Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,918.3 |
1,919.2 |
0.9 |
0.0% |
1,950.0 |
High |
1,936.4 |
1,930.5 |
-5.9 |
-0.3% |
1,952.2 |
Low |
1,915.8 |
1,911.0 |
-4.8 |
-0.3% |
1,900.2 |
Close |
1,925.0 |
1,928.5 |
3.5 |
0.2% |
1,920.1 |
Range |
20.6 |
19.5 |
-1.1 |
-5.3% |
52.0 |
ATR |
29.2 |
28.5 |
-0.7 |
-2.4% |
0.0 |
Volume |
2,117 |
1,267 |
-850 |
-40.2% |
12,531 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.8 |
1,974.7 |
1,939.2 |
|
R3 |
1,962.3 |
1,955.2 |
1,933.9 |
|
R2 |
1,942.8 |
1,942.8 |
1,932.1 |
|
R1 |
1,935.7 |
1,935.7 |
1,930.3 |
1,939.3 |
PP |
1,923.3 |
1,923.3 |
1,923.3 |
1,925.1 |
S1 |
1,916.2 |
1,916.2 |
1,926.7 |
1,919.8 |
S2 |
1,903.8 |
1,903.8 |
1,924.9 |
|
S3 |
1,884.3 |
1,896.7 |
1,923.1 |
|
S4 |
1,864.8 |
1,877.2 |
1,917.8 |
|
|
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 |
1,936.4 |
1,900.2 |
36.2 |
1.9% |
21.3 |
1.1% |
78% |
False |
False |
1,820 |
10 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
23.6 |
1.2% |
62% |
False |
False |
2,828 |
20 |
1,952.2 |
1,862.4 |
89.8 |
4.7% |
27.3 |
1.4% |
74% |
False |
False |
2,083 |
40 |
2,011.6 |
1,862.4 |
149.2 |
7.7% |
30.2 |
1.6% |
44% |
False |
False |
1,534 |
60 |
2,107.6 |
1,862.4 |
245.2 |
12.7% |
36.8 |
1.9% |
27% |
False |
False |
1,700 |
80 |
2,107.6 |
1,798.8 |
308.8 |
16.0% |
32.2 |
1.7% |
42% |
False |
False |
1,489 |
100 |
2,107.6 |
1,704.6 |
403.0 |
20.9% |
28.4 |
1.5% |
56% |
False |
False |
1,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.4 |
2.618 |
1,981.6 |
1.618 |
1,962.1 |
1.000 |
1,950.0 |
0.618 |
1,942.6 |
HIGH |
1,930.5 |
0.618 |
1,923.1 |
0.500 |
1,920.8 |
0.382 |
1,918.4 |
LOW |
1,911.0 |
0.618 |
1,898.9 |
1.000 |
1,891.5 |
1.618 |
1,879.4 |
2.618 |
1,859.9 |
4.250 |
1,828.1 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,925.9 |
1,926.9 |
PP |
1,923.3 |
1,925.3 |
S1 |
1,920.8 |
1,923.7 |
|