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 |
5,985.0 |
5,978.0 |
-7.0 |
-0.1% |
5,896.0 |
High |
6,012.5 |
6,010.0 |
-2.5 |
0.0% |
6,012.5 |
Low |
5,961.5 |
5,964.5 |
3.0 |
0.1% |
5,872.0 |
Close |
5,989.5 |
5,977.0 |
-12.5 |
-0.2% |
5,989.5 |
Range |
51.0 |
45.5 |
-5.5 |
-10.8% |
140.5 |
ATR |
94.4 |
90.9 |
-3.5 |
-3.7% |
0.0 |
Volume |
63,590 |
61,329 |
-2,261 |
-3.6% |
362,106 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,120.5 |
6,094.0 |
6,002.0 |
|
R3 |
6,075.0 |
6,048.5 |
5,989.5 |
|
R2 |
6,029.5 |
6,029.5 |
5,985.5 |
|
R1 |
6,003.0 |
6,003.0 |
5,981.0 |
5,993.5 |
PP |
5,984.0 |
5,984.0 |
5,984.0 |
5,979.0 |
S1 |
5,957.5 |
5,957.5 |
5,973.0 |
5,948.0 |
S2 |
5,938.5 |
5,938.5 |
5,968.5 |
|
S3 |
5,893.0 |
5,912.0 |
5,964.5 |
|
S4 |
5,847.5 |
5,866.5 |
5,952.0 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,379.5 |
6,325.0 |
6,067.0 |
|
R3 |
6,239.0 |
6,184.5 |
6,028.0 |
|
R2 |
6,098.5 |
6,098.5 |
6,015.5 |
|
R1 |
6,044.0 |
6,044.0 |
6,002.5 |
6,071.0 |
PP |
5,958.0 |
5,958.0 |
5,958.0 |
5,971.5 |
S1 |
5,903.5 |
5,903.5 |
5,976.5 |
5,931.0 |
S2 |
5,817.5 |
5,817.5 |
5,963.5 |
|
S3 |
5,677.0 |
5,763.0 |
5,951.0 |
|
S4 |
5,536.5 |
5,622.5 |
5,912.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,012.5 |
5,872.0 |
140.5 |
2.4% |
64.0 |
1.1% |
75% |
False |
False |
70,047 |
10 |
6,012.5 |
5,766.5 |
246.0 |
4.1% |
77.5 |
1.3% |
86% |
False |
False |
81,525 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.0% |
94.0 |
1.6% |
66% |
False |
False |
111,081 |
40 |
6,114.0 |
5,739.5 |
374.5 |
6.3% |
87.0 |
1.5% |
63% |
False |
False |
67,842 |
60 |
6,228.5 |
5,739.5 |
489.0 |
8.2% |
67.0 |
1.1% |
49% |
False |
False |
45,231 |
80 |
6,262.5 |
5,739.5 |
523.0 |
8.8% |
53.0 |
0.9% |
45% |
False |
False |
33,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,203.5 |
2.618 |
6,129.0 |
1.618 |
6,083.5 |
1.000 |
6,055.5 |
0.618 |
6,038.0 |
HIGH |
6,010.0 |
0.618 |
5,992.5 |
0.500 |
5,987.0 |
0.382 |
5,982.0 |
LOW |
5,964.5 |
0.618 |
5,936.5 |
1.000 |
5,919.0 |
1.618 |
5,891.0 |
2.618 |
5,845.5 |
4.250 |
5,771.0 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,987.0 |
5,970.0 |
PP |
5,984.0 |
5,963.0 |
S1 |
5,980.5 |
5,956.0 |
|