Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
28,570.72 |
28,633.55 |
62.83 |
0.2% |
28,671.12 |
High |
28,842.90 |
28,711.93 |
-130.97 |
-0.5% |
28,957.90 |
Low |
28,570.72 |
28,139.40 |
-431.32 |
-1.5% |
28,181.54 |
Close |
28,606.31 |
28,195.42 |
-410.89 |
-1.4% |
28,606.31 |
Range |
272.18 |
572.53 |
300.35 |
110.3% |
776.36 |
ATR |
422.31 |
433.04 |
10.73 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,066.51 |
29,703.49 |
28,510.31 |
|
R3 |
29,493.98 |
29,130.96 |
28,352.87 |
|
R2 |
28,921.45 |
28,921.45 |
28,300.38 |
|
R1 |
28,558.43 |
28,558.43 |
28,247.90 |
28,453.68 |
PP |
28,348.92 |
28,348.92 |
28,348.92 |
28,296.54 |
S1 |
27,985.90 |
27,985.90 |
28,142.94 |
27,881.15 |
S2 |
27,776.39 |
27,776.39 |
28,090.46 |
|
S3 |
27,203.86 |
27,413.37 |
28,037.97 |
|
S4 |
26,631.33 |
26,840.84 |
27,880.53 |
|
|
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 |
28,842.90 |
28,139.40 |
703.50 |
2.5% |
346.87 |
1.2% |
8% |
False |
True |
|
10 |
28,957.90 |
27,728.03 |
1,229.87 |
4.4% |
348.66 |
1.2% |
38% |
False |
False |
|
20 |
28,957.90 |
26,537.01 |
2,420.89 |
8.6% |
403.55 |
1.4% |
69% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.4% |
429.28 |
1.5% |
62% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.4% |
374.09 |
1.3% |
69% |
False |
False |
|
80 |
29,199.35 |
24,971.03 |
4,228.32 |
15.0% |
378.40 |
1.3% |
76% |
False |
False |
|
100 |
29,199.35 |
24,843.18 |
4,356.17 |
15.4% |
406.14 |
1.4% |
77% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.7% |
408.15 |
1.4% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,145.18 |
2.618 |
30,210.81 |
1.618 |
29,638.28 |
1.000 |
29,284.46 |
0.618 |
29,065.75 |
HIGH |
28,711.93 |
0.618 |
28,493.22 |
0.500 |
28,425.67 |
0.382 |
28,358.11 |
LOW |
28,139.40 |
0.618 |
27,785.58 |
1.000 |
27,566.87 |
1.618 |
27,213.05 |
2.618 |
26,640.52 |
4.250 |
25,706.15 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,425.67 |
28,491.15 |
PP |
28,348.92 |
28,392.57 |
S1 |
28,272.17 |
28,294.00 |
|