Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
28,671.12 |
28,764.95 |
93.83 |
0.3% |
27,825.42 |
High |
28,957.90 |
28,808.84 |
-149.06 |
-0.5% |
28,676.29 |
Low |
28,659.67 |
28,604.35 |
-55.32 |
-0.2% |
27,728.03 |
Close |
28,837.52 |
28,679.81 |
-157.71 |
-0.5% |
28,586.90 |
Range |
298.23 |
204.49 |
-93.74 |
-31.4% |
948.26 |
ATR |
457.58 |
441.55 |
-16.03 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,311.14 |
29,199.96 |
28,792.28 |
|
R3 |
29,106.65 |
28,995.47 |
28,736.04 |
|
R2 |
28,902.16 |
28,902.16 |
28,717.30 |
|
R1 |
28,790.98 |
28,790.98 |
28,698.55 |
28,744.33 |
PP |
28,697.67 |
28,697.67 |
28,697.67 |
28,674.34 |
S1 |
28,586.49 |
28,586.49 |
28,661.07 |
28,539.84 |
S2 |
28,493.18 |
28,493.18 |
28,642.32 |
|
S3 |
28,288.69 |
28,382.00 |
28,623.58 |
|
S4 |
28,084.20 |
28,177.51 |
28,567.34 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,175.19 |
30,829.30 |
29,108.44 |
|
R3 |
30,226.93 |
29,881.04 |
28,847.67 |
|
R2 |
29,278.67 |
29,278.67 |
28,760.75 |
|
R1 |
28,932.78 |
28,932.78 |
28,673.82 |
29,105.73 |
PP |
28,330.41 |
28,330.41 |
28,330.41 |
28,416.88 |
S1 |
27,984.52 |
27,984.52 |
28,499.98 |
28,157.47 |
S2 |
27,382.15 |
27,382.15 |
28,413.05 |
|
S3 |
26,433.89 |
27,036.26 |
28,326.13 |
|
S4 |
25,485.63 |
26,088.00 |
28,065.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,957.90 |
27,971.36 |
986.54 |
3.4% |
266.05 |
0.9% |
72% |
False |
False |
|
10 |
28,957.90 |
27,382.94 |
1,574.96 |
5.5% |
365.99 |
1.3% |
82% |
False |
False |
|
20 |
28,957.90 |
26,537.01 |
2,420.89 |
8.4% |
425.59 |
1.5% |
89% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.3% |
416.61 |
1.5% |
80% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.2% |
367.54 |
1.3% |
84% |
False |
False |
|
80 |
29,199.35 |
24,971.03 |
4,228.32 |
14.7% |
382.27 |
1.3% |
88% |
False |
False |
|
100 |
29,199.35 |
24,294.07 |
4,905.28 |
17.1% |
406.08 |
1.4% |
89% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.3% |
408.46 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,677.92 |
2.618 |
29,344.19 |
1.618 |
29,139.70 |
1.000 |
29,013.33 |
0.618 |
28,935.21 |
HIGH |
28,808.84 |
0.618 |
28,730.72 |
0.500 |
28,706.60 |
0.382 |
28,682.47 |
LOW |
28,604.35 |
0.618 |
28,477.98 |
1.000 |
28,399.86 |
1.618 |
28,273.49 |
2.618 |
28,069.00 |
4.250 |
27,735.27 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,706.60 |
28,699.27 |
PP |
28,697.67 |
28,692.78 |
S1 |
28,688.74 |
28,686.30 |
|