Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,921.7 |
1,918.1 |
-3.6 |
-0.2% |
1,918.3 |
High |
1,930.5 |
1,924.1 |
-6.4 |
-0.3% |
1,948.6 |
Low |
1,909.2 |
1,907.4 |
-1.8 |
-0.1% |
1,907.6 |
Close |
1,918.5 |
1,919.0 |
0.5 |
0.0% |
1,918.5 |
Range |
21.3 |
16.7 |
-4.6 |
-21.6% |
41.0 |
ATR |
28.1 |
27.3 |
-0.8 |
-2.9% |
0.0 |
Volume |
932 |
900 |
-32 |
-3.4% |
9,867 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.9 |
1,959.7 |
1,928.2 |
|
R3 |
1,950.2 |
1,943.0 |
1,923.6 |
|
R2 |
1,933.5 |
1,933.5 |
1,922.1 |
|
R1 |
1,926.3 |
1,926.3 |
1,920.5 |
1,929.9 |
PP |
1,916.8 |
1,916.8 |
1,916.8 |
1,918.7 |
S1 |
1,909.6 |
1,909.6 |
1,917.5 |
1,913.2 |
S2 |
1,900.1 |
1,900.1 |
1,915.9 |
|
S3 |
1,883.4 |
1,892.9 |
1,914.4 |
|
S4 |
1,866.7 |
1,876.2 |
1,909.8 |
|
|
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 |
1,907.4 |
41.2 |
2.1% |
22.8 |
1.2% |
28% |
False |
True |
1,730 |
10 |
1,948.6 |
1,900.2 |
48.4 |
2.5% |
23.9 |
1.2% |
39% |
False |
False |
2,055 |
20 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
25.0 |
1.3% |
47% |
False |
False |
2,217 |
40 |
2,011.6 |
1,862.4 |
149.2 |
7.8% |
27.6 |
1.4% |
38% |
False |
False |
1,593 |
60 |
2,107.6 |
1,862.4 |
245.2 |
12.8% |
35.7 |
1.9% |
23% |
False |
False |
1,763 |
80 |
2,107.6 |
1,820.0 |
287.6 |
15.0% |
32.6 |
1.7% |
34% |
False |
False |
1,566 |
100 |
2,107.6 |
1,704.6 |
403.0 |
21.0% |
28.7 |
1.5% |
53% |
False |
False |
1,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.1 |
2.618 |
1,967.8 |
1.618 |
1,951.1 |
1.000 |
1,940.8 |
0.618 |
1,934.4 |
HIGH |
1,924.1 |
0.618 |
1,917.7 |
0.500 |
1,915.8 |
0.382 |
1,913.8 |
LOW |
1,907.4 |
0.618 |
1,897.1 |
1.000 |
1,890.7 |
1.618 |
1,880.4 |
2.618 |
1,863.7 |
4.250 |
1,836.4 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,917.9 |
1,924.0 |
PP |
1,916.8 |
1,922.3 |
S1 |
1,915.8 |
1,920.7 |
|