| 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 |
11,567.48 |
11,435.69 |
-131.79 |
-1.1% |
10,545.98 |
| High |
11,724.52 |
11,550.73 |
-173.79 |
-1.5% |
11,108.39 |
| Low |
11,319.15 |
11,300.65 |
-18.50 |
-0.2% |
10,472.63 |
| Close |
11,435.27 |
11,393.41 |
-41.86 |
-0.4% |
11,040.54 |
| Range |
405.37 |
250.08 |
-155.29 |
-38.3% |
635.76 |
| ATR |
376.89 |
367.83 |
-9.06 |
-2.4% |
0.00 |
| Volume |
28,348 |
19,300 |
-9,048 |
-31.9% |
109,297 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,165.17 |
12,029.37 |
11,530.95 |
|
| R3 |
11,915.09 |
11,779.29 |
11,462.18 |
|
| R2 |
11,665.01 |
11,665.01 |
11,439.26 |
|
| R1 |
11,529.21 |
11,529.21 |
11,416.33 |
11,472.07 |
| PP |
11,414.93 |
11,414.93 |
11,414.93 |
11,386.36 |
| S1 |
11,279.13 |
11,279.13 |
11,370.49 |
11,221.99 |
| S2 |
11,164.85 |
11,164.85 |
11,347.56 |
|
| S3 |
10,914.77 |
11,029.05 |
11,324.64 |
|
| S4 |
10,664.69 |
10,778.97 |
11,255.87 |
|
|
| 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 |
10,543.56 |
1,180.96 |
10.4% |
378.58 |
3.3% |
72% |
False |
False |
26,038 |
| 10 |
11,724.52 |
10,391.47 |
1,333.05 |
11.7% |
332.88 |
2.9% |
75% |
False |
False |
25,154 |
| 20 |
11,724.52 |
10,146.79 |
1,577.73 |
13.8% |
339.63 |
3.0% |
79% |
False |
False |
26,066 |
| 40 |
12,097.92 |
9,858.94 |
2,238.98 |
19.7% |
402.17 |
3.5% |
69% |
False |
False |
30,834 |
| 60 |
12,476.88 |
9,296.97 |
3,179.91 |
27.9% |
454.45 |
4.0% |
66% |
False |
False |
38,450 |
| 80 |
12,476.88 |
8,848.18 |
3,628.70 |
31.8% |
397.91 |
3.5% |
70% |
False |
False |
35,295 |
| 100 |
12,476.88 |
8,807.22 |
3,669.66 |
32.2% |
394.92 |
3.5% |
70% |
False |
False |
36,975 |
| 120 |
12,476.88 |
7,718.93 |
4,757.95 |
41.8% |
440.26 |
3.9% |
77% |
False |
False |
44,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,613.57 |
|
2.618 |
12,205.44 |
|
1.618 |
11,955.36 |
|
1.000 |
11,800.81 |
|
0.618 |
11,705.28 |
|
HIGH |
11,550.73 |
|
0.618 |
11,455.20 |
|
0.500 |
11,425.69 |
|
0.382 |
11,396.18 |
|
LOW |
11,300.65 |
|
0.618 |
11,146.10 |
|
1.000 |
11,050.57 |
|
1.618 |
10,896.02 |
|
2.618 |
10,645.94 |
|
4.250 |
10,237.81 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,425.69 |
11,387.45 |
| PP |
11,414.93 |
11,381.49 |
| S1 |
11,404.17 |
11,375.53 |
|