| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
12,100.00 |
12,079.75 |
-20.25 |
-0.2% |
11,308.50 |
| High |
12,249.00 |
12,178.00 |
-71.00 |
-0.6% |
11,739.00 |
| Low |
12,019.00 |
11,901.75 |
-117.25 |
-1.0% |
11,197.50 |
| Close |
12,094.00 |
11,974.25 |
-119.75 |
-1.0% |
11,724.75 |
| Range |
230.00 |
276.25 |
46.25 |
20.1% |
541.50 |
| ATR |
307.21 |
304.99 |
-2.21 |
-0.7% |
0.00 |
| Volume |
754,735 |
597,198 |
-157,537 |
-20.9% |
2,265,592 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,846.75 |
12,686.75 |
12,126.25 |
|
| R3 |
12,570.50 |
12,410.50 |
12,050.25 |
|
| R2 |
12,294.25 |
12,294.25 |
12,025.00 |
|
| R1 |
12,134.25 |
12,134.25 |
11,999.50 |
12,076.00 |
| PP |
12,018.00 |
12,018.00 |
12,018.00 |
11,989.00 |
| S1 |
11,858.00 |
11,858.00 |
11,949.00 |
11,800.00 |
| S2 |
11,741.75 |
11,741.75 |
11,923.50 |
|
| S3 |
11,465.50 |
11,581.75 |
11,898.25 |
|
| S4 |
11,189.25 |
11,305.50 |
11,822.25 |
|
|
| 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 |
12,249.00 |
11,469.75 |
779.25 |
6.5% |
262.25 |
2.2% |
65% |
False |
False |
584,039 |
| 10 |
12,249.00 |
11,197.50 |
1,051.50 |
8.8% |
279.00 |
2.3% |
74% |
False |
False |
576,118 |
| 20 |
12,249.00 |
10,656.50 |
1,592.50 |
13.3% |
308.25 |
2.6% |
83% |
False |
False |
619,525 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.0% |
316.25 |
2.6% |
74% |
False |
False |
365,156 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.0% |
285.50 |
2.4% |
78% |
False |
False |
243,629 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
22.8% |
278.75 |
2.3% |
83% |
False |
False |
182,863 |
| 100 |
12,448.75 |
9,168.00 |
3,280.75 |
27.4% |
265.00 |
2.2% |
86% |
False |
False |
146,304 |
| 120 |
12,448.75 |
8,555.00 |
3,893.75 |
32.5% |
248.00 |
2.1% |
88% |
False |
False |
121,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,352.00 |
|
2.618 |
12,901.25 |
|
1.618 |
12,625.00 |
|
1.000 |
12,454.25 |
|
0.618 |
12,348.75 |
|
HIGH |
12,178.00 |
|
0.618 |
12,072.50 |
|
0.500 |
12,040.00 |
|
0.382 |
12,007.25 |
|
LOW |
11,901.75 |
|
0.618 |
11,731.00 |
|
1.000 |
11,625.50 |
|
1.618 |
11,454.75 |
|
2.618 |
11,178.50 |
|
4.250 |
10,727.75 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,040.00 |
11,972.25 |
| PP |
12,018.00 |
11,970.25 |
| S1 |
11,996.00 |
11,968.50 |
|