| 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 |
28,378 |
28,518 |
140 |
0.5% |
27,740 |
| High |
28,570 |
28,846 |
276 |
1.0% |
28,570 |
| Low |
28,324 |
28,433 |
109 |
0.4% |
27,531 |
| Close |
28,518 |
28,798 |
280 |
1.0% |
28,518 |
| Range |
246 |
413 |
167 |
67.9% |
1,039 |
| ATR |
544 |
535 |
-9 |
-1.7% |
0 |
| Volume |
169,790 |
173,932 |
4,142 |
2.4% |
999,334 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,931 |
29,778 |
29,025 |
|
| R3 |
29,518 |
29,365 |
28,912 |
|
| R2 |
29,105 |
29,105 |
28,874 |
|
| R1 |
28,952 |
28,952 |
28,836 |
29,029 |
| PP |
28,692 |
28,692 |
28,692 |
28,731 |
| S1 |
28,539 |
28,539 |
28,760 |
28,616 |
| S2 |
28,279 |
28,279 |
28,722 |
|
| S3 |
27,866 |
28,126 |
28,685 |
|
| S4 |
27,453 |
27,713 |
28,571 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,323 |
30,960 |
29,090 |
|
| R3 |
30,284 |
29,921 |
28,804 |
|
| R2 |
29,245 |
29,245 |
28,709 |
|
| R1 |
28,882 |
28,882 |
28,613 |
29,064 |
| PP |
28,206 |
28,206 |
28,206 |
28,297 |
| S1 |
27,843 |
27,843 |
28,423 |
28,025 |
| S2 |
27,167 |
27,167 |
28,328 |
|
| S3 |
26,128 |
26,804 |
28,232 |
|
| S4 |
25,089 |
25,765 |
27,947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,846 |
27,531 |
1,315 |
4.6% |
475 |
1.6% |
96% |
True |
False |
200,690 |
| 10 |
28,846 |
27,039 |
1,807 |
6.3% |
509 |
1.8% |
97% |
True |
False |
219,463 |
| 20 |
28,846 |
26,407 |
2,439 |
8.5% |
547 |
1.9% |
98% |
True |
False |
214,814 |
| 40 |
29,050 |
26,407 |
2,643 |
9.2% |
525 |
1.8% |
90% |
False |
False |
116,824 |
| 60 |
29,050 |
25,769 |
3,281 |
11.4% |
473 |
1.6% |
92% |
False |
False |
77,923 |
| 80 |
29,050 |
24,644 |
4,406 |
15.3% |
506 |
1.8% |
94% |
False |
False |
58,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,601 |
|
2.618 |
29,927 |
|
1.618 |
29,514 |
|
1.000 |
29,259 |
|
0.618 |
29,101 |
|
HIGH |
28,846 |
|
0.618 |
28,688 |
|
0.500 |
28,640 |
|
0.382 |
28,591 |
|
LOW |
28,433 |
|
0.618 |
28,178 |
|
1.000 |
28,020 |
|
1.618 |
27,765 |
|
2.618 |
27,352 |
|
4.250 |
26,678 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,745 |
28,698 |
| PP |
28,692 |
28,598 |
| S1 |
28,640 |
28,499 |
|