| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,816.75 |
11,697.50 |
-119.25 |
-1.0% |
11,722.75 |
| High |
11,950.50 |
11,792.00 |
-158.50 |
-1.3% |
12,249.00 |
| Low |
11,591.25 |
11,598.50 |
7.25 |
0.1% |
11,687.75 |
| Close |
11,650.25 |
11,660.75 |
10.50 |
0.1% |
11,798.00 |
| Range |
359.25 |
193.50 |
-165.75 |
-46.1% |
561.25 |
| ATR |
300.31 |
292.68 |
-7.63 |
-2.5% |
0.00 |
| Volume |
623,203 |
622,702 |
-501 |
-0.1% |
3,231,323 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,264.25 |
12,156.00 |
11,767.25 |
|
| R3 |
12,070.75 |
11,962.50 |
11,714.00 |
|
| R2 |
11,877.25 |
11,877.25 |
11,696.25 |
|
| R1 |
11,769.00 |
11,769.00 |
11,678.50 |
11,726.50 |
| PP |
11,683.75 |
11,683.75 |
11,683.75 |
11,662.50 |
| S1 |
11,575.50 |
11,575.50 |
11,643.00 |
11,533.00 |
| S2 |
11,490.25 |
11,490.25 |
11,625.25 |
|
| S3 |
11,296.75 |
11,382.00 |
11,607.50 |
|
| S4 |
11,103.25 |
11,188.50 |
11,554.25 |
|
|
| 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 |
12,178.00 |
11,591.25 |
586.75 |
5.0% |
261.25 |
2.2% |
12% |
False |
False |
593,211 |
| 10 |
12,249.00 |
11,208.00 |
1,041.00 |
8.9% |
264.00 |
2.3% |
43% |
False |
False |
573,209 |
| 20 |
12,249.00 |
10,660.25 |
1,588.75 |
13.6% |
287.00 |
2.5% |
63% |
False |
False |
591,958 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.4% |
323.00 |
2.8% |
56% |
False |
False |
424,263 |
| 60 |
12,448.75 |
10,489.00 |
1,959.75 |
16.8% |
283.75 |
2.4% |
60% |
False |
False |
283,063 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
23.4% |
277.50 |
2.4% |
71% |
False |
False |
212,444 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
26.2% |
266.50 |
2.3% |
74% |
False |
False |
169,993 |
| 120 |
12,448.75 |
8,555.00 |
3,893.75 |
33.4% |
248.50 |
2.1% |
80% |
False |
False |
141,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,614.50 |
|
2.618 |
12,298.50 |
|
1.618 |
12,105.00 |
|
1.000 |
11,985.50 |
|
0.618 |
11,911.50 |
|
HIGH |
11,792.00 |
|
0.618 |
11,718.00 |
|
0.500 |
11,695.25 |
|
0.382 |
11,672.50 |
|
LOW |
11,598.50 |
|
0.618 |
11,479.00 |
|
1.000 |
11,405.00 |
|
1.618 |
11,285.50 |
|
2.618 |
11,092.00 |
|
4.250 |
10,776.00 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,695.25 |
11,806.50 |
| PP |
11,683.75 |
11,758.00 |
| S1 |
11,672.25 |
11,709.50 |
|