Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
5,955.5 |
5,898.5 |
-57.0 |
-1.0% |
5,896.0 |
High |
5,983.0 |
5,905.5 |
-77.5 |
-1.3% |
6,012.5 |
Low |
5,875.0 |
5,757.0 |
-118.0 |
-2.0% |
5,872.0 |
Close |
5,911.5 |
5,800.5 |
-111.0 |
-1.9% |
5,989.5 |
Range |
108.0 |
148.5 |
40.5 |
37.5% |
140.5 |
ATR |
91.4 |
95.9 |
4.5 |
4.9% |
0.0 |
Volume |
78,766 |
133,146 |
54,380 |
69.0% |
362,106 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,266.5 |
6,182.0 |
5,882.0 |
|
R3 |
6,118.0 |
6,033.5 |
5,841.5 |
|
R2 |
5,969.5 |
5,969.5 |
5,827.5 |
|
R1 |
5,885.0 |
5,885.0 |
5,814.0 |
5,853.0 |
PP |
5,821.0 |
5,821.0 |
5,821.0 |
5,805.0 |
S1 |
5,736.5 |
5,736.5 |
5,787.0 |
5,704.5 |
S2 |
5,672.5 |
5,672.5 |
5,773.5 |
|
S3 |
5,524.0 |
5,588.0 |
5,759.5 |
|
S4 |
5,375.5 |
5,439.5 |
5,719.0 |
|
|
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 |
5,757.0 |
255.5 |
4.4% |
86.5 |
1.5% |
17% |
False |
True |
86,689 |
10 |
6,012.5 |
5,757.0 |
255.5 |
4.4% |
84.0 |
1.4% |
17% |
False |
True |
82,366 |
20 |
6,040.0 |
5,739.5 |
300.5 |
5.2% |
97.5 |
1.7% |
20% |
False |
False |
94,315 |
40 |
6,114.0 |
5,739.5 |
374.5 |
6.5% |
92.5 |
1.6% |
16% |
False |
False |
75,555 |
60 |
6,228.0 |
5,739.5 |
488.5 |
8.4% |
72.0 |
1.2% |
12% |
False |
False |
50,373 |
80 |
6,240.5 |
5,739.5 |
501.0 |
8.6% |
56.0 |
1.0% |
12% |
False |
False |
37,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,536.5 |
2.618 |
6,294.5 |
1.618 |
6,146.0 |
1.000 |
6,054.0 |
0.618 |
5,997.5 |
HIGH |
5,905.5 |
0.618 |
5,849.0 |
0.500 |
5,831.0 |
0.382 |
5,813.5 |
LOW |
5,757.0 |
0.618 |
5,665.0 |
1.000 |
5,608.5 |
1.618 |
5,516.5 |
2.618 |
5,368.0 |
4.250 |
5,126.0 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,831.0 |
5,879.5 |
PP |
5,821.0 |
5,853.0 |
S1 |
5,811.0 |
5,827.0 |
|