| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,950.00 |
11,891.00 |
-59.00 |
-0.5% |
11,722.75 |
| High |
11,983.25 |
12,022.00 |
38.75 |
0.3% |
12,249.00 |
| Low |
11,736.50 |
11,792.00 |
55.50 |
0.5% |
11,687.75 |
| Close |
11,874.00 |
11,798.00 |
-76.00 |
-0.6% |
11,798.00 |
| Range |
246.75 |
230.00 |
-16.75 |
-6.8% |
561.25 |
| ATR |
300.83 |
295.77 |
-5.06 |
-1.7% |
0.00 |
| Volume |
595,926 |
527,026 |
-68,900 |
-11.6% |
3,231,323 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,560.75 |
12,409.25 |
11,924.50 |
|
| R3 |
12,330.75 |
12,179.25 |
11,861.25 |
|
| R2 |
12,100.75 |
12,100.75 |
11,840.25 |
|
| R1 |
11,949.25 |
11,949.25 |
11,819.00 |
11,910.00 |
| PP |
11,870.75 |
11,870.75 |
11,870.75 |
11,851.00 |
| S1 |
11,719.25 |
11,719.25 |
11,777.00 |
11,680.00 |
| S2 |
11,640.75 |
11,640.75 |
11,755.75 |
|
| S3 |
11,410.75 |
11,489.25 |
11,734.75 |
|
| S4 |
11,180.75 |
11,259.25 |
11,671.50 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,595.25 |
13,258.00 |
12,106.75 |
|
| R3 |
13,034.00 |
12,696.75 |
11,952.25 |
|
| R2 |
12,472.75 |
12,472.75 |
11,901.00 |
|
| R1 |
12,135.50 |
12,135.50 |
11,849.50 |
12,304.00 |
| PP |
11,911.50 |
11,911.50 |
11,911.50 |
11,996.00 |
| S1 |
11,574.25 |
11,574.25 |
11,746.50 |
11,743.00 |
| S2 |
11,350.25 |
11,350.25 |
11,695.00 |
|
| S3 |
10,789.00 |
11,013.00 |
11,643.75 |
|
| S4 |
10,227.75 |
10,451.75 |
11,489.25 |
|
|
| 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 |
11,687.75 |
561.25 |
4.8% |
298.50 |
2.5% |
20% |
False |
False |
646,264 |
| 10 |
12,249.00 |
11,197.50 |
1,051.50 |
8.9% |
264.25 |
2.2% |
57% |
False |
False |
549,691 |
| 20 |
12,249.00 |
10,656.50 |
1,592.50 |
13.5% |
291.75 |
2.5% |
72% |
False |
False |
594,740 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.2% |
318.00 |
2.7% |
64% |
False |
False |
393,191 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.3% |
283.75 |
2.4% |
70% |
False |
False |
262,323 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
23.1% |
277.00 |
2.3% |
76% |
False |
False |
196,883 |
| 100 |
12,448.75 |
9,319.00 |
3,129.75 |
26.5% |
265.00 |
2.2% |
79% |
False |
False |
157,534 |
| 120 |
12,448.75 |
8,555.00 |
3,893.75 |
33.0% |
248.75 |
2.1% |
83% |
False |
False |
131,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,999.50 |
|
2.618 |
12,624.25 |
|
1.618 |
12,394.25 |
|
1.000 |
12,252.00 |
|
0.618 |
12,164.25 |
|
HIGH |
12,022.00 |
|
0.618 |
11,934.25 |
|
0.500 |
11,907.00 |
|
0.382 |
11,879.75 |
|
LOW |
11,792.00 |
|
0.618 |
11,649.75 |
|
1.000 |
11,562.00 |
|
1.618 |
11,419.75 |
|
2.618 |
11,189.75 |
|
4.250 |
10,814.50 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,907.00 |
11,957.25 |
| PP |
11,870.75 |
11,904.25 |
| S1 |
11,834.25 |
11,851.00 |
|