Trading Metrics calculated at close of trading on 14-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
12,131.07 |
12,105.10 |
-25.97 |
-0.2% |
11,345.24 |
High |
12,187.78 |
12,159.21 |
-28.57 |
-0.2% |
11,727.60 |
Low |
12,032.75 |
11,913.57 |
-119.18 |
-1.0% |
11,256.26 |
Close |
12,083.17 |
11,985.36 |
-97.81 |
-0.8% |
11,725.85 |
Range |
155.03 |
245.64 |
90.61 |
58.4% |
471.34 |
ATR |
262.44 |
261.24 |
-1.20 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,756.30 |
12,616.47 |
12,120.46 |
|
R3 |
12,510.66 |
12,370.83 |
12,052.91 |
|
R2 |
12,265.02 |
12,265.02 |
12,030.39 |
|
R1 |
12,125.19 |
12,125.19 |
12,007.88 |
12,072.29 |
PP |
12,019.38 |
12,019.38 |
12,019.38 |
11,992.93 |
S1 |
11,879.55 |
11,879.55 |
11,962.84 |
11,826.65 |
S2 |
11,773.74 |
11,773.74 |
11,940.33 |
|
S3 |
11,528.10 |
11,633.91 |
11,917.81 |
|
S4 |
11,282.46 |
11,388.27 |
11,850.26 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,983.92 |
12,826.23 |
11,985.09 |
|
R3 |
12,512.58 |
12,354.89 |
11,855.47 |
|
R2 |
12,041.24 |
12,041.24 |
11,812.26 |
|
R1 |
11,883.55 |
11,883.55 |
11,769.06 |
11,962.40 |
PP |
11,569.90 |
11,569.90 |
11,569.90 |
11,609.33 |
S1 |
11,412.21 |
11,412.21 |
11,682.64 |
11,491.06 |
S2 |
11,098.56 |
11,098.56 |
11,639.44 |
|
S3 |
10,627.22 |
10,940.87 |
11,596.23 |
|
S4 |
10,155.88 |
10,469.53 |
11,466.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,204.75 |
11,510.24 |
694.51 |
5.8% |
184.89 |
1.5% |
68% |
False |
False |
|
10 |
12,204.75 |
11,225.17 |
979.58 |
8.2% |
188.97 |
1.6% |
78% |
False |
False |
|
20 |
12,204.75 |
10,677.85 |
1,526.90 |
12.7% |
224.45 |
1.9% |
86% |
False |
False |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
14.7% |
241.42 |
2.0% |
74% |
False |
False |
|
60 |
12,439.48 |
10,313.94 |
2,125.54 |
17.7% |
216.44 |
1.8% |
79% |
False |
False |
|
80 |
12,439.48 |
9,742.89 |
2,696.59 |
22.5% |
217.19 |
1.8% |
83% |
False |
False |
|
100 |
12,439.48 |
9,182.45 |
3,257.03 |
27.2% |
210.78 |
1.8% |
86% |
False |
False |
|
120 |
12,439.48 |
8,665.40 |
3,774.08 |
31.5% |
202.40 |
1.7% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,203.18 |
2.618 |
12,802.30 |
1.618 |
12,556.66 |
1.000 |
12,404.85 |
0.618 |
12,311.02 |
HIGH |
12,159.21 |
0.618 |
12,065.38 |
0.500 |
12,036.39 |
0.382 |
12,007.40 |
LOW |
11,913.57 |
0.618 |
11,761.76 |
1.000 |
11,667.93 |
1.618 |
11,516.12 |
2.618 |
11,270.48 |
4.250 |
10,869.60 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
12,036.39 |
12,042.49 |
PP |
12,019.38 |
12,023.45 |
S1 |
12,002.37 |
12,004.40 |
|