| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,318.99 |
11,735.98 |
416.99 |
3.7% |
11,040.73 |
| High |
11,828.82 |
12,047.40 |
218.58 |
1.8% |
11,724.52 |
| Low |
11,279.89 |
11,694.05 |
414.16 |
3.7% |
11,026.54 |
| Close |
11,736.12 |
11,911.98 |
175.86 |
1.5% |
11,319.79 |
| Range |
548.93 |
353.35 |
-195.58 |
-35.6% |
697.98 |
| ATR |
375.77 |
374.17 |
-1.60 |
-0.4% |
0.00 |
| Volume |
26,379 |
33,658 |
7,279 |
27.6% |
123,673 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,944.53 |
12,781.60 |
12,106.32 |
|
| R3 |
12,591.18 |
12,428.25 |
12,009.15 |
|
| R2 |
12,237.83 |
12,237.83 |
11,976.76 |
|
| R1 |
12,074.90 |
12,074.90 |
11,944.37 |
12,156.37 |
| PP |
11,884.48 |
11,884.48 |
11,884.48 |
11,925.21 |
| S1 |
11,721.55 |
11,721.55 |
11,879.59 |
11,803.02 |
| S2 |
11,531.13 |
11,531.13 |
11,847.20 |
|
| S3 |
11,177.78 |
11,368.20 |
11,814.81 |
|
| S4 |
10,824.43 |
11,014.85 |
11,717.64 |
|
|
| 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 |
12,047.40 |
11,228.04 |
819.36 |
6.9% |
362.12 |
3.0% |
83% |
True |
False |
25,349 |
| 10 |
12,047.40 |
10,533.77 |
1,513.63 |
12.7% |
360.12 |
3.0% |
91% |
True |
False |
25,679 |
| 20 |
12,047.40 |
10,146.79 |
1,900.61 |
16.0% |
341.97 |
2.9% |
93% |
True |
False |
24,951 |
| 40 |
12,060.58 |
9,858.94 |
2,201.64 |
18.5% |
406.03 |
3.4% |
93% |
False |
False |
30,665 |
| 60 |
12,476.88 |
9,858.94 |
2,617.94 |
22.0% |
448.39 |
3.8% |
78% |
False |
False |
36,295 |
| 80 |
12,476.88 |
8,934.94 |
3,541.94 |
29.7% |
399.83 |
3.4% |
84% |
False |
False |
34,566 |
| 100 |
12,476.88 |
8,848.18 |
3,628.70 |
30.5% |
395.00 |
3.3% |
84% |
False |
False |
36,657 |
| 120 |
12,476.88 |
8,201.24 |
4,275.64 |
35.9% |
425.04 |
3.6% |
87% |
False |
False |
41,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,549.14 |
|
2.618 |
12,972.47 |
|
1.618 |
12,619.12 |
|
1.000 |
12,400.75 |
|
0.618 |
12,265.77 |
|
HIGH |
12,047.40 |
|
0.618 |
11,912.42 |
|
0.500 |
11,870.73 |
|
0.382 |
11,829.03 |
|
LOW |
11,694.05 |
|
0.618 |
11,475.68 |
|
1.000 |
11,340.70 |
|
1.618 |
11,122.33 |
|
2.618 |
10,768.98 |
|
4.250 |
10,192.31 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,898.23 |
11,820.56 |
| PP |
11,884.48 |
11,729.14 |
| S1 |
11,870.73 |
11,637.72 |
|