| 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 |
5,994.5 |
5,955.5 |
-39.0 |
-0.7% |
5,896.0 |
| High |
6,002.0 |
5,983.0 |
-19.0 |
-0.3% |
6,012.5 |
| Low |
5,922.0 |
5,875.0 |
-47.0 |
-0.8% |
5,872.0 |
| Close |
5,936.0 |
5,911.5 |
-24.5 |
-0.4% |
5,989.5 |
| Range |
80.0 |
108.0 |
28.0 |
35.0% |
140.5 |
| ATR |
90.1 |
91.4 |
1.3 |
1.4% |
0.0 |
| Volume |
96,616 |
78,766 |
-17,850 |
-18.5% |
362,106 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,247.0 |
6,187.5 |
5,971.0 |
|
| R3 |
6,139.0 |
6,079.5 |
5,941.0 |
|
| R2 |
6,031.0 |
6,031.0 |
5,931.5 |
|
| R1 |
5,971.5 |
5,971.5 |
5,921.5 |
5,947.0 |
| PP |
5,923.0 |
5,923.0 |
5,923.0 |
5,911.0 |
| S1 |
5,863.5 |
5,863.5 |
5,901.5 |
5,839.0 |
| S2 |
5,815.0 |
5,815.0 |
5,891.5 |
|
| S3 |
5,707.0 |
5,755.5 |
5,882.0 |
|
| S4 |
5,599.0 |
5,647.5 |
5,852.0 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,379.5 |
6,325.0 |
6,067.0 |
|
| R3 |
6,239.0 |
6,184.5 |
6,028.0 |
|
| R2 |
6,098.5 |
6,098.5 |
6,015.5 |
|
| R1 |
6,044.0 |
6,044.0 |
6,002.5 |
6,071.0 |
| PP |
5,958.0 |
5,958.0 |
5,958.0 |
5,971.5 |
| S1 |
5,903.5 |
5,903.5 |
5,976.5 |
5,931.0 |
| S2 |
5,817.5 |
5,817.5 |
5,963.5 |
|
| S3 |
5,677.0 |
5,763.0 |
5,951.0 |
|
| S4 |
5,536.5 |
5,622.5 |
5,912.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,012.5 |
5,875.0 |
137.5 |
2.3% |
72.5 |
1.2% |
27% |
False |
True |
74,704 |
| 10 |
6,012.5 |
5,766.5 |
246.0 |
4.2% |
77.0 |
1.3% |
59% |
False |
False |
78,445 |
| 20 |
6,052.0 |
5,739.5 |
312.5 |
5.3% |
94.5 |
1.6% |
55% |
False |
False |
92,179 |
| 40 |
6,114.0 |
5,739.5 |
374.5 |
6.3% |
89.5 |
1.5% |
46% |
False |
False |
72,227 |
| 60 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
69.5 |
1.2% |
35% |
False |
False |
48,154 |
| 80 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
55.0 |
0.9% |
34% |
False |
False |
36,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,442.0 |
|
2.618 |
6,265.5 |
|
1.618 |
6,157.5 |
|
1.000 |
6,091.0 |
|
0.618 |
6,049.5 |
|
HIGH |
5,983.0 |
|
0.618 |
5,941.5 |
|
0.500 |
5,929.0 |
|
0.382 |
5,916.5 |
|
LOW |
5,875.0 |
|
0.618 |
5,808.5 |
|
1.000 |
5,767.0 |
|
1.618 |
5,700.5 |
|
2.618 |
5,592.5 |
|
4.250 |
5,416.0 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
5,929.0 |
5,942.5 |
| PP |
5,923.0 |
5,932.0 |
| S1 |
5,917.5 |
5,922.0 |
|