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 |
1,940.5 |
1,921.7 |
-18.8 |
-1.0% |
1,918.3 |
High |
1,940.5 |
1,930.5 |
-10.0 |
-0.5% |
1,948.6 |
Low |
1,907.6 |
1,909.2 |
1.6 |
0.1% |
1,907.6 |
Close |
1,917.8 |
1,918.5 |
0.7 |
0.0% |
1,918.5 |
Range |
32.9 |
21.3 |
-11.6 |
-35.3% |
41.0 |
ATR |
28.6 |
28.1 |
-0.5 |
-1.8% |
0.0 |
Volume |
3,041 |
932 |
-2,109 |
-69.4% |
9,867 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.3 |
1,972.2 |
1,930.2 |
|
R3 |
1,962.0 |
1,950.9 |
1,924.4 |
|
R2 |
1,940.7 |
1,940.7 |
1,922.4 |
|
R1 |
1,929.6 |
1,929.6 |
1,920.5 |
1,924.5 |
PP |
1,919.4 |
1,919.4 |
1,919.4 |
1,916.9 |
S1 |
1,908.3 |
1,908.3 |
1,916.5 |
1,903.2 |
S2 |
1,898.1 |
1,898.1 |
1,914.6 |
|
S3 |
1,876.8 |
1,887.0 |
1,912.6 |
|
S4 |
1,855.5 |
1,865.7 |
1,906.8 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.9 |
2,024.2 |
1,941.1 |
|
R3 |
2,006.9 |
1,983.2 |
1,929.8 |
|
R2 |
1,965.9 |
1,965.9 |
1,926.0 |
|
R1 |
1,942.2 |
1,942.2 |
1,922.3 |
1,954.1 |
PP |
1,924.9 |
1,924.9 |
1,924.9 |
1,930.8 |
S1 |
1,901.2 |
1,901.2 |
1,914.7 |
1,913.1 |
S2 |
1,883.9 |
1,883.9 |
1,911.0 |
|
S3 |
1,842.9 |
1,860.2 |
1,907.2 |
|
S4 |
1,801.9 |
1,819.2 |
1,896.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,948.6 |
1,907.6 |
41.0 |
2.1% |
23.6 |
1.2% |
27% |
False |
False |
1,973 |
10 |
1,952.2 |
1,900.2 |
52.0 |
2.7% |
23.7 |
1.2% |
35% |
False |
False |
2,239 |
20 |
1,952.2 |
1,863.3 |
88.9 |
4.6% |
26.0 |
1.4% |
62% |
False |
False |
2,209 |
40 |
2,011.6 |
1,862.4 |
149.2 |
7.8% |
28.4 |
1.5% |
38% |
False |
False |
1,618 |
60 |
2,107.6 |
1,862.4 |
245.2 |
12.8% |
35.9 |
1.9% |
23% |
False |
False |
1,761 |
80 |
2,107.6 |
1,798.8 |
308.8 |
16.1% |
32.7 |
1.7% |
39% |
False |
False |
1,559 |
100 |
2,107.6 |
1,704.6 |
403.0 |
21.0% |
28.6 |
1.5% |
53% |
False |
False |
1,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.0 |
2.618 |
1,986.3 |
1.618 |
1,965.0 |
1.000 |
1,951.8 |
0.618 |
1,943.7 |
HIGH |
1,930.5 |
0.618 |
1,922.4 |
0.500 |
1,919.9 |
0.382 |
1,917.3 |
LOW |
1,909.2 |
0.618 |
1,896.0 |
1.000 |
1,887.9 |
1.618 |
1,874.7 |
2.618 |
1,853.4 |
4.250 |
1,818.7 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,919.9 |
1,928.1 |
PP |
1,919.4 |
1,924.9 |
S1 |
1,919.0 |
1,921.7 |
|