Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
13,119.58 |
12,942.91 |
-176.67 |
-1.3% |
11,318.99 |
High |
13,197.10 |
13,352.04 |
154.94 |
1.2% |
13,216.85 |
Low |
12,736.18 |
12,801.53 |
65.35 |
0.5% |
11,279.89 |
Close |
12,943.62 |
13,022.08 |
78.46 |
0.6% |
12,943.62 |
Range |
460.92 |
550.51 |
89.59 |
19.4% |
1,936.96 |
ATR |
427.88 |
436.64 |
8.76 |
2.0% |
0.00 |
Volume |
30,494 |
28,764 |
-1,730 |
-5.7% |
300,950 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,710.08 |
14,416.59 |
13,324.86 |
|
R3 |
14,159.57 |
13,866.08 |
13,173.47 |
|
R2 |
13,609.06 |
13,609.06 |
13,123.01 |
|
R1 |
13,315.57 |
13,315.57 |
13,072.54 |
13,462.32 |
PP |
13,058.55 |
13,058.55 |
13,058.55 |
13,131.92 |
S1 |
12,765.06 |
12,765.06 |
12,971.62 |
12,911.81 |
S2 |
12,508.04 |
12,508.04 |
12,921.15 |
|
S3 |
11,957.53 |
12,214.55 |
12,870.69 |
|
S4 |
11,407.02 |
11,664.04 |
12,719.30 |
|
|
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 |
13,352.04 |
11,694.05 |
1,657.99 |
12.7% |
574.84 |
4.4% |
80% |
True |
False |
60,667 |
10 |
13,352.04 |
11,228.04 |
2,124.00 |
16.3% |
473.68 |
3.6% |
84% |
True |
False |
42,477 |
20 |
13,352.04 |
10,391.47 |
2,960.57 |
22.7% |
392.62 |
3.0% |
89% |
True |
False |
33,460 |
40 |
13,352.04 |
9,858.94 |
3,493.10 |
26.8% |
426.75 |
3.3% |
91% |
True |
False |
34,451 |
60 |
13,352.04 |
9,858.94 |
3,493.10 |
26.8% |
453.99 |
3.5% |
91% |
True |
False |
35,892 |
80 |
13,352.04 |
8,934.94 |
4,417.10 |
33.9% |
421.68 |
3.2% |
93% |
True |
False |
36,875 |
100 |
13,352.04 |
8,848.18 |
4,503.86 |
34.6% |
401.51 |
3.1% |
93% |
True |
False |
36,402 |
120 |
13,352.04 |
8,201.24 |
5,150.80 |
39.6% |
429.22 |
3.3% |
94% |
True |
False |
40,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,691.71 |
2.618 |
14,793.28 |
1.618 |
14,242.77 |
1.000 |
13,902.55 |
0.618 |
13,692.26 |
HIGH |
13,352.04 |
0.618 |
13,141.75 |
0.500 |
13,076.79 |
0.382 |
13,011.82 |
LOW |
12,801.53 |
0.618 |
12,461.31 |
1.000 |
12,251.02 |
1.618 |
11,910.80 |
2.618 |
11,360.29 |
4.250 |
10,461.86 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
13,076.79 |
13,029.51 |
PP |
13,058.55 |
13,027.03 |
S1 |
13,040.32 |
13,024.56 |
|