Trading Metrics calculated at close of trading on 12-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
351.7600 |
363.7370 |
11.9770 |
3.4% |
346.6820 |
High |
365.7740 |
389.4410 |
23.6670 |
6.5% |
365.7740 |
Low |
347.7380 |
362.8190 |
15.0810 |
4.3% |
333.2500 |
Close |
363.7370 |
387.5040 |
23.7670 |
6.5% |
363.7370 |
Range |
18.0360 |
26.6220 |
8.5860 |
47.6% |
32.5240 |
ATR |
22.8220 |
23.0934 |
0.2714 |
1.2% |
0.0000 |
Volume |
505,243 |
481,443 |
-23,800 |
-4.7% |
2,379,732 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459.7873 |
450.2677 |
402.1461 |
|
R3 |
433.1653 |
423.6457 |
394.8251 |
|
R2 |
406.5433 |
406.5433 |
392.3847 |
|
R1 |
397.0237 |
397.0237 |
389.9444 |
401.7835 |
PP |
379.9213 |
379.9213 |
379.9213 |
382.3013 |
S1 |
370.4017 |
370.4017 |
385.0637 |
375.1615 |
S2 |
353.2993 |
353.2993 |
382.6233 |
|
S3 |
326.6773 |
343.7797 |
380.1830 |
|
S4 |
300.0553 |
317.1577 |
372.8619 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451.8257 |
440.3053 |
381.6252 |
|
R3 |
419.3017 |
407.7813 |
372.6811 |
|
R2 |
386.7777 |
386.7777 |
369.6997 |
|
R1 |
375.2573 |
375.2573 |
366.7184 |
381.0175 |
PP |
354.2537 |
354.2537 |
354.2537 |
357.1338 |
S1 |
342.7333 |
342.7333 |
360.7556 |
348.4935 |
S2 |
321.7297 |
321.7297 |
357.7743 |
|
S3 |
289.2057 |
310.2093 |
354.7929 |
|
S4 |
256.6817 |
277.6853 |
345.8488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
389.4410 |
333.2500 |
56.1910 |
14.5% |
17.9760 |
4.6% |
97% |
True |
False |
503,731 |
10 |
389.4410 |
333.2500 |
56.1910 |
14.5% |
16.7149 |
4.3% |
97% |
True |
False |
489,155 |
20 |
394.0820 |
315.3600 |
78.7220 |
20.3% |
21.2000 |
5.5% |
92% |
False |
False |
543,730 |
40 |
488.1230 |
315.3600 |
172.7630 |
44.6% |
27.3186 |
7.0% |
42% |
False |
False |
744,521 |
60 |
488.1230 |
232.3690 |
255.7540 |
66.0% |
26.9576 |
7.0% |
61% |
False |
False |
856,998 |
80 |
488.1230 |
216.4670 |
271.6560 |
70.1% |
22.4904 |
5.8% |
63% |
False |
False |
774,839 |
100 |
488.1230 |
197.1450 |
290.9780 |
75.1% |
20.3944 |
5.3% |
65% |
False |
False |
751,819 |
120 |
488.1230 |
176.6020 |
311.5210 |
80.4% |
19.4753 |
5.0% |
68% |
False |
False |
787,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
502.5845 |
2.618 |
459.1374 |
1.618 |
432.5154 |
1.000 |
416.0630 |
0.618 |
405.8934 |
HIGH |
389.4410 |
0.618 |
379.2714 |
0.500 |
376.1300 |
0.382 |
372.9886 |
LOW |
362.8190 |
0.618 |
346.3666 |
1.000 |
336.1970 |
1.618 |
319.7446 |
2.618 |
293.1226 |
4.250 |
249.6755 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
383.7127 |
379.0553 |
PP |
379.9213 |
370.6067 |
S1 |
376.1300 |
362.1580 |
|