Trading Metrics calculated at close of trading on 14-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
13,136.0 |
12,997.5 |
-138.5 |
-1.1% |
12,756.0 |
High |
13,152.5 |
13,052.5 |
-100.0 |
-0.8% |
13,094.0 |
Low |
12,941.0 |
12,935.5 |
-5.5 |
0.0% |
12,709.5 |
Close |
12,985.0 |
13,018.0 |
33.0 |
0.3% |
13,023.0 |
Range |
211.5 |
117.0 |
-94.5 |
-44.7% |
384.5 |
ATR |
224.3 |
216.6 |
-7.7 |
-3.4% |
0.0 |
Volume |
75,237 |
63,477 |
-11,760 |
-15.6% |
313,455 |
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,353.0 |
13,302.5 |
13,082.4 |
|
R3 |
13,236.0 |
13,185.5 |
13,050.2 |
|
R2 |
13,119.0 |
13,119.0 |
13,039.5 |
|
R1 |
13,068.5 |
13,068.5 |
13,028.7 |
13,093.8 |
PP |
13,002.0 |
13,002.0 |
13,002.0 |
13,014.6 |
S1 |
12,951.5 |
12,951.5 |
13,007.3 |
12,976.8 |
S2 |
12,885.0 |
12,885.0 |
12,996.6 |
|
S3 |
12,768.0 |
12,834.5 |
12,985.8 |
|
S4 |
12,651.0 |
12,717.5 |
12,953.7 |
|
|
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 |
12,921.0 |
242.0 |
1.9% |
148.2 |
1.1% |
40% |
False |
False |
64,327 |
10 |
13,163.0 |
12,521.0 |
642.0 |
4.9% |
165.7 |
1.3% |
77% |
False |
False |
66,137 |
20 |
13,244.5 |
12,316.0 |
928.5 |
7.1% |
227.7 |
1.7% |
76% |
False |
False |
74,274 |
40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.6% |
231.6 |
1.8% |
63% |
False |
False |
39,490 |
60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.4% |
215.8 |
1.7% |
66% |
False |
False |
26,353 |
80 |
13,435.0 |
11,929.0 |
1,506.0 |
11.6% |
209.0 |
1.6% |
72% |
False |
False |
19,784 |
100 |
13,435.0 |
11,570.0 |
1,865.0 |
14.3% |
208.4 |
1.6% |
78% |
False |
False |
15,835 |
120 |
13,435.0 |
10,193.0 |
3,242.0 |
24.9% |
183.7 |
1.4% |
87% |
False |
False |
13,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,549.8 |
2.618 |
13,358.8 |
1.618 |
13,241.8 |
1.000 |
13,169.5 |
0.618 |
13,124.8 |
HIGH |
13,052.5 |
0.618 |
13,007.8 |
0.500 |
12,994.0 |
0.382 |
12,980.2 |
LOW |
12,935.5 |
0.618 |
12,863.2 |
1.000 |
12,818.5 |
1.618 |
12,746.2 |
2.618 |
12,629.2 |
4.250 |
12,438.3 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
13,010.0 |
13,049.3 |
PP |
13,002.0 |
13,038.8 |
S1 |
12,994.0 |
13,028.4 |
|