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 |
11,735.98 |
11,911.98 |
176.00 |
1.5% |
11,040.73 |
High |
12,047.40 |
12,887.81 |
840.41 |
7.0% |
11,724.52 |
Low |
11,694.05 |
11,888.26 |
194.21 |
1.7% |
11,026.54 |
Close |
11,911.98 |
12,843.65 |
931.67 |
7.8% |
11,319.79 |
Range |
353.35 |
999.55 |
646.20 |
182.9% |
697.98 |
ATR |
374.17 |
418.84 |
44.67 |
11.9% |
0.00 |
Volume |
33,658 |
110,369 |
76,711 |
227.9% |
123,673 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,538.56 |
15,190.65 |
13,393.40 |
|
R3 |
14,539.01 |
14,191.10 |
13,118.53 |
|
R2 |
13,539.46 |
13,539.46 |
13,026.90 |
|
R1 |
13,191.55 |
13,191.55 |
12,935.28 |
13,365.51 |
PP |
12,539.91 |
12,539.91 |
12,539.91 |
12,626.88 |
S1 |
12,192.00 |
12,192.00 |
12,752.02 |
12,365.96 |
S2 |
11,540.36 |
11,540.36 |
12,660.40 |
|
S3 |
10,540.81 |
11,192.45 |
12,568.77 |
|
S4 |
9,541.26 |
10,192.90 |
12,293.90 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,450.89 |
13,083.32 |
11,703.68 |
|
R3 |
12,752.91 |
12,385.34 |
11,511.73 |
|
R2 |
12,054.93 |
12,054.93 |
11,447.75 |
|
R1 |
11,687.36 |
11,687.36 |
11,383.77 |
11,871.15 |
PP |
11,356.95 |
11,356.95 |
11,356.95 |
11,448.84 |
S1 |
10,989.38 |
10,989.38 |
11,255.81 |
11,173.17 |
S2 |
10,658.97 |
10,658.97 |
11,191.83 |
|
S3 |
9,960.99 |
10,291.40 |
11,127.85 |
|
S4 |
9,263.01 |
9,593.42 |
10,935.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,887.81 |
11,228.04 |
1,659.77 |
12.9% |
512.01 |
4.0% |
97% |
True |
False |
43,563 |
10 |
12,887.81 |
10,543.56 |
2,344.25 |
18.3% |
445.30 |
3.5% |
98% |
True |
False |
34,801 |
20 |
12,887.81 |
10,204.25 |
2,683.56 |
20.9% |
370.52 |
2.9% |
98% |
True |
False |
29,258 |
40 |
12,887.81 |
9,858.94 |
3,028.87 |
23.6% |
414.52 |
3.2% |
99% |
True |
False |
32,531 |
60 |
12,887.81 |
9,858.94 |
3,028.87 |
23.6% |
451.85 |
3.5% |
99% |
True |
False |
35,422 |
80 |
12,887.81 |
8,934.94 |
3,952.87 |
30.8% |
410.18 |
3.2% |
99% |
True |
False |
35,719 |
100 |
12,887.81 |
8,848.18 |
4,039.63 |
31.5% |
394.80 |
3.1% |
99% |
True |
False |
35,789 |
120 |
12,887.81 |
8,201.24 |
4,686.57 |
36.5% |
430.65 |
3.4% |
99% |
True |
False |
42,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,135.90 |
2.618 |
15,504.63 |
1.618 |
14,505.08 |
1.000 |
13,887.36 |
0.618 |
13,505.53 |
HIGH |
12,887.81 |
0.618 |
12,505.98 |
0.500 |
12,388.04 |
0.382 |
12,270.09 |
LOW |
11,888.26 |
0.618 |
11,270.54 |
1.000 |
10,888.71 |
1.618 |
10,270.99 |
2.618 |
9,271.44 |
4.250 |
7,640.17 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
12,691.78 |
12,590.38 |
PP |
12,539.91 |
12,337.12 |
S1 |
12,388.04 |
12,083.85 |
|