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 |
11,911.98 |
12,843.36 |
931.38 |
7.8% |
11,040.73 |
High |
12,887.81 |
13,216.85 |
329.04 |
2.6% |
11,724.52 |
Low |
11,888.26 |
12,706.97 |
818.71 |
6.9% |
11,026.54 |
Close |
12,843.65 |
13,119.79 |
276.14 |
2.2% |
11,319.79 |
Range |
999.55 |
509.88 |
-489.67 |
-49.0% |
697.98 |
ATR |
418.84 |
425.34 |
6.50 |
1.6% |
0.00 |
Volume |
110,369 |
100,050 |
-10,319 |
-9.3% |
123,673 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,544.18 |
14,341.86 |
13,400.22 |
|
R3 |
14,034.30 |
13,831.98 |
13,260.01 |
|
R2 |
13,524.42 |
13,524.42 |
13,213.27 |
|
R1 |
13,322.10 |
13,322.10 |
13,166.53 |
13,423.26 |
PP |
13,014.54 |
13,014.54 |
13,014.54 |
13,065.12 |
S1 |
12,812.22 |
12,812.22 |
13,073.05 |
12,913.38 |
S2 |
12,504.66 |
12,504.66 |
13,026.31 |
|
S3 |
11,994.78 |
12,302.34 |
12,979.57 |
|
S4 |
11,484.90 |
11,792.46 |
12,839.36 |
|
|
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 |
13,216.85 |
11,228.04 |
1,988.81 |
15.2% |
546.17 |
4.2% |
95% |
True |
False |
59,009 |
10 |
13,216.85 |
10,840.68 |
2,376.17 |
18.1% |
455.60 |
3.5% |
96% |
True |
False |
41,940 |
20 |
13,216.85 |
10,391.47 |
2,825.38 |
21.5% |
370.62 |
2.8% |
97% |
True |
False |
32,864 |
40 |
13,216.85 |
9,858.94 |
3,357.91 |
25.6% |
420.22 |
3.2% |
97% |
True |
False |
34,462 |
60 |
13,216.85 |
9,858.94 |
3,357.91 |
25.6% |
453.04 |
3.5% |
97% |
True |
False |
36,272 |
80 |
13,216.85 |
8,934.94 |
4,281.91 |
32.6% |
414.03 |
3.2% |
98% |
True |
False |
36,705 |
100 |
13,216.85 |
8,848.18 |
4,368.67 |
33.3% |
397.80 |
3.0% |
98% |
True |
False |
36,503 |
120 |
13,216.85 |
8,201.24 |
5,015.61 |
38.2% |
430.98 |
3.3% |
98% |
True |
False |
42,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,383.84 |
2.618 |
14,551.72 |
1.618 |
14,041.84 |
1.000 |
13,726.73 |
0.618 |
13,531.96 |
HIGH |
13,216.85 |
0.618 |
13,022.08 |
0.500 |
12,961.91 |
0.382 |
12,901.74 |
LOW |
12,706.97 |
0.618 |
12,391.86 |
1.000 |
12,197.09 |
1.618 |
11,881.98 |
2.618 |
11,372.10 |
4.250 |
10,539.98 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
13,067.16 |
12,898.34 |
PP |
13,014.54 |
12,676.90 |
S1 |
12,961.91 |
12,455.45 |
|