| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,393.36 |
11,542.39 |
149.03 |
1.3% |
11,040.73 |
| High |
11,612.37 |
11,547.16 |
-65.21 |
-0.6% |
11,724.52 |
| Low |
11,273.25 |
11,228.04 |
-45.21 |
-0.4% |
11,026.54 |
| Close |
11,544.72 |
11,319.79 |
-224.93 |
-1.9% |
11,319.79 |
| Range |
339.12 |
319.12 |
-20.00 |
-5.9% |
697.98 |
| ATR |
365.78 |
362.45 |
-3.33 |
-0.9% |
0.00 |
| Volume |
22,819 |
24,592 |
1,773 |
7.8% |
123,673 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,322.36 |
12,140.19 |
11,495.31 |
|
| R3 |
12,003.24 |
11,821.07 |
11,407.55 |
|
| R2 |
11,684.12 |
11,684.12 |
11,378.30 |
|
| R1 |
11,501.95 |
11,501.95 |
11,349.04 |
11,433.48 |
| PP |
11,365.00 |
11,365.00 |
11,365.00 |
11,330.76 |
| S1 |
11,182.83 |
11,182.83 |
11,290.54 |
11,114.36 |
| S2 |
11,045.88 |
11,045.88 |
11,261.28 |
|
| S3 |
10,726.76 |
10,863.71 |
11,232.03 |
|
| S4 |
10,407.64 |
10,544.59 |
11,144.27 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,450.89 |
13,083.32 |
11,703.68 |
|
| R3 |
12,752.91 |
12,385.34 |
11,511.73 |
|
| R2 |
12,054.93 |
12,054.93 |
11,447.75 |
|
| R1 |
11,687.36 |
11,687.36 |
11,383.77 |
11,871.15 |
| PP |
11,356.95 |
11,356.95 |
11,356.95 |
11,448.84 |
| S1 |
10,989.38 |
10,989.38 |
11,255.81 |
11,173.17 |
| S2 |
10,658.97 |
10,658.97 |
11,191.83 |
|
| S3 |
9,960.99 |
10,291.40 |
11,127.85 |
|
| S4 |
9,263.01 |
9,593.42 |
10,935.90 |
|
|
| 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 |
11,026.54 |
697.98 |
6.2% |
375.31 |
3.3% |
42% |
False |
False |
24,734 |
| 10 |
11,724.52 |
10,472.63 |
1,251.89 |
11.1% |
326.01 |
2.9% |
68% |
False |
False |
23,297 |
| 20 |
11,724.52 |
10,146.79 |
1,577.73 |
13.9% |
347.56 |
3.1% |
74% |
False |
False |
26,232 |
| 40 |
12,060.58 |
9,858.94 |
2,201.64 |
19.4% |
401.35 |
3.5% |
66% |
False |
False |
30,353 |
| 60 |
12,476.88 |
9,478.59 |
2,998.29 |
26.5% |
458.78 |
4.1% |
61% |
False |
False |
37,773 |
| 80 |
12,476.88 |
8,848.18 |
3,628.70 |
32.1% |
396.65 |
3.5% |
68% |
False |
False |
34,671 |
| 100 |
12,476.88 |
8,848.18 |
3,628.70 |
32.1% |
392.71 |
3.5% |
68% |
False |
False |
36,699 |
| 120 |
12,476.88 |
8,201.24 |
4,275.64 |
37.8% |
426.95 |
3.8% |
73% |
False |
False |
42,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,903.42 |
|
2.618 |
12,382.62 |
|
1.618 |
12,063.50 |
|
1.000 |
11,866.28 |
|
0.618 |
11,744.38 |
|
HIGH |
11,547.16 |
|
0.618 |
11,425.26 |
|
0.500 |
11,387.60 |
|
0.382 |
11,349.94 |
|
LOW |
11,228.04 |
|
0.618 |
11,030.82 |
|
1.000 |
10,908.92 |
|
1.618 |
10,711.70 |
|
2.618 |
10,392.58 |
|
4.250 |
9,871.78 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,387.60 |
11,420.21 |
| PP |
11,365.00 |
11,386.73 |
| S1 |
11,342.39 |
11,353.26 |
|