| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
28,764.95 |
28,731.30 |
-33.65 |
-0.1% |
27,825.42 |
| High |
28,808.84 |
28,792.56 |
-16.28 |
-0.1% |
28,676.29 |
| Low |
28,604.35 |
28,461.73 |
-142.62 |
-0.5% |
27,728.03 |
| Close |
28,679.81 |
28,514.00 |
-165.81 |
-0.6% |
28,586.90 |
| Range |
204.49 |
330.83 |
126.34 |
61.8% |
948.26 |
| ATR |
441.55 |
433.64 |
-7.91 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,581.92 |
29,378.79 |
28,695.96 |
|
| R3 |
29,251.09 |
29,047.96 |
28,604.98 |
|
| R2 |
28,920.26 |
28,920.26 |
28,574.65 |
|
| R1 |
28,717.13 |
28,717.13 |
28,544.33 |
28,653.28 |
| PP |
28,589.43 |
28,589.43 |
28,589.43 |
28,557.51 |
| S1 |
28,386.30 |
28,386.30 |
28,483.67 |
28,322.45 |
| S2 |
28,258.60 |
28,258.60 |
28,453.35 |
|
| S3 |
27,927.77 |
28,055.47 |
28,423.02 |
|
| S4 |
27,596.94 |
27,724.64 |
28,332.04 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,175.19 |
30,829.30 |
29,108.44 |
|
| R3 |
30,226.93 |
29,881.04 |
28,847.67 |
|
| R2 |
29,278.67 |
29,278.67 |
28,760.75 |
|
| R1 |
28,932.78 |
28,932.78 |
28,673.82 |
29,105.73 |
| PP |
28,330.41 |
28,330.41 |
28,330.41 |
28,416.88 |
| S1 |
27,984.52 |
27,984.52 |
28,499.98 |
28,157.47 |
| S2 |
27,382.15 |
27,382.15 |
28,413.05 |
|
| S3 |
26,433.89 |
27,036.26 |
28,326.13 |
|
| S4 |
25,485.63 |
26,088.00 |
28,065.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,957.90 |
28,265.56 |
692.34 |
2.4% |
252.56 |
0.9% |
36% |
False |
False |
|
| 10 |
28,957.90 |
27,382.94 |
1,574.96 |
5.5% |
347.54 |
1.2% |
72% |
False |
False |
|
| 20 |
28,957.90 |
26,537.01 |
2,420.89 |
8.5% |
424.97 |
1.5% |
82% |
False |
False |
|
| 40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.3% |
419.32 |
1.5% |
74% |
False |
False |
|
| 60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.2% |
368.74 |
1.3% |
79% |
False |
False |
|
| 80 |
29,199.35 |
24,971.03 |
4,228.32 |
14.8% |
381.50 |
1.3% |
84% |
False |
False |
|
| 100 |
29,199.35 |
24,781.84 |
4,417.51 |
15.5% |
407.51 |
1.4% |
84% |
False |
False |
|
| 120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.5% |
407.82 |
1.4% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,198.59 |
|
2.618 |
29,658.67 |
|
1.618 |
29,327.84 |
|
1.000 |
29,123.39 |
|
0.618 |
28,997.01 |
|
HIGH |
28,792.56 |
|
0.618 |
28,666.18 |
|
0.500 |
28,627.15 |
|
0.382 |
28,588.11 |
|
LOW |
28,461.73 |
|
0.618 |
28,257.28 |
|
1.000 |
28,130.90 |
|
1.618 |
27,926.45 |
|
2.618 |
27,595.62 |
|
4.250 |
27,055.70 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,627.15 |
28,709.82 |
| PP |
28,589.43 |
28,644.54 |
| S1 |
28,551.72 |
28,579.27 |
|