| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,785.95 |
11,952.12 |
166.17 |
1.4% |
11,900.12 |
| High |
11,928.63 |
12,034.13 |
105.50 |
0.9% |
12,204.75 |
| Low |
11,765.49 |
11,824.14 |
58.65 |
0.5% |
11,765.49 |
| Close |
11,898.57 |
11,852.17 |
-46.40 |
-0.4% |
11,852.17 |
| Range |
163.14 |
209.99 |
46.85 |
28.7% |
439.26 |
| ATR |
258.29 |
254.84 |
-3.45 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,533.45 |
12,402.80 |
11,967.66 |
|
| R3 |
12,323.46 |
12,192.81 |
11,909.92 |
|
| R2 |
12,113.47 |
12,113.47 |
11,890.67 |
|
| R1 |
11,982.82 |
11,982.82 |
11,871.42 |
11,943.15 |
| PP |
11,903.48 |
11,903.48 |
11,903.48 |
11,883.65 |
| S1 |
11,772.83 |
11,772.83 |
11,832.92 |
11,733.16 |
| S2 |
11,693.49 |
11,693.49 |
11,813.67 |
|
| S3 |
11,483.50 |
11,562.84 |
11,794.42 |
|
| S4 |
11,273.51 |
11,352.85 |
11,736.68 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,258.58 |
12,994.64 |
12,093.76 |
|
| R3 |
12,819.32 |
12,555.38 |
11,972.97 |
|
| R2 |
12,380.06 |
12,380.06 |
11,932.70 |
|
| R1 |
12,116.12 |
12,116.12 |
11,892.44 |
12,028.46 |
| PP |
11,940.80 |
11,940.80 |
11,940.80 |
11,896.98 |
| S1 |
11,676.86 |
11,676.86 |
11,811.90 |
11,589.20 |
| S2 |
11,501.54 |
11,501.54 |
11,771.64 |
|
| S3 |
11,062.28 |
11,237.60 |
11,731.37 |
|
| S4 |
10,623.02 |
10,798.34 |
11,610.58 |
|
|
| 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 |
11,765.49 |
439.26 |
3.7% |
219.66 |
1.9% |
20% |
False |
False |
|
| 10 |
12,204.75 |
11,256.26 |
948.49 |
8.0% |
189.08 |
1.6% |
63% |
False |
False |
|
| 20 |
12,204.75 |
10,677.85 |
1,526.90 |
12.9% |
212.71 |
1.8% |
77% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
14.9% |
241.61 |
2.0% |
67% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
17.9% |
214.53 |
1.8% |
72% |
False |
False |
|
| 80 |
12,439.48 |
9,742.89 |
2,696.59 |
22.8% |
216.55 |
1.8% |
78% |
False |
False |
|
| 100 |
12,439.48 |
9,379.93 |
3,059.55 |
25.8% |
209.98 |
1.8% |
81% |
False |
False |
|
| 120 |
12,439.48 |
8,665.40 |
3,774.08 |
31.8% |
202.73 |
1.7% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,926.59 |
|
2.618 |
12,583.88 |
|
1.618 |
12,373.89 |
|
1.000 |
12,244.12 |
|
0.618 |
12,163.90 |
|
HIGH |
12,034.13 |
|
0.618 |
11,953.91 |
|
0.500 |
11,929.14 |
|
0.382 |
11,904.36 |
|
LOW |
11,824.14 |
|
0.618 |
11,694.37 |
|
1.000 |
11,614.15 |
|
1.618 |
11,484.38 |
|
2.618 |
11,274.39 |
|
4.250 |
10,931.68 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,929.14 |
11,962.35 |
| PP |
11,903.48 |
11,925.62 |
| S1 |
11,877.83 |
11,888.90 |
|