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 |
1,903.80 |
1,906.84 |
3.04 |
0.2% |
1,929.62 |
High |
1,913.60 |
1,929.99 |
16.39 |
0.9% |
1,932.16 |
Low |
1,895.92 |
1,906.65 |
10.73 |
0.6% |
1,884.40 |
Close |
1,906.94 |
1,924.32 |
17.38 |
0.9% |
1,898.30 |
Range |
17.68 |
23.34 |
5.66 |
32.0% |
47.76 |
ATR |
25.51 |
25.35 |
-0.15 |
-0.6% |
0.00 |
Volume |
7,567 |
7,748 |
181 |
2.4% |
32,916 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.34 |
1,980.67 |
1,937.16 |
|
R3 |
1,967.00 |
1,957.33 |
1,930.74 |
|
R2 |
1,943.66 |
1,943.66 |
1,928.60 |
|
R1 |
1,933.99 |
1,933.99 |
1,926.46 |
1,938.83 |
PP |
1,920.32 |
1,920.32 |
1,920.32 |
1,922.74 |
S1 |
1,910.65 |
1,910.65 |
1,922.18 |
1,915.49 |
S2 |
1,896.98 |
1,896.98 |
1,920.04 |
|
S3 |
1,873.64 |
1,887.31 |
1,917.90 |
|
S4 |
1,850.30 |
1,863.97 |
1,911.48 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.23 |
2,021.03 |
1,924.57 |
|
R3 |
2,000.47 |
1,973.27 |
1,911.43 |
|
R2 |
1,952.71 |
1,952.71 |
1,907.06 |
|
R1 |
1,925.51 |
1,925.51 |
1,902.68 |
1,915.23 |
PP |
1,904.95 |
1,904.95 |
1,904.95 |
1,899.82 |
S1 |
1,877.75 |
1,877.75 |
1,893.92 |
1,867.47 |
S2 |
1,857.19 |
1,857.19 |
1,889.54 |
|
S3 |
1,809.43 |
1,829.99 |
1,885.17 |
|
S4 |
1,761.67 |
1,782.23 |
1,872.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,929.99 |
1,890.22 |
39.77 |
2.1% |
18.56 |
1.0% |
86% |
True |
False |
7,245 |
10 |
1,932.16 |
1,882.40 |
49.76 |
2.6% |
22.30 |
1.2% |
84% |
False |
False |
6,948 |
20 |
1,932.16 |
1,849.22 |
82.94 |
4.3% |
24.21 |
1.3% |
91% |
False |
False |
6,712 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.4% |
26.66 |
1.4% |
53% |
False |
False |
6,909 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.5% |
32.81 |
1.7% |
34% |
False |
False |
6,700 |
80 |
2,070.48 |
1,759.10 |
311.38 |
16.2% |
30.31 |
1.6% |
53% |
False |
False |
6,707 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.7% |
28.57 |
1.5% |
63% |
False |
False |
6,511 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.7% |
27.39 |
1.4% |
63% |
False |
False |
6,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,029.19 |
2.618 |
1,991.09 |
1.618 |
1,967.75 |
1.000 |
1,953.33 |
0.618 |
1,944.41 |
HIGH |
1,929.99 |
0.618 |
1,921.07 |
0.500 |
1,918.32 |
0.382 |
1,915.57 |
LOW |
1,906.65 |
0.618 |
1,892.23 |
1.000 |
1,883.31 |
1.618 |
1,868.89 |
2.618 |
1,845.55 |
4.250 |
1,807.46 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,922.32 |
1,920.53 |
PP |
1,920.32 |
1,916.74 |
S1 |
1,918.32 |
1,912.96 |
|