| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,722.75 |
12,100.00 |
377.25 |
3.2% |
11,308.50 |
| High |
12,197.00 |
12,249.00 |
52.00 |
0.4% |
11,739.00 |
| Low |
11,687.75 |
12,019.00 |
331.25 |
2.8% |
11,197.50 |
| Close |
12,098.25 |
12,094.00 |
-4.25 |
0.0% |
11,724.75 |
| Range |
509.25 |
230.00 |
-279.25 |
-54.8% |
541.50 |
| ATR |
313.14 |
307.21 |
-5.94 |
-1.9% |
0.00 |
| Volume |
756,438 |
754,735 |
-1,703 |
-0.2% |
2,265,592 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,810.75 |
12,682.25 |
12,220.50 |
|
| R3 |
12,580.75 |
12,452.25 |
12,157.25 |
|
| R2 |
12,350.75 |
12,350.75 |
12,136.25 |
|
| R1 |
12,222.25 |
12,222.25 |
12,115.00 |
12,171.50 |
| PP |
12,120.75 |
12,120.75 |
12,120.75 |
12,095.25 |
| S1 |
11,992.25 |
11,992.25 |
12,073.00 |
11,941.50 |
| S2 |
11,890.75 |
11,890.75 |
12,051.75 |
|
| S3 |
11,660.75 |
11,762.25 |
12,030.75 |
|
| S4 |
11,430.75 |
11,532.25 |
11,967.50 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,178.25 |
12,993.00 |
12,022.50 |
|
| R3 |
12,636.75 |
12,451.50 |
11,873.75 |
|
| R2 |
12,095.25 |
12,095.25 |
11,824.00 |
|
| R1 |
11,910.00 |
11,910.00 |
11,774.50 |
12,002.50 |
| PP |
11,553.75 |
11,553.75 |
11,553.75 |
11,600.00 |
| S1 |
11,368.50 |
11,368.50 |
11,675.00 |
11,461.00 |
| S2 |
11,012.25 |
11,012.25 |
11,625.50 |
|
| S3 |
10,470.75 |
10,827.00 |
11,575.75 |
|
| S4 |
9,929.25 |
10,285.50 |
11,427.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,249.00 |
11,208.00 |
1,041.00 |
8.6% |
266.75 |
2.2% |
85% |
True |
False |
553,208 |
| 10 |
12,249.00 |
11,167.00 |
1,082.00 |
8.9% |
287.25 |
2.4% |
86% |
True |
False |
581,195 |
| 20 |
12,249.00 |
10,656.50 |
1,592.50 |
13.2% |
310.25 |
2.6% |
90% |
True |
False |
620,355 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
14.8% |
313.00 |
2.6% |
80% |
False |
False |
350,244 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
17.9% |
285.25 |
2.4% |
84% |
False |
False |
233,689 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
22.6% |
279.00 |
2.3% |
87% |
False |
False |
175,402 |
| 100 |
12,448.75 |
9,168.00 |
3,280.75 |
27.1% |
264.00 |
2.2% |
89% |
False |
False |
140,333 |
| 120 |
12,448.75 |
8,505.50 |
3,943.25 |
32.6% |
247.75 |
2.0% |
91% |
False |
False |
116,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,226.50 |
|
2.618 |
12,851.25 |
|
1.618 |
12,621.25 |
|
1.000 |
12,479.00 |
|
0.618 |
12,391.25 |
|
HIGH |
12,249.00 |
|
0.618 |
12,161.25 |
|
0.500 |
12,134.00 |
|
0.382 |
12,106.75 |
|
LOW |
12,019.00 |
|
0.618 |
11,876.75 |
|
1.000 |
11,789.00 |
|
1.618 |
11,646.75 |
|
2.618 |
11,416.75 |
|
4.250 |
11,041.50 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,134.00 |
12,029.50 |
| PP |
12,120.75 |
11,965.25 |
| S1 |
12,107.25 |
11,900.75 |
|