Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
11,679.08 |
11,686.19 |
7.11 |
0.1% |
11,900.12 |
High |
11,801.39 |
11,789.46 |
-11.93 |
-0.1% |
12,204.75 |
Low |
11,613.76 |
11,646.47 |
32.71 |
0.3% |
11,765.49 |
Close |
11,677.84 |
11,665.37 |
-12.47 |
-0.1% |
11,852.17 |
Range |
187.63 |
142.99 |
-44.64 |
-23.8% |
439.26 |
ATR |
256.75 |
248.62 |
-8.13 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,129.40 |
12,040.38 |
11,744.01 |
|
R3 |
11,986.41 |
11,897.39 |
11,704.69 |
|
R2 |
11,843.42 |
11,843.42 |
11,691.58 |
|
R1 |
11,754.40 |
11,754.40 |
11,678.48 |
11,727.42 |
PP |
11,700.43 |
11,700.43 |
11,700.43 |
11,686.94 |
S1 |
11,611.41 |
11,611.41 |
11,652.26 |
11,584.43 |
S2 |
11,557.44 |
11,557.44 |
11,639.16 |
|
S3 |
11,414.45 |
11,468.42 |
11,626.05 |
|
S4 |
11,271.46 |
11,325.43 |
11,586.73 |
|
|
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 |
12,034.13 |
11,606.48 |
427.65 |
3.7% |
211.95 |
1.8% |
14% |
False |
False |
|
10 |
12,204.75 |
11,510.24 |
694.51 |
6.0% |
198.42 |
1.7% |
22% |
False |
False |
|
20 |
12,204.75 |
10,728.41 |
1,476.34 |
12.7% |
199.83 |
1.7% |
63% |
False |
False |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.1% |
247.55 |
2.1% |
56% |
False |
False |
|
60 |
12,439.48 |
10,531.79 |
1,907.69 |
16.4% |
217.20 |
1.9% |
59% |
False |
False |
|
80 |
12,439.48 |
9,956.83 |
2,482.65 |
21.3% |
216.59 |
1.9% |
69% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
25.3% |
212.23 |
1.8% |
74% |
False |
False |
|
120 |
12,439.48 |
8,665.40 |
3,774.08 |
32.4% |
204.32 |
1.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,397.17 |
2.618 |
12,163.81 |
1.618 |
12,020.82 |
1.000 |
11,932.45 |
0.618 |
11,877.83 |
HIGH |
11,789.46 |
0.618 |
11,734.84 |
0.500 |
11,717.97 |
0.382 |
11,701.09 |
LOW |
11,646.47 |
0.618 |
11,558.10 |
1.000 |
11,503.48 |
1.618 |
11,415.11 |
2.618 |
11,272.12 |
4.250 |
11,038.76 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,717.97 |
11,784.48 |
PP |
11,700.43 |
11,744.77 |
S1 |
11,682.90 |
11,705.07 |
|