| 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 |
3,447.25 |
3,467.50 |
20.25 |
0.6% |
3,360.00 |
| High |
3,480.00 |
3,541.00 |
61.00 |
1.8% |
3,480.00 |
| Low |
3,445.25 |
3,464.25 |
19.00 |
0.6% |
3,330.50 |
| Close |
3,473.25 |
3,532.75 |
59.50 |
1.7% |
3,473.25 |
| Range |
34.75 |
76.75 |
42.00 |
120.9% |
149.50 |
| ATR |
67.62 |
68.27 |
0.65 |
1.0% |
0.00 |
| Volume |
1,185,272 |
1,401,063 |
215,791 |
18.2% |
6,469,410 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,743.00 |
3,714.50 |
3,575.00 |
|
| R3 |
3,666.25 |
3,637.75 |
3,553.75 |
|
| R2 |
3,589.50 |
3,589.50 |
3,546.75 |
|
| R1 |
3,561.00 |
3,561.00 |
3,539.75 |
3,575.25 |
| PP |
3,512.75 |
3,512.75 |
3,512.75 |
3,519.75 |
| S1 |
3,484.25 |
3,484.25 |
3,525.75 |
3,498.50 |
| S2 |
3,436.00 |
3,436.00 |
3,518.75 |
|
| S3 |
3,359.25 |
3,407.50 |
3,511.75 |
|
| S4 |
3,282.50 |
3,330.75 |
3,490.50 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,876.50 |
3,824.25 |
3,555.50 |
|
| R3 |
3,727.00 |
3,674.75 |
3,514.25 |
|
| R2 |
3,577.50 |
3,577.50 |
3,500.75 |
|
| R1 |
3,525.25 |
3,525.25 |
3,487.00 |
3,551.50 |
| PP |
3,428.00 |
3,428.00 |
3,428.00 |
3,441.00 |
| S1 |
3,375.75 |
3,375.75 |
3,459.50 |
3,402.00 |
| S2 |
3,278.50 |
3,278.50 |
3,445.75 |
|
| S3 |
3,129.00 |
3,226.25 |
3,432.25 |
|
| S4 |
2,979.50 |
3,076.75 |
3,391.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,541.00 |
3,330.50 |
210.50 |
6.0% |
65.75 |
1.9% |
96% |
True |
False |
1,358,599 |
| 10 |
3,541.00 |
3,291.25 |
249.75 |
7.1% |
64.25 |
1.8% |
97% |
True |
False |
1,491,450 |
| 20 |
3,541.00 |
3,198.00 |
343.00 |
9.7% |
68.75 |
1.9% |
98% |
True |
False |
1,759,056 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
10.7% |
65.00 |
1.8% |
88% |
False |
False |
1,008,123 |
| 60 |
3,576.25 |
3,179.75 |
396.50 |
11.2% |
58.00 |
1.6% |
89% |
False |
False |
673,046 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.1% |
60.50 |
1.7% |
93% |
False |
False |
505,291 |
| 100 |
3,576.25 |
2,891.00 |
685.25 |
19.4% |
62.25 |
1.8% |
94% |
False |
False |
404,407 |
| 120 |
3,576.25 |
2,745.50 |
830.75 |
23.5% |
63.50 |
1.8% |
95% |
False |
False |
337,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,867.25 |
|
2.618 |
3,742.00 |
|
1.618 |
3,665.25 |
|
1.000 |
3,617.75 |
|
0.618 |
3,588.50 |
|
HIGH |
3,541.00 |
|
0.618 |
3,511.75 |
|
0.500 |
3,502.50 |
|
0.382 |
3,493.50 |
|
LOW |
3,464.25 |
|
0.618 |
3,416.75 |
|
1.000 |
3,387.50 |
|
1.618 |
3,340.00 |
|
2.618 |
3,263.25 |
|
4.250 |
3,138.00 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,522.75 |
3,513.00 |
| PP |
3,512.75 |
3,493.00 |
| S1 |
3,502.50 |
3,473.25 |
|