Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
28,633.55 |
28,245.85 |
-387.70 |
-1.4% |
28,671.12 |
High |
28,711.93 |
28,575.03 |
-136.90 |
-0.5% |
28,957.90 |
Low |
28,139.40 |
28,243.04 |
103.64 |
0.4% |
28,181.54 |
Close |
28,195.42 |
28,308.79 |
113.37 |
0.4% |
28,606.31 |
Range |
572.53 |
331.99 |
-240.54 |
-42.0% |
776.36 |
ATR |
433.04 |
429.23 |
-3.82 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,371.59 |
29,172.18 |
28,491.38 |
|
R3 |
29,039.60 |
28,840.19 |
28,400.09 |
|
R2 |
28,707.61 |
28,707.61 |
28,369.65 |
|
R1 |
28,508.20 |
28,508.20 |
28,339.22 |
28,607.91 |
PP |
28,375.62 |
28,375.62 |
28,375.62 |
28,425.47 |
S1 |
28,176.21 |
28,176.21 |
28,278.36 |
28,275.92 |
S2 |
28,043.63 |
28,043.63 |
28,247.93 |
|
S3 |
27,711.64 |
27,844.22 |
28,217.49 |
|
S4 |
27,379.65 |
27,512.23 |
28,126.20 |
|
|
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% |
372.37 |
1.3% |
24% |
False |
False |
|
10 |
28,957.90 |
27,971.36 |
986.54 |
3.5% |
319.21 |
1.1% |
34% |
False |
False |
|
20 |
28,957.90 |
26,537.01 |
2,420.89 |
8.6% |
402.99 |
1.4% |
73% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.4% |
430.75 |
1.5% |
67% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.3% |
376.32 |
1.3% |
72% |
False |
False |
|
80 |
29,199.35 |
25,096.16 |
4,103.19 |
14.5% |
374.17 |
1.3% |
78% |
False |
False |
|
100 |
29,199.35 |
24,843.18 |
4,356.17 |
15.4% |
404.95 |
1.4% |
80% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.6% |
407.59 |
1.4% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,985.99 |
2.618 |
29,444.18 |
1.618 |
29,112.19 |
1.000 |
28,907.02 |
0.618 |
28,780.20 |
HIGH |
28,575.03 |
0.618 |
28,448.21 |
0.500 |
28,409.04 |
0.382 |
28,369.86 |
LOW |
28,243.04 |
0.618 |
28,037.87 |
1.000 |
27,911.05 |
1.618 |
27,705.88 |
2.618 |
27,373.89 |
4.250 |
26,832.08 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,409.04 |
28,491.15 |
PP |
28,375.62 |
28,430.36 |
S1 |
28,342.21 |
28,369.58 |
|