Trading Metrics calculated at close of trading on 12-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
28,533.61 |
28,671.12 |
137.51 |
0.5% |
27,825.42 |
High |
28,676.29 |
28,957.90 |
281.61 |
1.0% |
28,676.29 |
Low |
28,440.63 |
28,659.67 |
219.04 |
0.8% |
27,728.03 |
Close |
28,586.90 |
28,837.52 |
250.62 |
0.9% |
28,586.90 |
Range |
235.66 |
298.23 |
62.57 |
26.6% |
948.26 |
ATR |
464.24 |
457.58 |
-6.66 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,713.05 |
29,573.52 |
29,001.55 |
|
R3 |
29,414.82 |
29,275.29 |
28,919.53 |
|
R2 |
29,116.59 |
29,116.59 |
28,892.20 |
|
R1 |
28,977.06 |
28,977.06 |
28,864.86 |
29,046.83 |
PP |
28,818.36 |
28,818.36 |
28,818.36 |
28,853.25 |
S1 |
28,678.83 |
28,678.83 |
28,810.18 |
28,748.60 |
S2 |
28,520.13 |
28,520.13 |
28,782.84 |
|
S3 |
28,221.90 |
28,380.60 |
28,755.51 |
|
S4 |
27,923.67 |
28,082.37 |
28,673.49 |
|
|
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 |
27,728.03 |
1,229.87 |
4.3% |
350.44 |
1.2% |
90% |
True |
False |
|
10 |
28,957.90 |
27,338.09 |
1,619.81 |
5.6% |
372.29 |
1.3% |
93% |
True |
False |
|
20 |
28,957.90 |
26,537.01 |
2,420.89 |
8.4% |
430.34 |
1.5% |
95% |
True |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.2% |
416.08 |
1.4% |
86% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.1% |
368.48 |
1.3% |
89% |
False |
False |
|
80 |
29,199.35 |
24,971.03 |
4,228.32 |
14.7% |
388.36 |
1.3% |
91% |
False |
False |
|
100 |
29,199.35 |
24,294.07 |
4,905.28 |
17.0% |
407.51 |
1.4% |
93% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.2% |
410.07 |
1.4% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,225.38 |
2.618 |
29,738.67 |
1.618 |
29,440.44 |
1.000 |
29,256.13 |
0.618 |
29,142.21 |
HIGH |
28,957.90 |
0.618 |
28,843.98 |
0.500 |
28,808.79 |
0.382 |
28,773.59 |
LOW |
28,659.67 |
0.618 |
28,475.36 |
1.000 |
28,361.44 |
1.618 |
28,177.13 |
2.618 |
27,878.90 |
4.250 |
27,392.19 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,827.94 |
28,762.26 |
PP |
28,818.36 |
28,686.99 |
S1 |
28,808.79 |
28,611.73 |
|