Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
12,553.0 |
12,565.0 |
12.0 |
0.1% |
12,908.5 |
High |
12,708.5 |
12,592.5 |
-116.0 |
-0.9% |
13,018.0 |
Low |
12,493.5 |
12,077.5 |
-416.0 |
-3.3% |
12,328.5 |
Close |
12,615.0 |
12,170.5 |
-444.5 |
-3.5% |
12,615.0 |
Range |
215.0 |
515.0 |
300.0 |
139.5% |
689.5 |
ATR |
237.7 |
259.1 |
21.4 |
9.0% |
0.0 |
Volume |
72,298 |
111,794 |
39,496 |
54.6% |
407,085 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,825.2 |
13,512.8 |
12,453.8 |
|
R3 |
13,310.2 |
12,997.8 |
12,312.1 |
|
R2 |
12,795.2 |
12,795.2 |
12,264.9 |
|
R1 |
12,482.8 |
12,482.8 |
12,217.7 |
12,381.5 |
PP |
12,280.2 |
12,280.2 |
12,280.2 |
12,229.5 |
S1 |
11,967.8 |
11,967.8 |
12,123.3 |
11,866.5 |
S2 |
11,765.2 |
11,765.2 |
12,076.1 |
|
S3 |
11,250.2 |
11,452.8 |
12,028.9 |
|
S4 |
10,735.2 |
10,937.8 |
11,887.3 |
|
|
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 |
12,837.0 |
12,077.5 |
759.5 |
6.2% |
282.6 |
2.3% |
12% |
False |
True |
89,507 |
10 |
13,152.5 |
12,077.5 |
1,075.0 |
8.8% |
270.8 |
2.2% |
9% |
False |
True |
86,162 |
20 |
13,163.0 |
12,077.5 |
1,085.5 |
8.9% |
223.3 |
1.8% |
9% |
False |
True |
76,145 |
40 |
13,435.0 |
12,077.5 |
1,357.5 |
11.2% |
251.0 |
2.1% |
7% |
False |
True |
57,544 |
60 |
13,435.0 |
12,077.5 |
1,357.5 |
11.2% |
224.5 |
1.8% |
7% |
False |
True |
38,386 |
80 |
13,435.0 |
12,077.5 |
1,357.5 |
11.2% |
215.1 |
1.8% |
7% |
False |
True |
28,813 |
100 |
13,435.0 |
11,610.0 |
1,825.0 |
15.0% |
220.5 |
1.8% |
31% |
False |
False |
23,062 |
120 |
13,435.0 |
10,193.0 |
3,242.0 |
26.6% |
199.1 |
1.6% |
61% |
False |
False |
19,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,781.3 |
2.618 |
13,940.8 |
1.618 |
13,425.8 |
1.000 |
13,107.5 |
0.618 |
12,910.8 |
HIGH |
12,592.5 |
0.618 |
12,395.8 |
0.500 |
12,335.0 |
0.382 |
12,274.2 |
LOW |
12,077.5 |
0.618 |
11,759.2 |
1.000 |
11,562.5 |
1.618 |
11,244.2 |
2.618 |
10,729.2 |
4.250 |
9,888.8 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
12,335.0 |
12,393.0 |
PP |
12,280.2 |
12,318.8 |
S1 |
12,225.3 |
12,244.7 |
|