Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
343.46 |
343.33 |
-0.13 |
0.0% |
349.59 |
High |
346.88 |
348.68 |
1.80 |
0.5% |
354.02 |
Low |
342.64 |
342.40 |
-0.24 |
-0.1% |
343.13 |
Close |
343.38 |
342.73 |
-0.65 |
-0.2% |
347.29 |
Range |
4.24 |
6.28 |
2.04 |
48.2% |
10.89 |
ATR |
5.58 |
5.63 |
0.05 |
0.9% |
0.00 |
Volume |
60,051,800 |
63,574,900 |
3,523,100 |
5.9% |
361,462,100 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363.46 |
359.38 |
346.19 |
|
R3 |
357.17 |
353.09 |
344.46 |
|
R2 |
350.89 |
350.89 |
343.88 |
|
R1 |
346.81 |
346.81 |
343.31 |
345.71 |
PP |
344.60 |
344.60 |
344.60 |
344.05 |
S1 |
340.53 |
340.53 |
342.15 |
339.42 |
S2 |
338.32 |
338.32 |
341.58 |
|
S3 |
332.04 |
334.24 |
341.00 |
|
S4 |
325.75 |
327.96 |
339.27 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380.82 |
374.94 |
353.28 |
|
R3 |
369.93 |
364.05 |
350.28 |
|
R2 |
359.04 |
359.04 |
349.29 |
|
R1 |
353.16 |
353.16 |
348.29 |
350.66 |
PP |
348.15 |
348.15 |
348.15 |
346.89 |
S1 |
342.27 |
342.27 |
346.29 |
339.77 |
S2 |
337.26 |
337.26 |
345.29 |
|
S3 |
326.37 |
331.38 |
344.30 |
|
S4 |
315.48 |
320.49 |
341.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
350.75 |
341.04 |
9.71 |
2.8% |
5.47 |
1.6% |
17% |
False |
False |
68,382,340 |
10 |
354.02 |
341.04 |
12.98 |
3.8% |
4.49 |
1.3% |
13% |
False |
False |
65,828,540 |
20 |
354.02 |
319.80 |
34.22 |
10.0% |
4.80 |
1.4% |
67% |
False |
False |
69,860,225 |
40 |
358.75 |
319.80 |
38.95 |
11.4% |
5.52 |
1.6% |
59% |
False |
False |
76,697,860 |
60 |
358.75 |
319.64 |
39.11 |
11.4% |
4.70 |
1.4% |
59% |
False |
False |
68,095,188 |
80 |
358.75 |
303.82 |
54.93 |
16.0% |
4.57 |
1.3% |
71% |
False |
False |
68,864,428 |
100 |
358.75 |
296.74 |
62.01 |
18.1% |
4.83 |
1.4% |
74% |
False |
False |
76,986,746 |
120 |
358.75 |
272.99 |
85.76 |
25.0% |
4.87 |
1.4% |
81% |
False |
False |
79,517,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375.39 |
2.618 |
365.14 |
1.618 |
358.85 |
1.000 |
354.97 |
0.618 |
352.57 |
HIGH |
348.68 |
0.618 |
346.28 |
0.500 |
345.54 |
0.382 |
344.80 |
LOW |
342.40 |
0.618 |
338.52 |
1.000 |
336.12 |
1.618 |
332.23 |
2.618 |
325.95 |
4.250 |
315.69 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
345.54 |
345.19 |
PP |
344.60 |
344.37 |
S1 |
343.67 |
343.55 |
|