Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
28,731.30 |
28,323.40 |
-407.90 |
-1.4% |
27,825.42 |
High |
28,792.56 |
28,535.85 |
-256.71 |
-0.9% |
28,676.29 |
Low |
28,461.73 |
28,181.54 |
-280.19 |
-1.0% |
27,728.03 |
Close |
28,514.00 |
28,494.20 |
-19.80 |
-0.1% |
28,586.90 |
Range |
330.83 |
354.31 |
23.48 |
7.1% |
948.26 |
ATR |
433.64 |
427.98 |
-5.67 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,466.79 |
29,334.81 |
28,689.07 |
|
R3 |
29,112.48 |
28,980.50 |
28,591.64 |
|
R2 |
28,758.17 |
28,758.17 |
28,559.16 |
|
R1 |
28,626.19 |
28,626.19 |
28,526.68 |
28,692.18 |
PP |
28,403.86 |
28,403.86 |
28,403.86 |
28,436.86 |
S1 |
28,271.88 |
28,271.88 |
28,461.72 |
28,337.87 |
S2 |
28,049.55 |
28,049.55 |
28,429.24 |
|
S3 |
27,695.24 |
27,917.57 |
28,396.76 |
|
S4 |
27,340.93 |
27,563.26 |
28,299.33 |
|
|
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 |
28,181.54 |
776.36 |
2.7% |
284.70 |
1.0% |
40% |
False |
True |
|
10 |
28,957.90 |
27,382.94 |
1,574.96 |
5.5% |
345.76 |
1.2% |
71% |
False |
False |
|
20 |
28,957.90 |
26,537.01 |
2,420.89 |
8.5% |
422.73 |
1.5% |
81% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.3% |
421.36 |
1.5% |
74% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.3% |
370.63 |
1.3% |
78% |
False |
False |
|
80 |
29,199.35 |
24,971.03 |
4,228.32 |
14.8% |
383.32 |
1.3% |
83% |
False |
False |
|
100 |
29,199.35 |
24,843.18 |
4,356.17 |
15.3% |
407.11 |
1.4% |
84% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.5% |
407.71 |
1.4% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,041.67 |
2.618 |
29,463.43 |
1.618 |
29,109.12 |
1.000 |
28,890.16 |
0.618 |
28,754.81 |
HIGH |
28,535.85 |
0.618 |
28,400.50 |
0.500 |
28,358.70 |
0.382 |
28,316.89 |
LOW |
28,181.54 |
0.618 |
27,962.58 |
1.000 |
27,827.23 |
1.618 |
27,608.27 |
2.618 |
27,253.96 |
4.250 |
26,675.72 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,449.03 |
28,495.19 |
PP |
28,403.86 |
28,494.86 |
S1 |
28,358.70 |
28,494.53 |
|