Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,620.6 |
1,638.0 |
17.4 |
1.1% |
1,636.3 |
High |
1,639.9 |
1,648.4 |
8.5 |
0.5% |
1,651.7 |
Low |
1,595.5 |
1,626.8 |
31.3 |
2.0% |
1,595.5 |
Close |
1,635.4 |
1,627.1 |
-8.3 |
-0.5% |
1,627.1 |
Range |
44.4 |
21.6 |
-22.8 |
-51.4% |
56.2 |
ATR |
37.3 |
36.2 |
-1.1 |
-3.0% |
0.0 |
Volume |
184,127 |
136,878 |
-47,249 |
-25.7% |
816,599 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.9 |
1,684.6 |
1,639.0 |
|
R3 |
1,677.3 |
1,663.0 |
1,633.0 |
|
R2 |
1,655.7 |
1,655.7 |
1,631.1 |
|
R1 |
1,641.4 |
1,641.4 |
1,629.1 |
1,637.8 |
PP |
1,634.1 |
1,634.1 |
1,634.1 |
1,632.3 |
S1 |
1,619.8 |
1,619.8 |
1,625.1 |
1,616.2 |
S2 |
1,612.5 |
1,612.5 |
1,623.1 |
|
S3 |
1,590.9 |
1,598.2 |
1,621.2 |
|
S4 |
1,569.3 |
1,576.6 |
1,615.2 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.4 |
1,766.4 |
1,658.0 |
|
R3 |
1,737.2 |
1,710.2 |
1,642.6 |
|
R2 |
1,681.0 |
1,681.0 |
1,637.4 |
|
R1 |
1,654.0 |
1,654.0 |
1,632.3 |
1,639.4 |
PP |
1,624.8 |
1,624.8 |
1,624.8 |
1,617.5 |
S1 |
1,597.8 |
1,597.8 |
1,621.9 |
1,583.2 |
S2 |
1,568.6 |
1,568.6 |
1,616.8 |
|
S3 |
1,512.4 |
1,541.6 |
1,611.6 |
|
S4 |
1,456.2 |
1,485.4 |
1,596.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,651.7 |
1,595.5 |
56.2 |
3.5% |
29.2 |
1.8% |
56% |
False |
False |
163,319 |
10 |
1,651.7 |
1,536.9 |
114.8 |
7.1% |
33.6 |
2.1% |
79% |
False |
False |
178,953 |
20 |
1,651.7 |
1,426.2 |
225.5 |
13.9% |
38.9 |
2.4% |
89% |
False |
False |
182,682 |
40 |
1,651.7 |
1,426.2 |
225.5 |
13.9% |
37.6 |
2.3% |
89% |
False |
False |
126,811 |
60 |
1,651.7 |
1,426.2 |
225.5 |
13.9% |
34.0 |
2.1% |
89% |
False |
False |
84,569 |
80 |
1,651.7 |
1,357.5 |
294.2 |
18.1% |
34.9 |
2.1% |
92% |
False |
False |
63,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.2 |
2.618 |
1,704.9 |
1.618 |
1,683.3 |
1.000 |
1,670.0 |
0.618 |
1,661.7 |
HIGH |
1,648.4 |
0.618 |
1,640.1 |
0.500 |
1,637.6 |
0.382 |
1,635.1 |
LOW |
1,626.8 |
0.618 |
1,613.5 |
1.000 |
1,605.2 |
1.618 |
1,591.9 |
2.618 |
1,570.3 |
4.250 |
1,535.0 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,637.6 |
1,625.4 |
PP |
1,634.1 |
1,623.7 |
S1 |
1,630.6 |
1,622.0 |
|