| 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 |
11,040.73 |
11,567.48 |
526.75 |
4.8% |
10,545.98 |
| High |
11,589.42 |
11,724.52 |
135.10 |
1.2% |
11,108.39 |
| Low |
11,026.54 |
11,319.15 |
292.61 |
2.7% |
10,472.63 |
| Close |
11,567.43 |
11,435.27 |
-132.16 |
-1.1% |
11,040.54 |
| Range |
562.88 |
405.37 |
-157.51 |
-28.0% |
635.76 |
| ATR |
374.70 |
376.89 |
2.19 |
0.6% |
0.00 |
| Volume |
28,614 |
28,348 |
-266 |
-0.9% |
109,297 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,709.09 |
12,477.55 |
11,658.22 |
|
| R3 |
12,303.72 |
12,072.18 |
11,546.75 |
|
| R2 |
11,898.35 |
11,898.35 |
11,509.59 |
|
| R1 |
11,666.81 |
11,666.81 |
11,472.43 |
11,579.90 |
| PP |
11,492.98 |
11,492.98 |
11,492.98 |
11,449.52 |
| S1 |
11,261.44 |
11,261.44 |
11,398.11 |
11,174.53 |
| S2 |
11,087.61 |
11,087.61 |
11,360.95 |
|
| S3 |
10,682.24 |
10,856.07 |
11,323.79 |
|
| S4 |
10,276.87 |
10,450.70 |
11,212.32 |
|
|
| 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 |
11,724.52 |
10,533.77 |
1,190.75 |
10.4% |
358.11 |
3.1% |
76% |
True |
False |
26,009 |
| 10 |
11,724.52 |
10,391.47 |
1,333.05 |
11.7% |
327.43 |
2.9% |
78% |
True |
False |
25,032 |
| 20 |
11,724.52 |
10,146.79 |
1,577.73 |
13.8% |
348.41 |
3.0% |
82% |
True |
False |
26,672 |
| 40 |
12,405.51 |
9,858.94 |
2,546.57 |
22.3% |
409.90 |
3.6% |
62% |
False |
False |
31,550 |
| 60 |
12,476.88 |
9,155.59 |
3,321.29 |
29.0% |
454.95 |
4.0% |
69% |
False |
False |
38,604 |
| 80 |
12,476.88 |
8,848.18 |
3,628.70 |
31.7% |
397.27 |
3.5% |
71% |
False |
False |
35,409 |
| 100 |
12,476.88 |
8,705.92 |
3,770.96 |
33.0% |
395.43 |
3.5% |
72% |
False |
False |
37,084 |
| 120 |
12,476.88 |
7,673.69 |
4,803.19 |
42.0% |
439.18 |
3.8% |
78% |
False |
False |
44,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,447.34 |
|
2.618 |
12,785.78 |
|
1.618 |
12,380.41 |
|
1.000 |
12,129.89 |
|
0.618 |
11,975.04 |
|
HIGH |
11,724.52 |
|
0.618 |
11,569.67 |
|
0.500 |
11,521.84 |
|
0.382 |
11,474.00 |
|
LOW |
11,319.15 |
|
0.618 |
11,068.63 |
|
1.000 |
10,913.78 |
|
1.618 |
10,663.26 |
|
2.618 |
10,257.89 |
|
4.250 |
9,596.33 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,521.84 |
11,384.38 |
| PP |
11,492.98 |
11,333.49 |
| S1 |
11,464.13 |
11,282.60 |
|