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 |
1,906.0 |
1,942.4 |
36.4 |
1.9% |
1,914.3 |
High |
1,944.0 |
1,945.6 |
1.6 |
0.1% |
1,944.0 |
Low |
1,906.0 |
1,931.3 |
25.3 |
1.3% |
1,884.0 |
Close |
1,933.6 |
1,936.3 |
2.7 |
0.1% |
1,933.6 |
Range |
38.0 |
14.3 |
-23.7 |
-62.4% |
60.0 |
ATR |
33.7 |
32.3 |
-1.4 |
-4.1% |
0.0 |
Volume |
8,327 |
3,011 |
-5,316 |
-63.8% |
27,686 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.6 |
1,972.8 |
1,944.2 |
|
R3 |
1,966.3 |
1,958.5 |
1,940.2 |
|
R2 |
1,952.0 |
1,952.0 |
1,938.9 |
|
R1 |
1,944.2 |
1,944.2 |
1,937.6 |
1,941.0 |
PP |
1,937.7 |
1,937.7 |
1,937.7 |
1,936.1 |
S1 |
1,929.9 |
1,929.9 |
1,935.0 |
1,926.7 |
S2 |
1,923.4 |
1,923.4 |
1,933.7 |
|
S3 |
1,909.1 |
1,915.6 |
1,932.4 |
|
S4 |
1,894.8 |
1,901.3 |
1,928.4 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,100.5 |
2,077.1 |
1,966.6 |
|
R3 |
2,040.5 |
2,017.1 |
1,950.1 |
|
R2 |
1,980.5 |
1,980.5 |
1,944.6 |
|
R1 |
1,957.1 |
1,957.1 |
1,939.1 |
1,968.8 |
PP |
1,920.5 |
1,920.5 |
1,920.5 |
1,926.4 |
S1 |
1,897.1 |
1,897.1 |
1,928.1 |
1,908.8 |
S2 |
1,860.5 |
1,860.5 |
1,922.6 |
|
S3 |
1,800.5 |
1,837.1 |
1,917.1 |
|
S4 |
1,740.5 |
1,777.1 |
1,900.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,945.6 |
1,884.0 |
61.6 |
3.2% |
28.6 |
1.5% |
85% |
True |
False |
5,556 |
10 |
1,945.6 |
1,884.0 |
61.6 |
3.2% |
27.4 |
1.4% |
85% |
True |
False |
4,057 |
20 |
1,991.6 |
1,858.1 |
133.5 |
6.9% |
30.9 |
1.6% |
59% |
False |
False |
3,403 |
40 |
2,032.5 |
1,858.1 |
174.4 |
9.0% |
35.4 |
1.8% |
45% |
False |
False |
3,171 |
60 |
2,099.2 |
1,840.0 |
259.2 |
13.4% |
38.6 |
2.0% |
37% |
False |
False |
3,639 |
80 |
2,099.2 |
1,755.2 |
344.0 |
17.8% |
34.5 |
1.8% |
53% |
False |
False |
3,147 |
100 |
2,099.2 |
1,698.4 |
400.8 |
20.7% |
32.8 |
1.7% |
59% |
False |
False |
2,874 |
120 |
2,099.2 |
1,689.2 |
410.0 |
21.2% |
30.5 |
1.6% |
60% |
False |
False |
2,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.4 |
2.618 |
1,983.0 |
1.618 |
1,968.7 |
1.000 |
1,959.9 |
0.618 |
1,954.4 |
HIGH |
1,945.6 |
0.618 |
1,940.1 |
0.500 |
1,938.5 |
0.382 |
1,936.8 |
LOW |
1,931.3 |
0.618 |
1,922.5 |
1.000 |
1,917.0 |
1.618 |
1,908.2 |
2.618 |
1,893.9 |
4.250 |
1,870.5 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,938.5 |
1,930.6 |
PP |
1,937.7 |
1,925.0 |
S1 |
1,937.0 |
1,919.3 |
|