| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,542.39 |
11,318.99 |
-223.40 |
-1.9% |
11,040.73 |
| High |
11,547.16 |
11,828.82 |
281.66 |
2.4% |
11,724.52 |
| Low |
11,228.04 |
11,279.89 |
51.85 |
0.5% |
11,026.54 |
| Close |
11,319.79 |
11,736.12 |
416.33 |
3.7% |
11,319.79 |
| Range |
319.12 |
548.93 |
229.81 |
72.0% |
697.98 |
| ATR |
362.45 |
375.77 |
13.32 |
3.7% |
0.00 |
| Volume |
24,592 |
26,379 |
1,787 |
7.3% |
123,673 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,261.73 |
13,047.86 |
12,038.03 |
|
| R3 |
12,712.80 |
12,498.93 |
11,887.08 |
|
| R2 |
12,163.87 |
12,163.87 |
11,836.76 |
|
| R1 |
11,950.00 |
11,950.00 |
11,786.44 |
12,056.94 |
| PP |
11,614.94 |
11,614.94 |
11,614.94 |
11,668.41 |
| S1 |
11,401.07 |
11,401.07 |
11,685.80 |
11,508.01 |
| S2 |
11,066.01 |
11,066.01 |
11,635.48 |
|
| S3 |
10,517.08 |
10,852.14 |
11,585.16 |
|
| S4 |
9,968.15 |
10,303.21 |
11,434.21 |
|
|
| 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 |
11,828.82 |
11,228.04 |
600.78 |
5.1% |
372.52 |
3.2% |
85% |
True |
False |
24,287 |
| 10 |
11,828.82 |
10,533.77 |
1,295.05 |
11.0% |
351.38 |
3.0% |
93% |
True |
False |
24,401 |
| 20 |
11,828.82 |
10,146.79 |
1,682.03 |
14.3% |
332.67 |
2.8% |
94% |
True |
False |
24,311 |
| 40 |
12,060.58 |
9,858.94 |
2,201.64 |
18.8% |
408.32 |
3.5% |
85% |
False |
False |
30,230 |
| 60 |
12,476.88 |
9,534.71 |
2,942.17 |
25.1% |
465.35 |
4.0% |
75% |
False |
False |
37,814 |
| 80 |
12,476.88 |
8,848.18 |
3,628.70 |
30.9% |
399.89 |
3.4% |
80% |
False |
False |
34,597 |
| 100 |
12,476.88 |
8,848.18 |
3,628.70 |
30.9% |
395.49 |
3.4% |
80% |
False |
False |
36,598 |
| 120 |
12,476.88 |
8,201.24 |
4,275.64 |
36.4% |
427.61 |
3.6% |
83% |
False |
False |
41,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,161.77 |
|
2.618 |
13,265.92 |
|
1.618 |
12,716.99 |
|
1.000 |
12,377.75 |
|
0.618 |
12,168.06 |
|
HIGH |
11,828.82 |
|
0.618 |
11,619.13 |
|
0.500 |
11,554.36 |
|
0.382 |
11,489.58 |
|
LOW |
11,279.89 |
|
0.618 |
10,940.65 |
|
1.000 |
10,730.96 |
|
1.618 |
10,391.72 |
|
2.618 |
9,842.79 |
|
4.250 |
8,946.94 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,675.53 |
11,666.89 |
| PP |
11,614.94 |
11,597.66 |
| S1 |
11,554.36 |
11,528.43 |
|