Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
11,680.72 |
11,584.17 |
-96.55 |
-0.8% |
11,913.01 |
High |
11,693.01 |
11,708.08 |
15.07 |
0.1% |
11,962.47 |
Low |
11,569.09 |
11,360.73 |
-208.36 |
-1.8% |
11,529.73 |
Close |
11,692.57 |
11,504.52 |
-188.05 |
-1.6% |
11,692.57 |
Range |
123.92 |
347.35 |
223.43 |
180.3% |
432.74 |
ATR |
237.12 |
244.99 |
7.87 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,566.49 |
12,382.86 |
11,695.56 |
|
R3 |
12,219.14 |
12,035.51 |
11,600.04 |
|
R2 |
11,871.79 |
11,871.79 |
11,568.20 |
|
R1 |
11,688.16 |
11,688.16 |
11,536.36 |
11,606.30 |
PP |
11,524.44 |
11,524.44 |
11,524.44 |
11,483.52 |
S1 |
11,340.81 |
11,340.81 |
11,472.68 |
11,258.95 |
S2 |
11,177.09 |
11,177.09 |
11,440.84 |
|
S3 |
10,829.74 |
10,993.46 |
11,409.00 |
|
S4 |
10,482.39 |
10,646.11 |
11,313.48 |
|
|
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 |
11,801.39 |
11,360.73 |
440.66 |
3.8% |
202.28 |
1.8% |
33% |
False |
True |
|
10 |
12,187.78 |
11,360.73 |
827.05 |
7.2% |
214.12 |
1.9% |
17% |
False |
True |
|
20 |
12,204.75 |
11,225.17 |
979.58 |
8.5% |
196.36 |
1.7% |
29% |
False |
False |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.3% |
251.92 |
2.2% |
47% |
False |
False |
|
60 |
12,439.48 |
10,677.85 |
1,761.63 |
15.3% |
219.98 |
1.9% |
47% |
False |
False |
|
80 |
12,439.48 |
10,313.94 |
2,125.54 |
18.5% |
218.71 |
1.9% |
56% |
False |
False |
|
100 |
12,439.48 |
9,489.58 |
2,949.90 |
25.6% |
215.11 |
1.9% |
68% |
False |
False |
|
120 |
12,439.48 |
8,860.77 |
3,578.71 |
31.1% |
206.50 |
1.8% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,184.32 |
2.618 |
12,617.44 |
1.618 |
12,270.09 |
1.000 |
12,055.43 |
0.618 |
11,922.74 |
HIGH |
11,708.08 |
0.618 |
11,575.39 |
0.500 |
11,534.41 |
0.382 |
11,493.42 |
LOW |
11,360.73 |
0.618 |
11,146.07 |
1.000 |
11,013.38 |
1.618 |
10,798.72 |
2.618 |
10,451.37 |
4.250 |
9,884.49 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,534.41 |
11,549.98 |
PP |
11,524.44 |
11,534.82 |
S1 |
11,514.48 |
11,519.67 |
|