Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3,263.0 |
3,292.0 |
29.0 |
0.9% |
3,203.0 |
High |
3,301.0 |
3,297.0 |
-4.0 |
-0.1% |
3,275.0 |
Low |
3,258.0 |
3,256.0 |
-2.0 |
-0.1% |
3,189.0 |
Close |
3,294.0 |
3,267.0 |
-27.0 |
-0.8% |
3,263.0 |
Range |
43.0 |
41.0 |
-2.0 |
-4.7% |
86.0 |
ATR |
57.2 |
56.0 |
-1.2 |
-2.0% |
0.0 |
Volume |
634,736 |
769,519 |
134,783 |
21.2% |
3,403,034 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.3 |
3,372.7 |
3,289.6 |
|
R3 |
3,355.3 |
3,331.7 |
3,278.3 |
|
R2 |
3,314.3 |
3,314.3 |
3,274.5 |
|
R1 |
3,290.7 |
3,290.7 |
3,270.8 |
3,282.0 |
PP |
3,273.3 |
3,273.3 |
3,273.3 |
3,269.0 |
S1 |
3,249.7 |
3,249.7 |
3,263.2 |
3,241.0 |
S2 |
3,232.3 |
3,232.3 |
3,259.5 |
|
S3 |
3,191.3 |
3,208.7 |
3,255.7 |
|
S4 |
3,150.3 |
3,167.7 |
3,244.5 |
|
|
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 |
3,197.0 |
104.0 |
3.2% |
38.4 |
1.2% |
67% |
False |
False |
683,717 |
10 |
3,301.0 |
3,136.0 |
165.0 |
5.1% |
44.7 |
1.4% |
79% |
False |
False |
790,479 |
20 |
3,337.0 |
3,086.0 |
251.0 |
7.7% |
55.3 |
1.7% |
72% |
False |
False |
900,530 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.2% |
59.7 |
1.8% |
61% |
False |
False |
540,148 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.5% |
57.1 |
1.7% |
53% |
False |
False |
360,908 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.5% |
56.6 |
1.7% |
53% |
False |
False |
271,188 |
100 |
3,430.0 |
2,946.0 |
484.0 |
14.8% |
54.2 |
1.7% |
66% |
False |
False |
219,063 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.4% |
50.0 |
1.5% |
79% |
False |
False |
184,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,471.3 |
2.618 |
3,404.3 |
1.618 |
3,363.3 |
1.000 |
3,338.0 |
0.618 |
3,322.3 |
HIGH |
3,297.0 |
0.618 |
3,281.3 |
0.500 |
3,276.5 |
0.382 |
3,271.7 |
LOW |
3,256.0 |
0.618 |
3,230.7 |
1.000 |
3,215.0 |
1.618 |
3,189.7 |
2.618 |
3,148.7 |
4.250 |
3,081.8 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,276.5 |
3,273.0 |
PP |
3,273.3 |
3,271.0 |
S1 |
3,270.2 |
3,269.0 |
|