Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
11,686.19 |
11,712.64 |
26.45 |
0.2% |
11,900.12 |
High |
11,789.46 |
11,739.22 |
-50.24 |
-0.4% |
12,204.75 |
Low |
11,646.47 |
11,529.73 |
-116.74 |
-1.0% |
11,765.49 |
Close |
11,665.37 |
11,662.91 |
-2.46 |
0.0% |
11,852.17 |
Range |
142.99 |
209.49 |
66.50 |
46.5% |
439.26 |
ATR |
248.62 |
245.83 |
-2.80 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,272.42 |
12,177.16 |
11,778.13 |
|
R3 |
12,062.93 |
11,967.67 |
11,720.52 |
|
R2 |
11,853.44 |
11,853.44 |
11,701.32 |
|
R1 |
11,758.18 |
11,758.18 |
11,682.11 |
11,701.07 |
PP |
11,643.95 |
11,643.95 |
11,643.95 |
11,615.40 |
S1 |
11,548.69 |
11,548.69 |
11,643.71 |
11,491.58 |
S2 |
11,434.46 |
11,434.46 |
11,624.50 |
|
S3 |
11,224.97 |
11,339.20 |
11,605.30 |
|
S4 |
11,015.48 |
11,129.71 |
11,547.69 |
|
|
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 |
11,529.73 |
504.40 |
4.3% |
221.22 |
1.9% |
26% |
False |
True |
|
10 |
12,204.75 |
11,529.73 |
675.02 |
5.8% |
212.12 |
1.8% |
20% |
False |
True |
|
20 |
12,204.75 |
10,851.68 |
1,353.07 |
11.6% |
195.40 |
1.7% |
60% |
False |
False |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.1% |
247.50 |
2.1% |
56% |
False |
False |
|
60 |
12,439.48 |
10,531.79 |
1,907.69 |
16.4% |
218.90 |
1.9% |
59% |
False |
False |
|
80 |
12,439.48 |
10,142.75 |
2,296.73 |
19.7% |
216.35 |
1.9% |
66% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
25.3% |
212.84 |
1.8% |
74% |
False |
False |
|
120 |
12,439.48 |
8,860.77 |
3,578.71 |
30.7% |
204.61 |
1.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,629.55 |
2.618 |
12,287.66 |
1.618 |
12,078.17 |
1.000 |
11,948.71 |
0.618 |
11,868.68 |
HIGH |
11,739.22 |
0.618 |
11,659.19 |
0.500 |
11,634.48 |
0.382 |
11,609.76 |
LOW |
11,529.73 |
0.618 |
11,400.27 |
1.000 |
11,320.24 |
1.618 |
11,190.78 |
2.618 |
10,981.29 |
4.250 |
10,639.40 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,653.43 |
11,665.56 |
PP |
11,643.95 |
11,664.68 |
S1 |
11,634.48 |
11,663.79 |
|