| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,952.12 |
11,913.01 |
-39.11 |
-0.3% |
11,900.12 |
| High |
12,034.13 |
11,962.47 |
-71.66 |
-0.6% |
12,204.75 |
| Low |
11,824.14 |
11,606.48 |
-217.66 |
-1.8% |
11,765.49 |
| Close |
11,852.17 |
11,634.35 |
-217.82 |
-1.8% |
11,852.17 |
| Range |
209.99 |
355.99 |
146.00 |
69.5% |
439.26 |
| ATR |
254.84 |
262.06 |
7.23 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,802.40 |
12,574.37 |
11,830.14 |
|
| R3 |
12,446.41 |
12,218.38 |
11,732.25 |
|
| R2 |
12,090.42 |
12,090.42 |
11,699.61 |
|
| R1 |
11,862.39 |
11,862.39 |
11,666.98 |
11,798.41 |
| PP |
11,734.43 |
11,734.43 |
11,734.43 |
11,702.45 |
| S1 |
11,506.40 |
11,506.40 |
11,601.72 |
11,442.42 |
| S2 |
11,378.44 |
11,378.44 |
11,569.09 |
|
| S3 |
11,022.45 |
11,150.41 |
11,536.45 |
|
| S4 |
10,666.46 |
10,794.42 |
11,438.56 |
|
|
| 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 |
12,187.78 |
11,606.48 |
581.30 |
5.0% |
225.96 |
1.9% |
5% |
False |
True |
|
| 10 |
12,204.75 |
11,256.26 |
948.49 |
8.2% |
207.08 |
1.8% |
40% |
False |
False |
|
| 20 |
12,204.75 |
10,728.41 |
1,476.34 |
12.7% |
215.17 |
1.8% |
61% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.1% |
247.68 |
2.1% |
54% |
False |
False |
|
| 60 |
12,439.48 |
10,527.43 |
1,912.05 |
16.4% |
216.63 |
1.9% |
58% |
False |
False |
|
| 80 |
12,439.48 |
9,742.89 |
2,696.59 |
23.2% |
218.44 |
1.9% |
70% |
False |
False |
|
| 100 |
12,439.48 |
9,379.93 |
3,059.55 |
26.3% |
211.77 |
1.8% |
74% |
False |
False |
|
| 120 |
12,439.48 |
8,665.40 |
3,774.08 |
32.4% |
204.08 |
1.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,475.43 |
|
2.618 |
12,894.45 |
|
1.618 |
12,538.46 |
|
1.000 |
12,318.46 |
|
0.618 |
12,182.47 |
|
HIGH |
11,962.47 |
|
0.618 |
11,826.48 |
|
0.500 |
11,784.48 |
|
0.382 |
11,742.47 |
|
LOW |
11,606.48 |
|
0.618 |
11,386.48 |
|
1.000 |
11,250.49 |
|
1.618 |
11,030.49 |
|
2.618 |
10,674.50 |
|
4.250 |
10,093.52 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,784.48 |
11,820.31 |
| PP |
11,734.43 |
11,758.32 |
| S1 |
11,684.39 |
11,696.34 |
|