Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
12,478.5 |
12,553.0 |
74.5 |
0.6% |
12,908.5 |
High |
12,591.5 |
12,708.5 |
117.0 |
0.9% |
13,018.0 |
Low |
12,328.5 |
12,493.5 |
165.0 |
1.3% |
12,328.5 |
Close |
12,526.5 |
12,615.0 |
88.5 |
0.7% |
12,615.0 |
Range |
263.0 |
215.0 |
-48.0 |
-18.3% |
689.5 |
ATR |
239.4 |
237.7 |
-1.7 |
-0.7% |
0.0 |
Volume |
93,767 |
72,298 |
-21,469 |
-22.9% |
407,085 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,250.7 |
13,147.8 |
12,733.3 |
|
R3 |
13,035.7 |
12,932.8 |
12,674.1 |
|
R2 |
12,820.7 |
12,820.7 |
12,654.4 |
|
R1 |
12,717.8 |
12,717.8 |
12,634.7 |
12,769.3 |
PP |
12,605.7 |
12,605.7 |
12,605.7 |
12,631.4 |
S1 |
12,502.8 |
12,502.8 |
12,595.3 |
12,554.3 |
S2 |
12,390.7 |
12,390.7 |
12,575.6 |
|
S3 |
12,175.7 |
12,287.8 |
12,555.9 |
|
S4 |
11,960.7 |
12,072.8 |
12,496.8 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,722.3 |
14,358.2 |
12,994.2 |
|
R3 |
14,032.8 |
13,668.7 |
12,804.6 |
|
R2 |
13,343.3 |
13,343.3 |
12,741.4 |
|
R1 |
12,979.2 |
12,979.2 |
12,678.2 |
12,816.5 |
PP |
12,653.8 |
12,653.8 |
12,653.8 |
12,572.5 |
S1 |
12,289.7 |
12,289.7 |
12,551.8 |
12,127.0 |
S2 |
11,964.3 |
11,964.3 |
12,488.6 |
|
S3 |
11,274.8 |
11,600.2 |
12,425.4 |
|
S4 |
10,585.3 |
10,910.7 |
12,235.8 |
|
|
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 |
12,328.5 |
689.5 |
5.5% |
241.5 |
1.9% |
42% |
False |
False |
81,417 |
10 |
13,163.0 |
12,328.5 |
834.5 |
6.6% |
233.8 |
1.9% |
34% |
False |
False |
80,996 |
20 |
13,163.0 |
12,328.5 |
834.5 |
6.6% |
213.8 |
1.7% |
34% |
False |
False |
74,275 |
40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.9% |
243.4 |
1.9% |
27% |
False |
False |
54,751 |
60 |
13,435.0 |
12,316.0 |
1,119.0 |
8.9% |
221.6 |
1.8% |
27% |
False |
False |
36,526 |
80 |
13,435.0 |
12,207.0 |
1,228.0 |
9.7% |
210.9 |
1.7% |
33% |
False |
False |
27,416 |
100 |
13,435.0 |
11,610.0 |
1,825.0 |
14.5% |
216.4 |
1.7% |
55% |
False |
False |
21,944 |
120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.7% |
195.3 |
1.5% |
75% |
False |
False |
18,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,622.3 |
2.618 |
13,271.4 |
1.618 |
13,056.4 |
1.000 |
12,923.5 |
0.618 |
12,841.4 |
HIGH |
12,708.5 |
0.618 |
12,626.4 |
0.500 |
12,601.0 |
0.382 |
12,575.6 |
LOW |
12,493.5 |
0.618 |
12,360.6 |
1.000 |
12,278.5 |
1.618 |
12,145.6 |
2.618 |
11,930.6 |
4.250 |
11,579.8 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
12,610.3 |
12,599.2 |
PP |
12,605.7 |
12,583.3 |
S1 |
12,601.0 |
12,567.5 |
|