| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
12,758.0 |
12,478.5 |
-279.5 |
-2.2% |
13,037.5 |
| High |
12,806.5 |
12,591.5 |
-215.0 |
-1.7% |
13,163.0 |
| Low |
12,521.0 |
12,328.5 |
-192.5 |
-1.5% |
12,581.5 |
| Close |
12,541.0 |
12,526.5 |
-14.5 |
-0.1% |
12,906.5 |
| Range |
285.5 |
263.0 |
-22.5 |
-7.9% |
581.5 |
| ATR |
237.6 |
239.4 |
1.8 |
0.8% |
0.0 |
| Volume |
95,210 |
93,767 |
-1,443 |
-1.5% |
402,877 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,271.2 |
13,161.8 |
12,671.2 |
|
| R3 |
13,008.2 |
12,898.8 |
12,598.8 |
|
| R2 |
12,745.2 |
12,745.2 |
12,574.7 |
|
| R1 |
12,635.8 |
12,635.8 |
12,550.6 |
12,690.5 |
| PP |
12,482.2 |
12,482.2 |
12,482.2 |
12,509.5 |
| S1 |
12,372.8 |
12,372.8 |
12,502.4 |
12,427.5 |
| S2 |
12,219.2 |
12,219.2 |
12,478.3 |
|
| S3 |
11,956.2 |
12,109.8 |
12,454.2 |
|
| S4 |
11,693.2 |
11,846.8 |
12,381.9 |
|
|
| 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 |
13,018.0 |
12,328.5 |
689.5 |
5.5% |
249.4 |
2.0% |
29% |
False |
True |
84,591 |
| 10 |
13,163.0 |
12,328.5 |
834.5 |
6.7% |
222.4 |
1.8% |
24% |
False |
True |
79,448 |
| 20 |
13,163.0 |
12,316.0 |
847.0 |
6.8% |
221.8 |
1.8% |
25% |
False |
False |
75,599 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.9% |
243.0 |
1.9% |
19% |
False |
False |
52,945 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.8% |
222.5 |
1.8% |
26% |
False |
False |
35,323 |
| 80 |
13,435.0 |
12,207.0 |
1,228.0 |
9.8% |
209.8 |
1.7% |
26% |
False |
False |
26,513 |
| 100 |
13,435.0 |
11,610.0 |
1,825.0 |
14.6% |
216.8 |
1.7% |
50% |
False |
False |
21,221 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.9% |
194.1 |
1.5% |
72% |
False |
False |
17,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,709.3 |
|
2.618 |
13,280.0 |
|
1.618 |
13,017.0 |
|
1.000 |
12,854.5 |
|
0.618 |
12,754.0 |
|
HIGH |
12,591.5 |
|
0.618 |
12,491.0 |
|
0.500 |
12,460.0 |
|
0.382 |
12,429.0 |
|
LOW |
12,328.5 |
|
0.618 |
12,166.0 |
|
1.000 |
12,065.5 |
|
1.618 |
11,903.0 |
|
2.618 |
11,640.0 |
|
4.250 |
11,210.8 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,504.3 |
12,582.8 |
| PP |
12,482.2 |
12,564.0 |
| S1 |
12,460.0 |
12,545.3 |
|