| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
28,577 |
28,405 |
-172 |
-0.6% |
27,740 |
| High |
28,726 |
28,454 |
-272 |
-0.9% |
28,570 |
| Low |
28,343 |
28,025 |
-318 |
-1.1% |
27,531 |
| Close |
28,414 |
28,386 |
-28 |
-0.1% |
28,518 |
| Range |
383 |
429 |
46 |
12.0% |
1,039 |
| ATR |
511 |
505 |
-6 |
-1.1% |
0 |
| Volume |
198,474 |
222,120 |
23,646 |
11.9% |
999,334 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,575 |
29,410 |
28,622 |
|
| R3 |
29,146 |
28,981 |
28,504 |
|
| R2 |
28,717 |
28,717 |
28,465 |
|
| R1 |
28,552 |
28,552 |
28,425 |
28,420 |
| PP |
28,288 |
28,288 |
28,288 |
28,223 |
| S1 |
28,123 |
28,123 |
28,347 |
27,991 |
| S2 |
27,859 |
27,859 |
28,307 |
|
| S3 |
27,430 |
27,694 |
28,268 |
|
| S4 |
27,001 |
27,265 |
28,150 |
|
|
| 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 |
28,025 |
821 |
2.9% |
362 |
1.3% |
44% |
False |
True |
196,397 |
| 10 |
28,846 |
27,109 |
1,737 |
6.1% |
455 |
1.6% |
74% |
False |
False |
209,259 |
| 20 |
28,846 |
26,407 |
2,439 |
8.6% |
540 |
1.9% |
81% |
False |
False |
219,917 |
| 40 |
29,050 |
26,407 |
2,643 |
9.3% |
535 |
1.9% |
75% |
False |
False |
132,775 |
| 60 |
29,050 |
25,769 |
3,281 |
11.6% |
475 |
1.7% |
80% |
False |
False |
88,558 |
| 80 |
29,050 |
24,644 |
4,406 |
15.5% |
492 |
1.7% |
85% |
False |
False |
66,447 |
| 100 |
29,050 |
24,350 |
4,700 |
16.6% |
521 |
1.8% |
86% |
False |
False |
53,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,277 |
|
2.618 |
29,577 |
|
1.618 |
29,148 |
|
1.000 |
28,883 |
|
0.618 |
28,719 |
|
HIGH |
28,454 |
|
0.618 |
28,290 |
|
0.500 |
28,240 |
|
0.382 |
28,189 |
|
LOW |
28,025 |
|
0.618 |
27,760 |
|
1.000 |
27,596 |
|
1.618 |
27,331 |
|
2.618 |
26,902 |
|
4.250 |
26,202 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,337 |
28,425 |
| PP |
28,288 |
28,412 |
| S1 |
28,240 |
28,399 |
|