Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,906.84 |
1,924.32 |
17.48 |
0.9% |
1,929.62 |
High |
1,929.99 |
1,925.49 |
-4.50 |
-0.2% |
1,932.16 |
Low |
1,906.65 |
1,895.86 |
-10.79 |
-0.6% |
1,884.40 |
Close |
1,924.32 |
1,903.68 |
-20.64 |
-1.1% |
1,898.30 |
Range |
23.34 |
29.63 |
6.29 |
26.9% |
47.76 |
ATR |
25.35 |
25.66 |
0.31 |
1.2% |
0.00 |
Volume |
7,748 |
7,700 |
-48 |
-0.6% |
32,916 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.23 |
1,980.09 |
1,919.98 |
|
R3 |
1,967.60 |
1,950.46 |
1,911.83 |
|
R2 |
1,937.97 |
1,937.97 |
1,909.11 |
|
R1 |
1,920.83 |
1,920.83 |
1,906.40 |
1,914.59 |
PP |
1,908.34 |
1,908.34 |
1,908.34 |
1,905.22 |
S1 |
1,891.20 |
1,891.20 |
1,900.96 |
1,884.96 |
S2 |
1,878.71 |
1,878.71 |
1,898.25 |
|
S3 |
1,849.08 |
1,861.57 |
1,895.53 |
|
S4 |
1,819.45 |
1,831.94 |
1,887.38 |
|
|
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 |
1,895.86 |
34.13 |
1.8% |
20.89 |
1.1% |
23% |
False |
True |
7,495 |
10 |
1,932.16 |
1,884.40 |
47.76 |
2.5% |
23.62 |
1.2% |
40% |
False |
False |
7,034 |
20 |
1,932.16 |
1,850.83 |
81.33 |
4.3% |
24.37 |
1.3% |
65% |
False |
False |
6,770 |
40 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
26.17 |
1.4% |
38% |
False |
False |
6,943 |
60 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
32.80 |
1.7% |
25% |
False |
False |
6,714 |
80 |
2,070.48 |
1,770.76 |
299.72 |
15.7% |
30.44 |
1.6% |
44% |
False |
False |
6,729 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
28.63 |
1.5% |
58% |
False |
False |
6,530 |
120 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
27.33 |
1.4% |
58% |
False |
False |
6,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,051.42 |
2.618 |
2,003.06 |
1.618 |
1,973.43 |
1.000 |
1,955.12 |
0.618 |
1,943.80 |
HIGH |
1,925.49 |
0.618 |
1,914.17 |
0.500 |
1,910.68 |
0.382 |
1,907.18 |
LOW |
1,895.86 |
0.618 |
1,877.55 |
1.000 |
1,866.23 |
1.618 |
1,847.92 |
2.618 |
1,818.29 |
4.250 |
1,769.93 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,910.68 |
1,912.93 |
PP |
1,908.34 |
1,909.84 |
S1 |
1,906.01 |
1,906.76 |
|