Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
11,913.01 |
11,679.08 |
-233.93 |
-2.0% |
11,900.12 |
High |
11,962.47 |
11,801.39 |
-161.08 |
-1.3% |
12,204.75 |
Low |
11,606.48 |
11,613.76 |
7.28 |
0.1% |
11,765.49 |
Close |
11,634.35 |
11,677.84 |
43.49 |
0.4% |
11,852.17 |
Range |
355.99 |
187.63 |
-168.36 |
-47.3% |
439.26 |
ATR |
262.06 |
256.75 |
-5.32 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,260.55 |
12,156.83 |
11,781.04 |
|
R3 |
12,072.92 |
11,969.20 |
11,729.44 |
|
R2 |
11,885.29 |
11,885.29 |
11,712.24 |
|
R1 |
11,781.57 |
11,781.57 |
11,695.04 |
11,739.62 |
PP |
11,697.66 |
11,697.66 |
11,697.66 |
11,676.69 |
S1 |
11,593.94 |
11,593.94 |
11,660.64 |
11,551.99 |
S2 |
11,510.03 |
11,510.03 |
11,643.44 |
|
S3 |
11,322.40 |
11,406.31 |
11,626.24 |
|
S4 |
11,134.77 |
11,218.68 |
11,574.64 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,258.58 |
12,994.64 |
12,093.76 |
|
R3 |
12,819.32 |
12,555.38 |
11,972.97 |
|
R2 |
12,380.06 |
12,380.06 |
11,932.70 |
|
R1 |
12,116.12 |
12,116.12 |
11,892.44 |
12,028.46 |
PP |
11,940.80 |
11,940.80 |
11,940.80 |
11,896.98 |
S1 |
11,676.86 |
11,676.86 |
11,811.90 |
11,589.20 |
S2 |
11,501.54 |
11,501.54 |
11,771.64 |
|
S3 |
11,062.28 |
11,237.60 |
11,731.37 |
|
S4 |
10,623.02 |
10,798.34 |
11,610.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,159.21 |
11,606.48 |
552.73 |
4.7% |
232.48 |
2.0% |
13% |
False |
False |
|
10 |
12,204.75 |
11,382.48 |
822.27 |
7.0% |
197.83 |
1.7% |
36% |
False |
False |
|
20 |
12,204.75 |
10,728.41 |
1,476.34 |
12.6% |
211.36 |
1.8% |
64% |
False |
False |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.1% |
247.56 |
2.1% |
57% |
False |
False |
|
60 |
12,439.48 |
10,527.43 |
1,912.05 |
16.4% |
217.06 |
1.9% |
60% |
False |
False |
|
80 |
12,439.48 |
9,742.89 |
2,696.59 |
23.1% |
217.58 |
1.9% |
72% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
25.3% |
211.74 |
1.8% |
74% |
False |
False |
|
120 |
12,439.48 |
8,665.40 |
3,774.08 |
32.3% |
204.79 |
1.8% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,598.82 |
2.618 |
12,292.61 |
1.618 |
12,104.98 |
1.000 |
11,989.02 |
0.618 |
11,917.35 |
HIGH |
11,801.39 |
0.618 |
11,729.72 |
0.500 |
11,707.58 |
0.382 |
11,685.43 |
LOW |
11,613.76 |
0.618 |
11,497.80 |
1.000 |
11,426.13 |
1.618 |
11,310.17 |
2.618 |
11,122.54 |
4.250 |
10,816.33 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,707.58 |
11,820.31 |
PP |
11,697.66 |
11,772.82 |
S1 |
11,687.75 |
11,725.33 |
|