Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
28,323.40 |
28,570.72 |
247.32 |
0.9% |
28,671.12 |
High |
28,535.85 |
28,842.90 |
307.05 |
1.1% |
28,957.90 |
Low |
28,181.54 |
28,570.72 |
389.18 |
1.4% |
28,181.54 |
Close |
28,494.20 |
28,606.31 |
112.11 |
0.4% |
28,606.31 |
Range |
354.31 |
272.18 |
-82.13 |
-23.2% |
776.36 |
ATR |
427.98 |
422.31 |
-5.66 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,489.85 |
29,320.26 |
28,756.01 |
|
R3 |
29,217.67 |
29,048.08 |
28,681.16 |
|
R2 |
28,945.49 |
28,945.49 |
28,656.21 |
|
R1 |
28,775.90 |
28,775.90 |
28,631.26 |
28,860.70 |
PP |
28,673.31 |
28,673.31 |
28,673.31 |
28,715.71 |
S1 |
28,503.72 |
28,503.72 |
28,581.36 |
28,588.52 |
S2 |
28,401.13 |
28,401.13 |
28,556.41 |
|
S3 |
28,128.95 |
28,231.54 |
28,531.46 |
|
S4 |
27,856.77 |
27,959.36 |
28,456.61 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,911.00 |
30,535.01 |
29,033.31 |
|
R3 |
30,134.64 |
29,758.65 |
28,819.81 |
|
R2 |
29,358.28 |
29,358.28 |
28,748.64 |
|
R1 |
28,982.29 |
28,982.29 |
28,677.48 |
28,782.11 |
PP |
28,581.92 |
28,581.92 |
28,581.92 |
28,481.82 |
S1 |
28,205.93 |
28,205.93 |
28,535.14 |
28,005.75 |
S2 |
27,805.56 |
27,805.56 |
28,463.98 |
|
S3 |
27,029.20 |
27,429.57 |
28,392.81 |
|
S4 |
26,252.84 |
26,653.21 |
28,179.31 |
|
|
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% |
292.01 |
1.0% |
55% |
False |
False |
|
10 |
28,957.90 |
27,728.03 |
1,229.87 |
4.3% |
325.12 |
1.1% |
71% |
False |
False |
|
20 |
28,957.90 |
26,537.01 |
2,420.89 |
8.5% |
413.40 |
1.4% |
85% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.3% |
421.79 |
1.5% |
78% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.2% |
368.27 |
1.3% |
82% |
False |
False |
|
80 |
29,199.35 |
24,971.03 |
4,228.32 |
14.8% |
378.02 |
1.3% |
86% |
False |
False |
|
100 |
29,199.35 |
24,843.18 |
4,356.17 |
15.2% |
404.42 |
1.4% |
86% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.4% |
405.97 |
1.4% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,999.67 |
2.618 |
29,555.47 |
1.618 |
29,283.29 |
1.000 |
29,115.08 |
0.618 |
29,011.11 |
HIGH |
28,842.90 |
0.618 |
28,738.93 |
0.500 |
28,706.81 |
0.382 |
28,674.69 |
LOW |
28,570.72 |
0.618 |
28,402.51 |
1.000 |
28,298.54 |
1.618 |
28,130.33 |
2.618 |
27,858.15 |
4.250 |
27,413.96 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,706.81 |
28,574.95 |
PP |
28,673.31 |
28,543.58 |
S1 |
28,639.81 |
28,512.22 |
|