| 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 |
10,896.82 |
11,040.73 |
143.91 |
1.3% |
10,545.98 |
| High |
11,108.39 |
11,589.42 |
481.03 |
4.3% |
11,108.39 |
| Low |
10,840.68 |
11,026.54 |
185.86 |
1.7% |
10,472.63 |
| Close |
11,040.54 |
11,567.43 |
526.89 |
4.8% |
11,040.54 |
| Range |
267.71 |
562.88 |
295.17 |
110.3% |
635.76 |
| ATR |
360.22 |
374.70 |
14.48 |
4.0% |
0.00 |
| Volume |
25,272 |
28,614 |
3,342 |
13.2% |
109,297 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,083.10 |
12,888.15 |
11,877.01 |
|
| R3 |
12,520.22 |
12,325.27 |
11,722.22 |
|
| R2 |
11,957.34 |
11,957.34 |
11,670.62 |
|
| R1 |
11,762.39 |
11,762.39 |
11,619.03 |
11,859.87 |
| PP |
11,394.46 |
11,394.46 |
11,394.46 |
11,443.20 |
| S1 |
11,199.51 |
11,199.51 |
11,515.83 |
11,296.99 |
| S2 |
10,831.58 |
10,831.58 |
11,464.24 |
|
| S3 |
10,268.70 |
10,636.63 |
11,412.64 |
|
| S4 |
9,705.82 |
10,073.75 |
11,257.85 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,781.13 |
12,546.60 |
11,390.21 |
|
| R3 |
12,145.37 |
11,910.84 |
11,215.37 |
|
| R2 |
11,509.61 |
11,509.61 |
11,157.10 |
|
| R1 |
11,275.08 |
11,275.08 |
11,098.82 |
11,392.35 |
| PP |
10,873.85 |
10,873.85 |
10,873.85 |
10,932.49 |
| S1 |
10,639.32 |
10,639.32 |
10,982.26 |
10,756.59 |
| S2 |
10,238.09 |
10,238.09 |
10,923.98 |
|
| S3 |
9,602.33 |
10,003.56 |
10,865.71 |
|
| S4 |
8,966.57 |
9,367.80 |
10,690.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,589.42 |
10,533.77 |
1,055.65 |
9.1% |
330.24 |
2.9% |
98% |
True |
False |
24,515 |
| 10 |
11,589.42 |
10,391.47 |
1,197.95 |
10.4% |
311.56 |
2.7% |
98% |
True |
False |
24,442 |
| 20 |
11,589.42 |
10,146.79 |
1,442.63 |
12.5% |
343.57 |
3.0% |
98% |
True |
False |
26,851 |
| 40 |
12,476.88 |
9,858.94 |
2,617.94 |
22.6% |
419.09 |
3.6% |
65% |
False |
False |
32,984 |
| 60 |
12,476.88 |
9,113.49 |
3,363.39 |
29.1% |
450.21 |
3.9% |
73% |
False |
False |
38,391 |
| 80 |
12,476.88 |
8,848.18 |
3,628.70 |
31.4% |
398.13 |
3.4% |
75% |
False |
False |
35,387 |
| 100 |
12,476.88 |
8,647.02 |
3,829.86 |
33.1% |
398.00 |
3.4% |
76% |
False |
False |
37,250 |
| 120 |
12,476.88 |
7,451.23 |
5,025.65 |
43.4% |
438.59 |
3.8% |
82% |
False |
False |
44,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,981.66 |
|
2.618 |
13,063.04 |
|
1.618 |
12,500.16 |
|
1.000 |
12,152.30 |
|
0.618 |
11,937.28 |
|
HIGH |
11,589.42 |
|
0.618 |
11,374.40 |
|
0.500 |
11,307.98 |
|
0.382 |
11,241.56 |
|
LOW |
11,026.54 |
|
0.618 |
10,678.68 |
|
1.000 |
10,463.66 |
|
1.618 |
10,115.80 |
|
2.618 |
9,552.92 |
|
4.250 |
8,634.30 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,480.95 |
11,400.45 |
| PP |
11,394.46 |
11,233.47 |
| S1 |
11,307.98 |
11,066.49 |
|