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 |
3,264.0 |
3,263.0 |
-1.0 |
0.0% |
3,203.0 |
High |
3,275.0 |
3,301.0 |
26.0 |
0.8% |
3,275.0 |
Low |
3,245.0 |
3,258.0 |
13.0 |
0.4% |
3,189.0 |
Close |
3,263.0 |
3,294.0 |
31.0 |
1.0% |
3,263.0 |
Range |
30.0 |
43.0 |
13.0 |
43.3% |
86.0 |
ATR |
58.3 |
57.2 |
-1.1 |
-1.9% |
0.0 |
Volume |
664,821 |
634,736 |
-30,085 |
-4.5% |
3,403,034 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,413.3 |
3,396.7 |
3,317.7 |
|
R3 |
3,370.3 |
3,353.7 |
3,305.8 |
|
R2 |
3,327.3 |
3,327.3 |
3,301.9 |
|
R1 |
3,310.7 |
3,310.7 |
3,297.9 |
3,319.0 |
PP |
3,284.3 |
3,284.3 |
3,284.3 |
3,288.5 |
S1 |
3,267.7 |
3,267.7 |
3,290.1 |
3,276.0 |
S2 |
3,241.3 |
3,241.3 |
3,286.1 |
|
S3 |
3,198.3 |
3,224.7 |
3,282.2 |
|
S4 |
3,155.3 |
3,181.7 |
3,270.4 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,500.3 |
3,467.7 |
3,310.3 |
|
R3 |
3,414.3 |
3,381.7 |
3,286.7 |
|
R2 |
3,328.3 |
3,328.3 |
3,278.8 |
|
R1 |
3,295.7 |
3,295.7 |
3,270.9 |
3,312.0 |
PP |
3,242.3 |
3,242.3 |
3,242.3 |
3,250.5 |
S1 |
3,209.7 |
3,209.7 |
3,255.1 |
3,226.0 |
S2 |
3,156.3 |
3,156.3 |
3,247.2 |
|
S3 |
3,070.3 |
3,123.7 |
3,239.4 |
|
S4 |
2,984.3 |
3,037.7 |
3,215.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,301.0 |
3,192.0 |
109.0 |
3.3% |
40.4 |
1.2% |
94% |
True |
False |
685,329 |
10 |
3,301.0 |
3,136.0 |
165.0 |
5.0% |
45.2 |
1.4% |
96% |
True |
False |
776,651 |
20 |
3,337.0 |
3,086.0 |
251.0 |
7.6% |
55.6 |
1.7% |
83% |
False |
False |
936,322 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.1% |
59.2 |
1.8% |
70% |
False |
False |
520,915 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.4% |
57.4 |
1.7% |
60% |
False |
False |
348,083 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.4% |
56.7 |
1.7% |
60% |
False |
False |
261,748 |
100 |
3,430.0 |
2,884.0 |
546.0 |
16.6% |
54.3 |
1.6% |
75% |
False |
False |
211,419 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.2% |
49.8 |
1.5% |
82% |
False |
False |
178,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,483.8 |
2.618 |
3,413.6 |
1.618 |
3,370.6 |
1.000 |
3,344.0 |
0.618 |
3,327.6 |
HIGH |
3,301.0 |
0.618 |
3,284.6 |
0.500 |
3,279.5 |
0.382 |
3,274.4 |
LOW |
3,258.0 |
0.618 |
3,231.4 |
1.000 |
3,215.0 |
1.618 |
3,188.4 |
2.618 |
3,145.4 |
4.250 |
3,075.3 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,289.2 |
3,283.7 |
PP |
3,284.3 |
3,273.3 |
S1 |
3,279.5 |
3,263.0 |
|