| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
12,983.5 |
12,745.5 |
-238.0 |
-1.8% |
13,037.5 |
| High |
12,983.5 |
12,944.0 |
-39.5 |
-0.3% |
13,163.0 |
| Low |
12,581.5 |
12,689.5 |
108.0 |
0.9% |
12,581.5 |
| Close |
12,669.5 |
12,906.5 |
237.0 |
1.9% |
12,906.5 |
| Range |
402.0 |
254.5 |
-147.5 |
-36.7% |
581.5 |
| ATR |
232.3 |
235.3 |
3.0 |
1.3% |
0.0 |
| Volume |
115,867 |
88,168 |
-27,699 |
-23.9% |
402,877 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,610.2 |
13,512.8 |
13,046.5 |
|
| R3 |
13,355.7 |
13,258.3 |
12,976.5 |
|
| R2 |
13,101.2 |
13,101.2 |
12,953.2 |
|
| R1 |
13,003.8 |
13,003.8 |
12,929.8 |
13,052.5 |
| PP |
12,846.7 |
12,846.7 |
12,846.7 |
12,871.0 |
| S1 |
12,749.3 |
12,749.3 |
12,883.2 |
12,798.0 |
| S2 |
12,592.2 |
12,592.2 |
12,859.8 |
|
| S3 |
12,337.7 |
12,494.8 |
12,836.5 |
|
| S4 |
12,083.2 |
12,240.3 |
12,766.5 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,628.2 |
14,348.8 |
13,226.3 |
|
| R3 |
14,046.7 |
13,767.3 |
13,066.4 |
|
| R2 |
13,465.2 |
13,465.2 |
13,013.1 |
|
| R1 |
13,185.8 |
13,185.8 |
12,959.8 |
13,034.8 |
| PP |
12,883.7 |
12,883.7 |
12,883.7 |
12,808.1 |
| S1 |
12,604.3 |
12,604.3 |
12,853.2 |
12,453.3 |
| S2 |
12,302.2 |
12,302.2 |
12,799.9 |
|
| S3 |
11,720.7 |
12,022.8 |
12,746.6 |
|
| S4 |
11,139.2 |
11,441.3 |
12,586.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,163.0 |
12,581.5 |
581.5 |
4.5% |
226.0 |
1.8% |
56% |
False |
False |
80,575 |
| 10 |
13,163.0 |
12,581.5 |
581.5 |
4.5% |
191.8 |
1.5% |
56% |
False |
False |
71,633 |
| 20 |
13,163.0 |
12,316.0 |
847.0 |
6.6% |
239.4 |
1.9% |
70% |
False |
False |
78,147 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
239.9 |
1.9% |
53% |
False |
False |
44,586 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.5% |
220.9 |
1.7% |
57% |
False |
False |
29,751 |
| 80 |
13,435.0 |
11,962.0 |
1,473.0 |
11.4% |
209.7 |
1.6% |
64% |
False |
False |
22,332 |
| 100 |
13,435.0 |
11,610.0 |
1,825.0 |
14.1% |
213.4 |
1.7% |
71% |
False |
False |
17,875 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.1% |
186.4 |
1.4% |
84% |
False |
False |
14,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,025.6 |
|
2.618 |
13,610.3 |
|
1.618 |
13,355.8 |
|
1.000 |
13,198.5 |
|
0.618 |
13,101.3 |
|
HIGH |
12,944.0 |
|
0.618 |
12,846.8 |
|
0.500 |
12,816.8 |
|
0.382 |
12,786.7 |
|
LOW |
12,689.5 |
|
0.618 |
12,532.2 |
|
1.000 |
12,435.0 |
|
1.618 |
12,277.7 |
|
2.618 |
12,023.2 |
|
4.250 |
11,607.9 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,876.6 |
12,876.7 |
| PP |
12,846.7 |
12,846.8 |
| S1 |
12,816.8 |
12,817.0 |
|