| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
13,087.5 |
13,037.5 |
-50.0 |
-0.4% |
12,756.0 |
| High |
13,094.0 |
13,163.0 |
69.0 |
0.5% |
13,094.0 |
| Low |
12,993.0 |
13,018.0 |
25.0 |
0.2% |
12,709.5 |
| Close |
13,023.0 |
13,125.5 |
102.5 |
0.8% |
13,023.0 |
| Range |
101.0 |
145.0 |
44.0 |
43.6% |
384.5 |
| ATR |
231.4 |
225.3 |
-6.2 |
-2.7% |
0.0 |
| Volume |
56,821 |
60,128 |
3,307 |
5.8% |
313,455 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,537.2 |
13,476.3 |
13,205.3 |
|
| R3 |
13,392.2 |
13,331.3 |
13,165.4 |
|
| R2 |
13,247.2 |
13,247.2 |
13,152.1 |
|
| R1 |
13,186.3 |
13,186.3 |
13,138.8 |
13,216.8 |
| PP |
13,102.2 |
13,102.2 |
13,102.2 |
13,117.4 |
| S1 |
13,041.3 |
13,041.3 |
13,112.2 |
13,071.8 |
| S2 |
12,957.2 |
12,957.2 |
13,098.9 |
|
| S3 |
12,812.2 |
12,896.3 |
13,085.6 |
|
| S4 |
12,667.2 |
12,751.3 |
13,045.8 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,095.7 |
13,943.8 |
13,234.5 |
|
| R3 |
13,711.2 |
13,559.3 |
13,128.7 |
|
| R2 |
13,326.7 |
13,326.7 |
13,093.5 |
|
| R1 |
13,174.8 |
13,174.8 |
13,058.2 |
13,250.8 |
| PP |
12,942.2 |
12,942.2 |
12,942.2 |
12,980.1 |
| S1 |
12,790.3 |
12,790.3 |
12,987.8 |
12,866.3 |
| S2 |
12,557.7 |
12,557.7 |
12,952.5 |
|
| S3 |
12,173.2 |
12,405.8 |
12,917.3 |
|
| S4 |
11,788.7 |
12,021.3 |
12,811.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,163.0 |
12,758.5 |
404.5 |
3.1% |
153.8 |
1.2% |
91% |
True |
False |
64,545 |
| 10 |
13,163.0 |
12,521.0 |
642.0 |
4.9% |
175.9 |
1.3% |
94% |
True |
False |
66,128 |
| 20 |
13,261.0 |
12,316.0 |
945.0 |
7.2% |
223.1 |
1.7% |
86% |
False |
False |
70,788 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.5% |
230.5 |
1.8% |
72% |
False |
False |
36,026 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.4% |
214.8 |
1.6% |
75% |
False |
False |
24,045 |
| 80 |
13,435.0 |
11,929.0 |
1,506.0 |
11.5% |
213.8 |
1.6% |
79% |
False |
False |
18,052 |
| 100 |
13,435.0 |
11,467.0 |
1,968.0 |
15.0% |
205.2 |
1.6% |
84% |
False |
False |
14,448 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
24.7% |
181.7 |
1.4% |
90% |
False |
False |
12,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,779.3 |
|
2.618 |
13,542.6 |
|
1.618 |
13,397.6 |
|
1.000 |
13,308.0 |
|
0.618 |
13,252.6 |
|
HIGH |
13,163.0 |
|
0.618 |
13,107.6 |
|
0.500 |
13,090.5 |
|
0.382 |
13,073.4 |
|
LOW |
13,018.0 |
|
0.618 |
12,928.4 |
|
1.000 |
12,873.0 |
|
1.618 |
12,783.4 |
|
2.618 |
12,638.4 |
|
4.250 |
12,401.8 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,113.8 |
13,097.7 |
| PP |
13,102.2 |
13,069.8 |
| S1 |
13,090.5 |
13,042.0 |
|