| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
12,997.5 |
12,983.5 |
-14.0 |
-0.1% |
12,756.0 |
| High |
13,052.5 |
12,983.5 |
-69.0 |
-0.5% |
13,094.0 |
| Low |
12,935.5 |
12,581.5 |
-354.0 |
-2.7% |
12,709.5 |
| Close |
13,018.0 |
12,669.5 |
-348.5 |
-2.7% |
13,023.0 |
| Range |
117.0 |
402.0 |
285.0 |
243.6% |
384.5 |
| ATR |
216.6 |
232.3 |
15.7 |
7.3% |
0.0 |
| Volume |
63,477 |
115,867 |
52,390 |
82.5% |
313,455 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,950.8 |
13,712.2 |
12,890.6 |
|
| R3 |
13,548.8 |
13,310.2 |
12,780.1 |
|
| R2 |
13,146.8 |
13,146.8 |
12,743.2 |
|
| R1 |
12,908.2 |
12,908.2 |
12,706.4 |
12,826.5 |
| PP |
12,744.8 |
12,744.8 |
12,744.8 |
12,704.0 |
| S1 |
12,506.2 |
12,506.2 |
12,632.7 |
12,424.5 |
| S2 |
12,342.8 |
12,342.8 |
12,595.8 |
|
| S3 |
11,940.8 |
12,104.2 |
12,559.0 |
|
| S4 |
11,538.8 |
11,702.2 |
12,448.4 |
|
|
| 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 |
12,581.5 |
581.5 |
4.6% |
195.3 |
1.5% |
15% |
False |
True |
74,306 |
| 10 |
13,163.0 |
12,521.0 |
642.0 |
5.1% |
186.7 |
1.5% |
23% |
False |
False |
70,247 |
| 20 |
13,244.5 |
12,316.0 |
928.5 |
7.3% |
237.1 |
1.9% |
38% |
False |
False |
77,875 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.8% |
239.4 |
1.9% |
32% |
False |
False |
42,385 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.7% |
218.9 |
1.7% |
38% |
False |
False |
28,283 |
| 80 |
13,435.0 |
11,962.0 |
1,473.0 |
11.6% |
209.9 |
1.7% |
48% |
False |
False |
21,231 |
| 100 |
13,435.0 |
11,570.0 |
1,865.0 |
14.7% |
211.4 |
1.7% |
59% |
False |
False |
16,993 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.6% |
187.0 |
1.5% |
76% |
False |
False |
14,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,692.0 |
|
2.618 |
14,035.9 |
|
1.618 |
13,633.9 |
|
1.000 |
13,385.5 |
|
0.618 |
13,231.9 |
|
HIGH |
12,983.5 |
|
0.618 |
12,829.9 |
|
0.500 |
12,782.5 |
|
0.382 |
12,735.1 |
|
LOW |
12,581.5 |
|
0.618 |
12,333.1 |
|
1.000 |
12,179.5 |
|
1.618 |
11,931.1 |
|
2.618 |
11,529.1 |
|
4.250 |
10,873.0 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,782.5 |
12,867.0 |
| PP |
12,744.8 |
12,801.2 |
| S1 |
12,707.2 |
12,735.3 |
|