| 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 |
12,745.5 |
12,908.5 |
163.0 |
1.3% |
13,037.5 |
| High |
12,944.0 |
13,018.0 |
74.0 |
0.6% |
13,163.0 |
| Low |
12,689.5 |
12,708.5 |
19.0 |
0.1% |
12,581.5 |
| Close |
12,906.5 |
12,849.5 |
-57.0 |
-0.4% |
12,906.5 |
| Range |
254.5 |
309.5 |
55.0 |
21.6% |
581.5 |
| ATR |
235.3 |
240.6 |
5.3 |
2.3% |
0.0 |
| Volume |
88,168 |
71,340 |
-16,828 |
-19.1% |
402,877 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,787.2 |
13,627.8 |
13,019.7 |
|
| R3 |
13,477.7 |
13,318.3 |
12,934.6 |
|
| R2 |
13,168.2 |
13,168.2 |
12,906.2 |
|
| R1 |
13,008.8 |
13,008.8 |
12,877.9 |
12,933.8 |
| PP |
12,858.7 |
12,858.7 |
12,858.7 |
12,821.1 |
| S1 |
12,699.3 |
12,699.3 |
12,821.1 |
12,624.3 |
| S2 |
12,549.2 |
12,549.2 |
12,792.8 |
|
| S3 |
12,239.7 |
12,389.8 |
12,764.4 |
|
| S4 |
11,930.2 |
12,080.3 |
12,679.3 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,628.2 |
14,348.8 |
13,226.3 |
|
| R3 |
14,046.7 |
13,767.3 |
13,066.4 |
|
| R2 |
13,465.2 |
13,465.2 |
13,013.1 |
|
| R1 |
13,185.8 |
13,185.8 |
12,959.8 |
13,034.8 |
| PP |
12,883.7 |
12,883.7 |
12,883.7 |
12,808.1 |
| S1 |
12,604.3 |
12,604.3 |
12,853.2 |
12,453.3 |
| S2 |
12,302.2 |
12,302.2 |
12,799.9 |
|
| S3 |
11,720.7 |
12,022.8 |
12,746.6 |
|
| S4 |
11,139.2 |
11,441.3 |
12,586.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,152.5 |
12,581.5 |
571.0 |
4.4% |
258.9 |
2.0% |
47% |
False |
False |
82,817 |
| 10 |
13,163.0 |
12,581.5 |
581.5 |
4.5% |
206.4 |
1.6% |
46% |
False |
False |
73,681 |
| 20 |
13,163.0 |
12,316.0 |
847.0 |
6.6% |
221.9 |
1.7% |
63% |
False |
False |
75,323 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
239.8 |
1.9% |
48% |
False |
False |
46,366 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.6% |
224.9 |
1.8% |
52% |
False |
False |
30,938 |
| 80 |
13,435.0 |
12,085.0 |
1,350.0 |
10.5% |
209.9 |
1.6% |
57% |
False |
False |
23,222 |
| 100 |
13,435.0 |
11,610.0 |
1,825.0 |
14.2% |
215.6 |
1.7% |
68% |
False |
False |
18,588 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.2% |
188.4 |
1.5% |
82% |
False |
False |
15,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,333.4 |
|
2.618 |
13,828.3 |
|
1.618 |
13,518.8 |
|
1.000 |
13,327.5 |
|
0.618 |
13,209.3 |
|
HIGH |
13,018.0 |
|
0.618 |
12,899.8 |
|
0.500 |
12,863.3 |
|
0.382 |
12,826.7 |
|
LOW |
12,708.5 |
|
0.618 |
12,517.2 |
|
1.000 |
12,399.0 |
|
1.618 |
12,207.7 |
|
2.618 |
11,898.2 |
|
4.250 |
11,393.1 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,863.3 |
12,832.9 |
| PP |
12,858.7 |
12,816.3 |
| S1 |
12,854.1 |
12,799.8 |
|