| 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 |
11,562.00 |
11,722.75 |
160.75 |
1.4% |
11,308.50 |
| High |
11,739.00 |
12,197.00 |
458.00 |
3.9% |
11,739.00 |
| Low |
11,552.50 |
11,687.75 |
135.25 |
1.2% |
11,197.50 |
| Close |
11,724.75 |
12,098.25 |
373.50 |
3.2% |
11,724.75 |
| Range |
186.50 |
509.25 |
322.75 |
173.1% |
541.50 |
| ATR |
298.06 |
313.14 |
15.09 |
5.1% |
0.00 |
| Volume |
408,445 |
756,438 |
347,993 |
85.2% |
2,265,592 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,522.00 |
13,319.50 |
12,378.25 |
|
| R3 |
13,012.75 |
12,810.25 |
12,238.25 |
|
| R2 |
12,503.50 |
12,503.50 |
12,191.50 |
|
| R1 |
12,301.00 |
12,301.00 |
12,145.00 |
12,402.25 |
| PP |
11,994.25 |
11,994.25 |
11,994.25 |
12,045.00 |
| S1 |
11,791.75 |
11,791.75 |
12,051.50 |
11,893.00 |
| S2 |
11,485.00 |
11,485.00 |
12,005.00 |
|
| S3 |
10,975.75 |
11,282.50 |
11,958.25 |
|
| S4 |
10,466.50 |
10,773.25 |
11,818.25 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,178.25 |
12,993.00 |
12,022.50 |
|
| R3 |
12,636.75 |
12,451.50 |
11,873.75 |
|
| R2 |
12,095.25 |
12,095.25 |
11,824.00 |
|
| R1 |
11,910.00 |
11,910.00 |
11,774.50 |
12,002.50 |
| PP |
11,553.75 |
11,553.75 |
11,553.75 |
11,600.00 |
| S1 |
11,368.50 |
11,368.50 |
11,675.00 |
11,461.00 |
| S2 |
11,012.25 |
11,012.25 |
11,625.50 |
|
| S3 |
10,470.75 |
10,827.00 |
11,575.75 |
|
| S4 |
9,929.25 |
10,285.50 |
11,427.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,197.00 |
11,197.50 |
999.50 |
8.3% |
286.00 |
2.4% |
90% |
True |
False |
524,717 |
| 10 |
12,197.00 |
11,167.00 |
1,030.00 |
8.5% |
280.25 |
2.3% |
90% |
True |
False |
550,138 |
| 20 |
12,197.00 |
10,656.50 |
1,540.50 |
12.7% |
311.00 |
2.6% |
94% |
True |
False |
608,531 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
14.8% |
311.00 |
2.6% |
80% |
False |
False |
331,382 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
17.9% |
288.25 |
2.4% |
84% |
False |
False |
221,117 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
22.6% |
278.50 |
2.3% |
87% |
False |
False |
165,970 |
| 100 |
12,448.75 |
9,168.00 |
3,280.75 |
27.1% |
261.75 |
2.2% |
89% |
False |
False |
132,785 |
| 120 |
12,448.75 |
8,505.50 |
3,943.25 |
32.6% |
247.25 |
2.0% |
91% |
False |
False |
110,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,361.25 |
|
2.618 |
13,530.25 |
|
1.618 |
13,021.00 |
|
1.000 |
12,706.25 |
|
0.618 |
12,511.75 |
|
HIGH |
12,197.00 |
|
0.618 |
12,002.50 |
|
0.500 |
11,942.50 |
|
0.382 |
11,882.25 |
|
LOW |
11,687.75 |
|
0.618 |
11,373.00 |
|
1.000 |
11,178.50 |
|
1.618 |
10,863.75 |
|
2.618 |
10,354.50 |
|
4.250 |
9,523.50 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,046.25 |
12,010.00 |
| PP |
11,994.25 |
11,921.75 |
| S1 |
11,942.50 |
11,833.50 |
|