| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,615.57 |
11,900.12 |
284.55 |
2.4% |
11,345.24 |
| High |
11,727.60 |
12,204.75 |
477.15 |
4.1% |
11,727.60 |
| Low |
11,600.86 |
11,880.23 |
279.37 |
2.4% |
11,256.26 |
| Close |
11,725.85 |
12,088.11 |
362.26 |
3.1% |
11,725.85 |
| Range |
126.74 |
324.52 |
197.78 |
156.1% |
471.34 |
| ATR |
254.69 |
270.70 |
16.02 |
6.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,031.26 |
12,884.20 |
12,266.60 |
|
| R3 |
12,706.74 |
12,559.68 |
12,177.35 |
|
| R2 |
12,382.22 |
12,382.22 |
12,147.61 |
|
| R1 |
12,235.16 |
12,235.16 |
12,117.86 |
12,308.69 |
| PP |
12,057.70 |
12,057.70 |
12,057.70 |
12,094.46 |
| S1 |
11,910.64 |
11,910.64 |
12,058.36 |
11,984.17 |
| S2 |
11,733.18 |
11,733.18 |
12,028.61 |
|
| S3 |
11,408.66 |
11,586.12 |
11,998.87 |
|
| S4 |
11,084.14 |
11,261.60 |
11,909.62 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,983.92 |
12,826.23 |
11,985.09 |
|
| R3 |
12,512.58 |
12,354.89 |
11,855.47 |
|
| R2 |
12,041.24 |
12,041.24 |
11,812.26 |
|
| R1 |
11,883.55 |
11,883.55 |
11,769.06 |
11,962.40 |
| PP |
11,569.90 |
11,569.90 |
11,569.90 |
11,609.33 |
| S1 |
11,412.21 |
11,412.21 |
11,682.64 |
11,491.06 |
| S2 |
11,098.56 |
11,098.56 |
11,639.44 |
|
| S3 |
10,627.22 |
10,940.87 |
11,596.23 |
|
| S4 |
10,155.88 |
10,469.53 |
11,466.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,204.75 |
11,256.26 |
948.49 |
7.8% |
188.21 |
1.6% |
88% |
True |
False |
|
| 10 |
12,204.75 |
11,225.17 |
979.58 |
8.1% |
178.60 |
1.5% |
88% |
True |
False |
|
| 20 |
12,204.75 |
10,677.85 |
1,526.90 |
12.6% |
222.98 |
1.8% |
92% |
True |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
14.6% |
236.91 |
2.0% |
80% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
17.6% |
219.20 |
1.8% |
83% |
False |
False |
|
| 80 |
12,439.48 |
9,742.89 |
2,696.59 |
22.3% |
216.29 |
1.8% |
87% |
False |
False |
|
| 100 |
12,439.48 |
9,182.45 |
3,257.03 |
26.9% |
209.27 |
1.7% |
89% |
False |
False |
|
| 120 |
12,439.48 |
8,599.99 |
3,839.49 |
31.8% |
202.09 |
1.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,583.96 |
|
2.618 |
13,054.34 |
|
1.618 |
12,729.82 |
|
1.000 |
12,529.27 |
|
0.618 |
12,405.30 |
|
HIGH |
12,204.75 |
|
0.618 |
12,080.78 |
|
0.500 |
12,042.49 |
|
0.382 |
12,004.20 |
|
LOW |
11,880.23 |
|
0.618 |
11,679.68 |
|
1.000 |
11,555.71 |
|
1.618 |
11,355.16 |
|
2.618 |
11,030.64 |
|
4.250 |
10,501.02 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,072.90 |
12,011.24 |
| PP |
12,057.70 |
11,934.37 |
| S1 |
12,042.49 |
11,857.50 |
|