| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,675.25 |
11,683.50 |
8.25 |
0.1% |
11,722.75 |
| High |
11,779.25 |
11,724.00 |
-55.25 |
-0.5% |
12,249.00 |
| Low |
11,585.00 |
11,511.00 |
-74.00 |
-0.6% |
11,687.75 |
| Close |
11,691.25 |
11,649.75 |
-41.50 |
-0.4% |
11,798.00 |
| Range |
194.25 |
213.00 |
18.75 |
9.7% |
561.25 |
| ATR |
285.65 |
280.46 |
-5.19 |
-1.8% |
0.00 |
| Volume |
599,851 |
583,669 |
-16,182 |
-2.7% |
3,231,323 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,267.25 |
12,171.50 |
11,767.00 |
|
| R3 |
12,054.25 |
11,958.50 |
11,708.25 |
|
| R2 |
11,841.25 |
11,841.25 |
11,688.75 |
|
| R1 |
11,745.50 |
11,745.50 |
11,669.25 |
11,687.00 |
| PP |
11,628.25 |
11,628.25 |
11,628.25 |
11,599.00 |
| S1 |
11,532.50 |
11,532.50 |
11,630.25 |
11,474.00 |
| S2 |
11,415.25 |
11,415.25 |
11,610.75 |
|
| S3 |
11,202.25 |
11,319.50 |
11,591.25 |
|
| S4 |
10,989.25 |
11,106.50 |
11,532.50 |
|
|
| 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 |
12,022.00 |
11,511.00 |
511.00 |
4.4% |
238.00 |
2.0% |
27% |
False |
True |
591,290 |
| 10 |
12,249.00 |
11,511.00 |
738.00 |
6.3% |
264.00 |
2.3% |
19% |
False |
True |
606,919 |
| 20 |
12,249.00 |
10,813.75 |
1,435.25 |
12.3% |
268.00 |
2.3% |
58% |
False |
False |
578,731 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.4% |
322.25 |
2.8% |
55% |
False |
False |
453,779 |
| 60 |
12,448.75 |
10,489.00 |
1,959.75 |
16.8% |
283.50 |
2.4% |
59% |
False |
False |
302,774 |
| 80 |
12,448.75 |
10,067.00 |
2,381.75 |
20.4% |
276.25 |
2.4% |
66% |
False |
False |
227,230 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
26.3% |
268.00 |
2.3% |
74% |
False |
False |
181,828 |
| 120 |
12,448.75 |
8,829.25 |
3,619.50 |
31.1% |
249.75 |
2.1% |
78% |
False |
False |
151,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,629.25 |
|
2.618 |
12,281.75 |
|
1.618 |
12,068.75 |
|
1.000 |
11,937.00 |
|
0.618 |
11,855.75 |
|
HIGH |
11,724.00 |
|
0.618 |
11,642.75 |
|
0.500 |
11,617.50 |
|
0.382 |
11,592.25 |
|
LOW |
11,511.00 |
|
0.618 |
11,379.25 |
|
1.000 |
11,298.00 |
|
1.618 |
11,166.25 |
|
2.618 |
10,953.25 |
|
4.250 |
10,605.75 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,639.00 |
11,651.50 |
| PP |
11,628.25 |
11,651.00 |
| S1 |
11,617.50 |
11,650.25 |
|