Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
12,843.36 |
13,119.58 |
276.22 |
2.2% |
11,318.99 |
High |
13,216.85 |
13,197.10 |
-19.75 |
-0.1% |
13,216.85 |
Low |
12,706.97 |
12,736.18 |
29.21 |
0.2% |
11,279.89 |
Close |
13,119.79 |
12,943.62 |
-176.17 |
-1.3% |
12,943.62 |
Range |
509.88 |
460.92 |
-48.96 |
-9.6% |
1,936.96 |
ATR |
425.34 |
427.88 |
2.54 |
0.6% |
0.00 |
Volume |
100,050 |
30,494 |
-69,556 |
-69.5% |
300,950 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,341.73 |
14,103.59 |
13,197.13 |
|
R3 |
13,880.81 |
13,642.67 |
13,070.37 |
|
R2 |
13,419.89 |
13,419.89 |
13,028.12 |
|
R1 |
13,181.75 |
13,181.75 |
12,985.87 |
13,070.36 |
PP |
12,958.97 |
12,958.97 |
12,958.97 |
12,903.27 |
S1 |
12,720.83 |
12,720.83 |
12,901.37 |
12,609.44 |
S2 |
12,498.05 |
12,498.05 |
12,859.12 |
|
S3 |
12,037.13 |
12,259.91 |
12,816.87 |
|
S4 |
11,576.21 |
11,798.99 |
12,690.11 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,291.00 |
17,554.27 |
14,008.95 |
|
R3 |
16,354.04 |
15,617.31 |
13,476.28 |
|
R2 |
14,417.08 |
14,417.08 |
13,298.73 |
|
R1 |
13,680.35 |
13,680.35 |
13,121.17 |
14,048.72 |
PP |
12,480.12 |
12,480.12 |
12,480.12 |
12,664.30 |
S1 |
11,743.39 |
11,743.39 |
12,766.07 |
12,111.76 |
S2 |
10,543.16 |
10,543.16 |
12,588.51 |
|
S3 |
8,606.20 |
9,806.43 |
12,410.96 |
|
S4 |
6,669.24 |
7,869.47 |
11,878.29 |
|
|
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 |
11,279.89 |
1,936.96 |
15.0% |
574.53 |
4.4% |
86% |
False |
False |
60,190 |
10 |
13,216.85 |
11,026.54 |
2,190.31 |
16.9% |
474.92 |
3.7% |
88% |
False |
False |
42,462 |
20 |
13,216.85 |
10,391.47 |
2,825.38 |
21.8% |
382.52 |
3.0% |
90% |
False |
False |
33,014 |
40 |
13,216.85 |
9,858.94 |
3,357.91 |
25.9% |
420.35 |
3.2% |
92% |
False |
False |
34,354 |
60 |
13,216.85 |
9,858.94 |
3,357.91 |
25.9% |
452.70 |
3.5% |
92% |
False |
False |
36,129 |
80 |
13,216.85 |
8,934.94 |
4,281.91 |
33.1% |
415.89 |
3.2% |
94% |
False |
False |
36,723 |
100 |
13,216.85 |
8,848.18 |
4,368.67 |
33.8% |
398.36 |
3.1% |
94% |
False |
False |
36,433 |
120 |
13,216.85 |
8,201.24 |
5,015.61 |
38.7% |
427.31 |
3.3% |
95% |
False |
False |
41,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,156.01 |
2.618 |
14,403.79 |
1.618 |
13,942.87 |
1.000 |
13,658.02 |
0.618 |
13,481.95 |
HIGH |
13,197.10 |
0.618 |
13,021.03 |
0.500 |
12,966.64 |
0.382 |
12,912.25 |
LOW |
12,736.18 |
0.618 |
12,451.33 |
1.000 |
12,275.26 |
1.618 |
11,990.41 |
2.618 |
11,529.49 |
4.250 |
10,777.27 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
12,966.64 |
12,813.27 |
PP |
12,958.97 |
12,682.91 |
S1 |
12,951.29 |
12,552.56 |
|