| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,435.69 |
11,393.36 |
-42.33 |
-0.4% |
10,545.98 |
| High |
11,550.73 |
11,612.37 |
61.64 |
0.5% |
11,108.39 |
| Low |
11,300.65 |
11,273.25 |
-27.40 |
-0.2% |
10,472.63 |
| Close |
11,393.41 |
11,544.72 |
151.31 |
1.3% |
11,040.54 |
| Range |
250.08 |
339.12 |
89.04 |
35.6% |
635.76 |
| ATR |
367.83 |
365.78 |
-2.05 |
-0.6% |
0.00 |
| Volume |
19,300 |
22,819 |
3,519 |
18.2% |
109,297 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,494.14 |
12,358.55 |
11,731.24 |
|
| R3 |
12,155.02 |
12,019.43 |
11,637.98 |
|
| R2 |
11,815.90 |
11,815.90 |
11,606.89 |
|
| R1 |
11,680.31 |
11,680.31 |
11,575.81 |
11,748.11 |
| PP |
11,476.78 |
11,476.78 |
11,476.78 |
11,510.68 |
| S1 |
11,341.19 |
11,341.19 |
11,513.63 |
11,408.99 |
| S2 |
11,137.66 |
11,137.66 |
11,482.55 |
|
| S3 |
10,798.54 |
11,002.07 |
11,451.46 |
|
| S4 |
10,459.42 |
10,662.95 |
11,358.20 |
|
|
| 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 |
10,840.68 |
883.84 |
7.7% |
365.03 |
3.2% |
80% |
False |
False |
24,870 |
| 10 |
11,724.52 |
10,391.47 |
1,333.05 |
11.5% |
321.30 |
2.8% |
87% |
False |
False |
23,758 |
| 20 |
11,724.52 |
10,146.79 |
1,577.73 |
13.7% |
342.21 |
3.0% |
89% |
False |
False |
25,987 |
| 40 |
12,060.58 |
9,858.94 |
2,201.64 |
19.1% |
398.64 |
3.5% |
77% |
False |
False |
30,317 |
| 60 |
12,476.88 |
9,370.19 |
3,106.69 |
26.9% |
458.39 |
4.0% |
70% |
False |
False |
38,535 |
| 80 |
12,476.88 |
8,848.18 |
3,628.70 |
31.4% |
396.49 |
3.4% |
74% |
False |
False |
35,098 |
| 100 |
12,476.88 |
8,848.18 |
3,628.70 |
31.4% |
394.22 |
3.4% |
74% |
False |
False |
36,885 |
| 120 |
12,476.88 |
8,201.24 |
4,275.64 |
37.0% |
433.01 |
3.8% |
78% |
False |
False |
43,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,053.63 |
|
2.618 |
12,500.19 |
|
1.618 |
12,161.07 |
|
1.000 |
11,951.49 |
|
0.618 |
11,821.95 |
|
HIGH |
11,612.37 |
|
0.618 |
11,482.83 |
|
0.500 |
11,442.81 |
|
0.382 |
11,402.79 |
|
LOW |
11,273.25 |
|
0.618 |
11,063.67 |
|
1.000 |
10,934.13 |
|
1.618 |
10,724.55 |
|
2.618 |
10,385.43 |
|
4.250 |
9,831.99 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,510.75 |
11,529.44 |
| PP |
11,476.78 |
11,514.16 |
| S1 |
11,442.81 |
11,498.89 |
|