| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,891.00 |
11,816.75 |
-74.25 |
-0.6% |
11,722.75 |
| High |
12,022.00 |
11,950.50 |
-71.50 |
-0.6% |
12,249.00 |
| Low |
11,792.00 |
11,591.25 |
-200.75 |
-1.7% |
11,687.75 |
| Close |
11,798.00 |
11,650.25 |
-147.75 |
-1.3% |
11,798.00 |
| Range |
230.00 |
359.25 |
129.25 |
56.2% |
561.25 |
| ATR |
295.77 |
300.31 |
4.53 |
1.5% |
0.00 |
| Volume |
527,026 |
623,203 |
96,177 |
18.2% |
3,231,323 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,808.50 |
12,588.50 |
11,847.75 |
|
| R3 |
12,449.25 |
12,229.25 |
11,749.00 |
|
| R2 |
12,090.00 |
12,090.00 |
11,716.00 |
|
| R1 |
11,870.00 |
11,870.00 |
11,683.25 |
11,800.50 |
| PP |
11,730.75 |
11,730.75 |
11,730.75 |
11,695.75 |
| S1 |
11,510.75 |
11,510.75 |
11,617.25 |
11,441.00 |
| S2 |
11,371.50 |
11,371.50 |
11,584.50 |
|
| S3 |
11,012.25 |
11,151.50 |
11,551.50 |
|
| S4 |
10,653.00 |
10,792.25 |
11,452.75 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,595.25 |
13,258.00 |
12,106.75 |
|
| R3 |
13,034.00 |
12,696.75 |
11,952.25 |
|
| R2 |
12,472.75 |
12,472.75 |
11,901.00 |
|
| R1 |
12,135.50 |
12,135.50 |
11,849.50 |
12,304.00 |
| PP |
11,911.50 |
11,911.50 |
11,911.50 |
11,996.00 |
| S1 |
11,574.25 |
11,574.25 |
11,746.50 |
11,743.00 |
| S2 |
11,350.25 |
11,350.25 |
11,695.00 |
|
| S3 |
10,789.00 |
11,013.00 |
11,643.75 |
|
| S4 |
10,227.75 |
10,451.75 |
11,489.25 |
|
|
| 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 |
11,591.25 |
657.75 |
5.6% |
268.50 |
2.3% |
9% |
False |
True |
619,617 |
| 10 |
12,249.00 |
11,197.50 |
1,051.50 |
9.0% |
277.25 |
2.4% |
43% |
False |
False |
572,167 |
| 20 |
12,249.00 |
10,660.25 |
1,588.75 |
13.6% |
292.00 |
2.5% |
62% |
False |
False |
589,501 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.4% |
323.00 |
2.8% |
55% |
False |
False |
408,737 |
| 60 |
12,448.75 |
10,397.50 |
2,051.25 |
17.6% |
285.00 |
2.4% |
61% |
False |
False |
272,694 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
23.4% |
278.75 |
2.4% |
71% |
False |
False |
204,668 |
| 100 |
12,448.75 |
9,371.25 |
3,077.50 |
26.4% |
266.50 |
2.3% |
74% |
False |
False |
163,766 |
| 120 |
12,448.75 |
8,555.00 |
3,893.75 |
33.4% |
249.00 |
2.1% |
79% |
False |
False |
136,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,477.25 |
|
2.618 |
12,891.00 |
|
1.618 |
12,531.75 |
|
1.000 |
12,309.75 |
|
0.618 |
12,172.50 |
|
HIGH |
11,950.50 |
|
0.618 |
11,813.25 |
|
0.500 |
11,771.00 |
|
0.382 |
11,728.50 |
|
LOW |
11,591.25 |
|
0.618 |
11,369.25 |
|
1.000 |
11,232.00 |
|
1.618 |
11,010.00 |
|
2.618 |
10,650.75 |
|
4.250 |
10,064.50 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,771.00 |
11,806.50 |
| PP |
11,730.75 |
11,754.50 |
| S1 |
11,690.50 |
11,702.50 |
|