| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
12,079.75 |
11,950.00 |
-129.75 |
-1.1% |
11,308.50 |
| High |
12,178.00 |
11,983.25 |
-194.75 |
-1.6% |
11,739.00 |
| Low |
11,901.75 |
11,736.50 |
-165.25 |
-1.4% |
11,197.50 |
| Close |
11,974.25 |
11,874.00 |
-100.25 |
-0.8% |
11,724.75 |
| Range |
276.25 |
246.75 |
-29.50 |
-10.7% |
541.50 |
| ATR |
304.99 |
300.83 |
-4.16 |
-1.4% |
0.00 |
| Volume |
597,198 |
595,926 |
-1,272 |
-0.2% |
2,265,592 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,604.75 |
12,486.25 |
12,009.75 |
|
| R3 |
12,358.00 |
12,239.50 |
11,941.75 |
|
| R2 |
12,111.25 |
12,111.25 |
11,919.25 |
|
| R1 |
11,992.75 |
11,992.75 |
11,896.50 |
11,928.50 |
| PP |
11,864.50 |
11,864.50 |
11,864.50 |
11,832.50 |
| S1 |
11,746.00 |
11,746.00 |
11,851.50 |
11,682.00 |
| S2 |
11,617.75 |
11,617.75 |
11,828.75 |
|
| S3 |
11,371.00 |
11,499.25 |
11,806.25 |
|
| S4 |
11,124.25 |
11,252.50 |
11,738.25 |
|
|
| 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 |
11,552.50 |
696.50 |
5.9% |
289.75 |
2.4% |
46% |
False |
False |
622,548 |
| 10 |
12,249.00 |
11,197.50 |
1,051.50 |
8.9% |
281.25 |
2.4% |
64% |
False |
False |
577,651 |
| 20 |
12,249.00 |
10,656.50 |
1,592.50 |
13.4% |
301.25 |
2.5% |
76% |
False |
False |
608,403 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.1% |
319.00 |
2.7% |
68% |
False |
False |
380,033 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.2% |
287.00 |
2.4% |
73% |
False |
False |
253,553 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
23.0% |
278.00 |
2.3% |
79% |
False |
False |
190,305 |
| 100 |
12,448.75 |
9,168.00 |
3,280.75 |
27.6% |
265.75 |
2.2% |
82% |
False |
False |
152,264 |
| 120 |
12,448.75 |
8,555.00 |
3,893.75 |
32.8% |
248.75 |
2.1% |
85% |
False |
False |
126,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,032.00 |
|
2.618 |
12,629.25 |
|
1.618 |
12,382.50 |
|
1.000 |
12,230.00 |
|
0.618 |
12,135.75 |
|
HIGH |
11,983.25 |
|
0.618 |
11,889.00 |
|
0.500 |
11,860.00 |
|
0.382 |
11,830.75 |
|
LOW |
11,736.50 |
|
0.618 |
11,584.00 |
|
1.000 |
11,489.75 |
|
1.618 |
11,337.25 |
|
2.618 |
11,090.50 |
|
4.250 |
10,687.75 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,869.25 |
11,992.75 |
| PP |
11,864.50 |
11,953.25 |
| S1 |
11,860.00 |
11,913.50 |
|