| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,900.12 |
12,131.07 |
230.95 |
1.9% |
11,345.24 |
| High |
12,204.75 |
12,187.78 |
-16.97 |
-0.1% |
11,727.60 |
| Low |
11,880.23 |
12,032.75 |
152.52 |
1.3% |
11,256.26 |
| Close |
12,088.11 |
12,083.17 |
-4.94 |
0.0% |
11,725.85 |
| Range |
324.52 |
155.03 |
-169.49 |
-52.2% |
471.34 |
| ATR |
270.70 |
262.44 |
-8.26 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,566.32 |
12,479.78 |
12,168.44 |
|
| R3 |
12,411.29 |
12,324.75 |
12,125.80 |
|
| R2 |
12,256.26 |
12,256.26 |
12,111.59 |
|
| R1 |
12,169.72 |
12,169.72 |
12,097.38 |
12,135.48 |
| PP |
12,101.23 |
12,101.23 |
12,101.23 |
12,084.11 |
| S1 |
12,014.69 |
12,014.69 |
12,068.96 |
11,980.45 |
| S2 |
11,946.20 |
11,946.20 |
12,054.75 |
|
| S3 |
11,791.17 |
11,859.66 |
12,040.54 |
|
| S4 |
11,636.14 |
11,704.63 |
11,997.90 |
|
|
| 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 |
11,382.48 |
822.27 |
6.8% |
163.18 |
1.4% |
85% |
False |
False |
|
| 10 |
12,204.75 |
11,225.17 |
979.58 |
8.1% |
185.06 |
1.5% |
88% |
False |
False |
|
| 20 |
12,204.75 |
10,677.85 |
1,526.90 |
12.6% |
224.32 |
1.9% |
92% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
14.6% |
238.83 |
2.0% |
80% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
17.6% |
215.96 |
1.8% |
83% |
False |
False |
|
| 80 |
12,439.48 |
9,742.89 |
2,696.59 |
22.3% |
215.93 |
1.8% |
87% |
False |
False |
|
| 100 |
12,439.48 |
9,182.45 |
3,257.03 |
27.0% |
209.29 |
1.7% |
89% |
False |
False |
|
| 120 |
12,439.48 |
8,599.99 |
3,839.49 |
31.8% |
201.95 |
1.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,846.66 |
|
2.618 |
12,593.65 |
|
1.618 |
12,438.62 |
|
1.000 |
12,342.81 |
|
0.618 |
12,283.59 |
|
HIGH |
12,187.78 |
|
0.618 |
12,128.56 |
|
0.500 |
12,110.27 |
|
0.382 |
12,091.97 |
|
LOW |
12,032.75 |
|
0.618 |
11,936.94 |
|
1.000 |
11,877.72 |
|
1.618 |
11,781.91 |
|
2.618 |
11,626.88 |
|
4.250 |
11,373.87 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,110.27 |
12,023.05 |
| PP |
12,101.23 |
11,962.93 |
| S1 |
12,092.20 |
11,902.81 |
|