Trading Metrics calculated at close of trading on 12-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,893.07 |
1,929.62 |
36.55 |
1.9% |
1,898.62 |
High |
1,929.66 |
1,932.16 |
2.50 |
0.1% |
1,929.66 |
Low |
1,892.82 |
1,919.12 |
26.30 |
1.4% |
1,874.09 |
Close |
1,929.64 |
1,922.13 |
-7.51 |
-0.4% |
1,929.64 |
Range |
36.84 |
13.04 |
-23.80 |
-64.6% |
55.57 |
ATR |
28.88 |
27.75 |
-1.13 |
-3.9% |
0.00 |
Volume |
6,687 |
6,895 |
208 |
3.1% |
32,633 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.59 |
1,955.90 |
1,929.30 |
|
R3 |
1,950.55 |
1,942.86 |
1,925.72 |
|
R2 |
1,937.51 |
1,937.51 |
1,924.52 |
|
R1 |
1,929.82 |
1,929.82 |
1,923.33 |
1,927.15 |
PP |
1,924.47 |
1,924.47 |
1,924.47 |
1,923.13 |
S1 |
1,916.78 |
1,916.78 |
1,920.93 |
1,914.11 |
S2 |
1,911.43 |
1,911.43 |
1,919.74 |
|
S3 |
1,898.39 |
1,903.74 |
1,918.54 |
|
S4 |
1,885.35 |
1,890.70 |
1,914.96 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,077.84 |
2,059.31 |
1,960.20 |
|
R3 |
2,022.27 |
2,003.74 |
1,944.92 |
|
R2 |
1,966.70 |
1,966.70 |
1,939.83 |
|
R1 |
1,948.17 |
1,948.17 |
1,934.73 |
1,957.44 |
PP |
1,911.13 |
1,911.13 |
1,911.13 |
1,915.76 |
S1 |
1,892.60 |
1,892.60 |
1,924.55 |
1,901.87 |
S2 |
1,855.56 |
1,855.56 |
1,919.45 |
|
S3 |
1,799.99 |
1,837.03 |
1,914.36 |
|
S4 |
1,744.42 |
1,781.46 |
1,899.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,932.16 |
1,874.09 |
58.07 |
3.0% |
26.14 |
1.4% |
83% |
True |
False |
6,622 |
10 |
1,932.16 |
1,874.09 |
58.07 |
3.0% |
25.06 |
1.3% |
83% |
True |
False |
6,570 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.4% |
27.26 |
1.4% |
60% |
False |
False |
6,706 |
40 |
2,014.05 |
1,849.22 |
164.83 |
8.6% |
29.97 |
1.6% |
44% |
False |
False |
6,781 |
60 |
2,070.48 |
1,815.94 |
254.54 |
13.2% |
34.40 |
1.8% |
42% |
False |
False |
6,666 |
80 |
2,070.48 |
1,747.87 |
322.61 |
16.8% |
29.93 |
1.6% |
54% |
False |
False |
6,620 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.7% |
28.62 |
1.5% |
63% |
False |
False |
6,419 |
120 |
2,070.48 |
1,671.36 |
399.12 |
20.8% |
27.46 |
1.4% |
63% |
False |
False |
6,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,987.58 |
2.618 |
1,966.30 |
1.618 |
1,953.26 |
1.000 |
1,945.20 |
0.618 |
1,940.22 |
HIGH |
1,932.16 |
0.618 |
1,927.18 |
0.500 |
1,925.64 |
0.382 |
1,924.10 |
LOW |
1,919.12 |
0.618 |
1,911.06 |
1.000 |
1,906.08 |
1.618 |
1,898.02 |
2.618 |
1,884.98 |
4.250 |
1,863.70 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,925.64 |
1,917.18 |
PP |
1,924.47 |
1,912.23 |
S1 |
1,923.30 |
1,907.28 |
|