Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
11,712.64 |
11,680.72 |
-31.92 |
-0.3% |
11,913.01 |
High |
11,739.22 |
11,693.01 |
-46.21 |
-0.4% |
11,962.47 |
Low |
11,529.73 |
11,569.09 |
39.36 |
0.3% |
11,529.73 |
Close |
11,662.91 |
11,692.57 |
29.66 |
0.3% |
11,692.57 |
Range |
209.49 |
123.92 |
-85.57 |
-40.8% |
432.74 |
ATR |
245.83 |
237.12 |
-8.71 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,023.32 |
11,981.86 |
11,760.73 |
|
R3 |
11,899.40 |
11,857.94 |
11,726.65 |
|
R2 |
11,775.48 |
11,775.48 |
11,715.29 |
|
R1 |
11,734.02 |
11,734.02 |
11,703.93 |
11,754.75 |
PP |
11,651.56 |
11,651.56 |
11,651.56 |
11,661.92 |
S1 |
11,610.10 |
11,610.10 |
11,681.21 |
11,630.83 |
S2 |
11,527.64 |
11,527.64 |
11,669.85 |
|
S3 |
11,403.72 |
11,486.18 |
11,658.49 |
|
S4 |
11,279.80 |
11,362.26 |
11,624.41 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,026.48 |
12,792.26 |
11,930.58 |
|
R3 |
12,593.74 |
12,359.52 |
11,811.57 |
|
R2 |
12,161.00 |
12,161.00 |
11,771.91 |
|
R1 |
11,926.78 |
11,926.78 |
11,732.24 |
11,827.52 |
PP |
11,728.26 |
11,728.26 |
11,728.26 |
11,678.63 |
S1 |
11,494.04 |
11,494.04 |
11,652.90 |
11,394.78 |
S2 |
11,295.52 |
11,295.52 |
11,613.23 |
|
S3 |
10,862.78 |
11,061.30 |
11,573.57 |
|
S4 |
10,430.04 |
10,628.56 |
11,454.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,962.47 |
11,529.73 |
432.74 |
3.7% |
204.00 |
1.7% |
38% |
False |
False |
|
10 |
12,204.75 |
11,529.73 |
675.02 |
5.8% |
211.83 |
1.8% |
24% |
False |
False |
|
20 |
12,204.75 |
11,225.17 |
979.58 |
8.4% |
185.30 |
1.6% |
48% |
False |
False |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.1% |
245.47 |
2.1% |
58% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.1% |
217.54 |
1.9% |
58% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.2% |
215.66 |
1.8% |
65% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
25.2% |
213.27 |
1.8% |
75% |
False |
False |
|
120 |
12,439.48 |
8,860.77 |
3,578.71 |
30.6% |
204.56 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,219.67 |
2.618 |
12,017.43 |
1.618 |
11,893.51 |
1.000 |
11,816.93 |
0.618 |
11,769.59 |
HIGH |
11,693.01 |
0.618 |
11,645.67 |
0.500 |
11,631.05 |
0.382 |
11,616.43 |
LOW |
11,569.09 |
0.618 |
11,492.51 |
1.000 |
11,445.17 |
1.618 |
11,368.59 |
2.618 |
11,244.67 |
4.250 |
11,042.43 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,672.06 |
11,681.58 |
PP |
11,651.56 |
11,670.59 |
S1 |
11,631.05 |
11,659.60 |
|