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 |
13,037.5 |
13,136.0 |
98.5 |
0.8% |
12,756.0 |
High |
13,163.0 |
13,152.5 |
-10.5 |
-0.1% |
13,094.0 |
Low |
13,018.0 |
12,941.0 |
-77.0 |
-0.6% |
12,709.5 |
Close |
13,125.5 |
12,985.0 |
-140.5 |
-1.1% |
13,023.0 |
Range |
145.0 |
211.5 |
66.5 |
45.9% |
384.5 |
ATR |
225.3 |
224.3 |
-1.0 |
-0.4% |
0.0 |
Volume |
60,128 |
75,237 |
15,109 |
25.1% |
313,455 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,660.7 |
13,534.3 |
13,101.3 |
|
R3 |
13,449.2 |
13,322.8 |
13,043.2 |
|
R2 |
13,237.7 |
13,237.7 |
13,023.8 |
|
R1 |
13,111.3 |
13,111.3 |
13,004.4 |
13,068.8 |
PP |
13,026.2 |
13,026.2 |
13,026.2 |
13,004.9 |
S1 |
12,899.8 |
12,899.8 |
12,965.6 |
12,857.3 |
S2 |
12,814.7 |
12,814.7 |
12,946.2 |
|
S3 |
12,603.2 |
12,688.3 |
12,926.8 |
|
S4 |
12,391.7 |
12,476.8 |
12,868.7 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,095.7 |
13,943.8 |
13,234.5 |
|
R3 |
13,711.2 |
13,559.3 |
13,128.7 |
|
R2 |
13,326.7 |
13,326.7 |
13,093.5 |
|
R1 |
13,174.8 |
13,174.8 |
13,058.2 |
13,250.8 |
PP |
12,942.2 |
12,942.2 |
12,942.2 |
12,980.1 |
S1 |
12,790.3 |
12,790.3 |
12,987.8 |
12,866.3 |
S2 |
12,557.7 |
12,557.7 |
12,952.5 |
|
S3 |
12,173.2 |
12,405.8 |
12,917.3 |
|
S4 |
11,788.7 |
12,021.3 |
12,811.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,163.0 |
12,782.0 |
381.0 |
2.9% |
157.8 |
1.2% |
53% |
False |
False |
64,098 |
10 |
13,163.0 |
12,521.0 |
642.0 |
4.9% |
175.6 |
1.4% |
72% |
False |
False |
67,265 |
20 |
13,261.0 |
12,316.0 |
945.0 |
7.3% |
227.3 |
1.8% |
71% |
False |
False |
72,542 |
40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.6% |
231.1 |
1.8% |
60% |
False |
False |
37,905 |
60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.5% |
215.2 |
1.7% |
63% |
False |
False |
25,296 |
80 |
13,435.0 |
11,929.0 |
1,506.0 |
11.6% |
212.2 |
1.6% |
70% |
False |
False |
18,991 |
100 |
13,435.0 |
11,570.0 |
1,865.0 |
14.4% |
207.2 |
1.6% |
76% |
False |
False |
15,200 |
120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.0% |
183.5 |
1.4% |
86% |
False |
False |
12,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,051.4 |
2.618 |
13,706.2 |
1.618 |
13,494.7 |
1.000 |
13,364.0 |
0.618 |
13,283.2 |
HIGH |
13,152.5 |
0.618 |
13,071.7 |
0.500 |
13,046.8 |
0.382 |
13,021.8 |
LOW |
12,941.0 |
0.618 |
12,810.3 |
1.000 |
12,729.5 |
1.618 |
12,598.8 |
2.618 |
12,387.3 |
4.250 |
12,042.1 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
13,046.8 |
13,052.0 |
PP |
13,026.2 |
13,029.7 |
S1 |
13,005.6 |
13,007.3 |
|