| 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 |
12,908.5 |
12,784.5 |
-124.0 |
-1.0% |
13,037.5 |
| High |
13,018.0 |
12,837.0 |
-181.0 |
-1.4% |
13,163.0 |
| Low |
12,708.5 |
12,702.5 |
-6.0 |
0.0% |
12,581.5 |
| Close |
12,849.5 |
12,744.5 |
-105.0 |
-0.8% |
12,906.5 |
| Range |
309.5 |
134.5 |
-175.0 |
-56.5% |
581.5 |
| ATR |
240.6 |
233.9 |
-6.7 |
-2.8% |
0.0 |
| Volume |
71,340 |
74,470 |
3,130 |
4.4% |
402,877 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,164.8 |
13,089.2 |
12,818.5 |
|
| R3 |
13,030.3 |
12,954.7 |
12,781.5 |
|
| R2 |
12,895.8 |
12,895.8 |
12,769.2 |
|
| R1 |
12,820.2 |
12,820.2 |
12,756.8 |
12,790.8 |
| PP |
12,761.3 |
12,761.3 |
12,761.3 |
12,746.6 |
| S1 |
12,685.7 |
12,685.7 |
12,732.2 |
12,656.3 |
| S2 |
12,626.8 |
12,626.8 |
12,719.8 |
|
| S3 |
12,492.3 |
12,551.2 |
12,707.5 |
|
| S4 |
12,357.8 |
12,416.7 |
12,670.5 |
|
|
| 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 |
13,052.5 |
12,581.5 |
471.0 |
3.7% |
243.5 |
1.9% |
35% |
False |
False |
82,664 |
| 10 |
13,163.0 |
12,581.5 |
581.5 |
4.6% |
200.7 |
1.6% |
28% |
False |
False |
73,381 |
| 20 |
13,163.0 |
12,316.0 |
847.0 |
6.6% |
221.5 |
1.7% |
51% |
False |
False |
74,942 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.8% |
238.9 |
1.9% |
38% |
False |
False |
48,225 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.6% |
224.3 |
1.8% |
44% |
False |
False |
32,178 |
| 80 |
13,435.0 |
12,085.0 |
1,350.0 |
10.6% |
209.0 |
1.6% |
49% |
False |
False |
24,152 |
| 100 |
13,435.0 |
11,610.0 |
1,825.0 |
14.3% |
215.3 |
1.7% |
62% |
False |
False |
19,332 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.4% |
189.5 |
1.5% |
79% |
False |
False |
16,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,408.6 |
|
2.618 |
13,189.1 |
|
1.618 |
13,054.6 |
|
1.000 |
12,971.5 |
|
0.618 |
12,920.1 |
|
HIGH |
12,837.0 |
|
0.618 |
12,785.6 |
|
0.500 |
12,769.8 |
|
0.382 |
12,753.9 |
|
LOW |
12,702.5 |
|
0.618 |
12,619.4 |
|
1.000 |
12,568.0 |
|
1.618 |
12,484.9 |
|
2.618 |
12,350.4 |
|
4.250 |
12,130.9 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,769.8 |
12,853.8 |
| PP |
12,761.3 |
12,817.3 |
| S1 |
12,752.9 |
12,780.9 |
|