Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
12,784.5 |
12,758.0 |
-26.5 |
-0.2% |
13,037.5 |
High |
12,837.0 |
12,806.5 |
-30.5 |
-0.2% |
13,163.0 |
Low |
12,702.5 |
12,521.0 |
-181.5 |
-1.4% |
12,581.5 |
Close |
12,744.5 |
12,541.0 |
-203.5 |
-1.6% |
12,906.5 |
Range |
134.5 |
285.5 |
151.0 |
112.3% |
581.5 |
ATR |
233.9 |
237.6 |
3.7 |
1.6% |
0.0 |
Volume |
74,470 |
95,210 |
20,740 |
27.9% |
402,877 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,479.3 |
13,295.7 |
12,698.0 |
|
R3 |
13,193.8 |
13,010.2 |
12,619.5 |
|
R2 |
12,908.3 |
12,908.3 |
12,593.3 |
|
R1 |
12,724.7 |
12,724.7 |
12,567.2 |
12,673.8 |
PP |
12,622.8 |
12,622.8 |
12,622.8 |
12,597.4 |
S1 |
12,439.2 |
12,439.2 |
12,514.8 |
12,388.3 |
S2 |
12,337.3 |
12,337.3 |
12,488.7 |
|
S3 |
12,051.8 |
12,153.7 |
12,462.5 |
|
S4 |
11,766.3 |
11,868.2 |
12,384.0 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,628.2 |
14,348.8 |
13,226.3 |
|
R3 |
14,046.7 |
13,767.3 |
13,066.4 |
|
R2 |
13,465.2 |
13,465.2 |
13,013.1 |
|
R1 |
13,185.8 |
13,185.8 |
12,959.8 |
13,034.8 |
PP |
12,883.7 |
12,883.7 |
12,883.7 |
12,808.1 |
S1 |
12,604.3 |
12,604.3 |
12,853.2 |
12,453.3 |
S2 |
12,302.2 |
12,302.2 |
12,799.9 |
|
S3 |
11,720.7 |
12,022.8 |
12,746.6 |
|
S4 |
11,139.2 |
11,441.3 |
12,586.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,018.0 |
12,521.0 |
497.0 |
4.0% |
277.2 |
2.2% |
4% |
False |
True |
89,011 |
10 |
13,163.0 |
12,521.0 |
642.0 |
5.1% |
212.7 |
1.7% |
3% |
False |
True |
76,669 |
20 |
13,163.0 |
12,316.0 |
847.0 |
6.8% |
220.7 |
1.8% |
27% |
False |
False |
75,608 |
40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.9% |
240.7 |
1.9% |
20% |
False |
False |
50,603 |
60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.8% |
227.5 |
1.8% |
27% |
False |
False |
33,764 |
80 |
13,435.0 |
12,207.0 |
1,228.0 |
9.8% |
209.8 |
1.7% |
27% |
False |
False |
25,342 |
100 |
13,435.0 |
11,610.0 |
1,825.0 |
14.6% |
215.2 |
1.7% |
51% |
False |
False |
20,284 |
120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.9% |
191.9 |
1.5% |
72% |
False |
False |
16,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,019.9 |
2.618 |
13,553.9 |
1.618 |
13,268.4 |
1.000 |
13,092.0 |
0.618 |
12,982.9 |
HIGH |
12,806.5 |
0.618 |
12,697.4 |
0.500 |
12,663.8 |
0.382 |
12,630.1 |
LOW |
12,521.0 |
0.618 |
12,344.6 |
1.000 |
12,235.5 |
1.618 |
12,059.1 |
2.618 |
11,773.6 |
4.250 |
11,307.6 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
12,663.8 |
12,769.5 |
PP |
12,622.8 |
12,693.3 |
S1 |
12,581.9 |
12,617.2 |
|