
1,920.1 |
Range |
16.3 |
20.6 |
4.3 |
26.4% |
52.0 |
ATR |
29.8 |
29.2 |
-0.7 |
-2.2% |
0.0 |
Volume |
1,795 |
2,117 |
322 |
17.9% |
12,531 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.5 |
1,976.9 |
1,936.3 |
|
R3 |
1,966.9 |
1,956.3 |
1,930.7 |
|
R2 |
1,946.3 |
1,946.3 |
1,928.8 |
|
R1 |
1,935.7 |
1,935.7 |
1,926.9 |
1,941.0 |
PP |
1,925.7 |
1,925.7 |
1,925.7 |
1,928.4 |
S1 |
1,915.1 |
1,915.1 |
1,923.1 |
1,920.4 |
S2 |
1,905.1 |
1,905.1 |
1,921.2 |
|
S3 |
1,884.5 |
1,894.5 |
1,919.3 |
|
S4 |
1,863.9 |
1,873.9 |
1,913.7 |
|
|
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 |
1,942.0 |
1,900.2 |
41.8 |
2.2% |
25.0 |
1.3% |
59% |
False |
False |
2,381 |
10 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
26.1 |
1.4% |
56% |
False |
False |
2,876 |
20 |
1,952.2 |
1,862.4 |
89.8 |
4.7% |
27.5 |
1.4% |
70% |
False |
False |
2,045 |
40 |
2,011.6 |
1,862.4 |
149.2 |
7.8% |
30.6 |
1.6% |
42% |
False |
False |
1,536 |
60 |
2,107.6 |
1,862.4 |
245.2 |
12.7% |
37.1 |
1.9% |
26% |
False |
False |
1,736 |
80 |
2,107.6 |
1,785.3 |
322.3 |
16.7% |
32.3 |
1.7% |
43% |
False |
False |
1,477 |
100 |
2,107.6 |
1,704.6 |
403.0 |
20.9% |
28.5 |
1.5% |
55% |
False |
False |
1,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.0 |
2.618 |
1,990.3 |
1.618 |
1,969.7 |
1.000 |
1,957.0 |
0.618 |
1,949.1 |
HIGH |
1,936.4 |
0.618 |
1,928.5 |
0.500 |
1,926.1 |
0.382 |
1,923.7 |
LOW |
1,915.8 |
0.618 |
1,903.1 |
1.000 |
1,895.2 |
1.618 |
1,882.5 |
2.618 |
1,861.9 |
4.250 |
1,828.3 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,926.1 |
1,923.9 |
PP |
1,925.7 |
1,922.9 |
S1 |
1,925.4 |
1,921.8 |
|