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 |
|