Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
12,105.10 |
11,785.95 |
-319.15 |
-2.6% |
11,345.24 |
High |
12,159.21 |
11,928.63 |
-230.58 |
-1.9% |
11,727.60 |
Low |
11,913.57 |
11,765.49 |
-148.08 |
-1.2% |
11,256.26 |
Close |
11,985.36 |
11,898.57 |
-86.79 |
-0.7% |
11,725.85 |
Range |
245.64 |
163.14 |
-82.50 |
-33.6% |
471.34 |
ATR |
261.24 |
258.29 |
-2.96 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,353.65 |
12,289.25 |
11,988.30 |
|
R3 |
12,190.51 |
12,126.11 |
11,943.43 |
|
R2 |
12,027.37 |
12,027.37 |
11,928.48 |
|
R1 |
11,962.97 |
11,962.97 |
11,913.52 |
11,995.17 |
PP |
11,864.23 |
11,864.23 |
11,864.23 |
11,880.33 |
S1 |
11,799.83 |
11,799.83 |
11,883.62 |
11,832.03 |
S2 |
11,701.09 |
11,701.09 |
11,868.66 |
|
S3 |
11,537.95 |
11,636.69 |
11,853.71 |
|
S4 |
11,374.81 |
11,473.55 |
11,808.84 |
|
|
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 |
11,600.86 |
603.89 |
5.1% |
203.01 |
1.7% |
49% |
False |
False |
|
10 |
12,204.75 |
11,225.17 |
979.58 |
8.2% |
193.47 |
1.6% |
69% |
False |
False |
|
20 |
12,204.75 |
10,677.85 |
1,526.90 |
12.8% |
221.44 |
1.9% |
80% |
False |
False |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
14.8% |
242.08 |
2.0% |
69% |
False |
False |
|
60 |
12,439.48 |
10,313.94 |
2,125.54 |
17.9% |
216.93 |
1.8% |
75% |
False |
False |
|
80 |
12,439.48 |
9,742.89 |
2,696.59 |
22.7% |
217.54 |
1.8% |
80% |
False |
False |
|
100 |
12,439.48 |
9,182.45 |
3,257.03 |
27.4% |
210.50 |
1.8% |
83% |
False |
False |
|
120 |
12,439.48 |
8,665.40 |
3,774.08 |
31.7% |
203.06 |
1.7% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,621.98 |
2.618 |
12,355.73 |
1.618 |
12,192.59 |
1.000 |
12,091.77 |
0.618 |
12,029.45 |
HIGH |
11,928.63 |
0.618 |
11,866.31 |
0.500 |
11,847.06 |
0.382 |
11,827.81 |
LOW |
11,765.49 |
0.618 |
11,664.67 |
1.000 |
11,602.35 |
1.618 |
11,501.53 |
2.618 |
11,338.39 |
4.250 |
11,072.15 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,881.40 |
11,976.64 |
PP |
11,864.23 |
11,950.61 |
S1 |
11,847.06 |
11,924.59 |
|