| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,697.50 |
11,675.25 |
-22.25 |
-0.2% |
11,722.75 |
| High |
11,792.00 |
11,779.25 |
-12.75 |
-0.1% |
12,249.00 |
| Low |
11,598.50 |
11,585.00 |
-13.50 |
-0.1% |
11,687.75 |
| Close |
11,660.75 |
11,691.25 |
30.50 |
0.3% |
11,798.00 |
| Range |
193.50 |
194.25 |
0.75 |
0.4% |
561.25 |
| ATR |
292.68 |
285.65 |
-7.03 |
-2.4% |
0.00 |
| Volume |
622,702 |
599,851 |
-22,851 |
-3.7% |
3,231,323 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,268.00 |
12,173.75 |
11,798.00 |
|
| R3 |
12,073.75 |
11,979.50 |
11,744.75 |
|
| R2 |
11,879.50 |
11,879.50 |
11,726.75 |
|
| R1 |
11,785.25 |
11,785.25 |
11,709.00 |
11,832.50 |
| PP |
11,685.25 |
11,685.25 |
11,685.25 |
11,708.75 |
| S1 |
11,591.00 |
11,591.00 |
11,673.50 |
11,638.00 |
| S2 |
11,491.00 |
11,491.00 |
11,655.75 |
|
| S3 |
11,296.75 |
11,396.75 |
11,637.75 |
|
| S4 |
11,102.50 |
11,202.50 |
11,584.50 |
|
|
| 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 |
12,022.00 |
11,585.00 |
437.00 |
3.7% |
244.75 |
2.1% |
24% |
False |
True |
593,741 |
| 10 |
12,249.00 |
11,469.75 |
779.25 |
6.7% |
253.50 |
2.2% |
28% |
False |
False |
588,890 |
| 20 |
12,249.00 |
10,660.25 |
1,588.75 |
13.6% |
275.00 |
2.4% |
65% |
False |
False |
589,145 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.3% |
323.75 |
2.8% |
58% |
False |
False |
439,228 |
| 60 |
12,448.75 |
10,489.00 |
1,959.75 |
16.8% |
283.00 |
2.4% |
61% |
False |
False |
293,054 |
| 80 |
12,448.75 |
9,930.25 |
2,518.50 |
21.5% |
276.50 |
2.4% |
70% |
False |
False |
219,937 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
26.2% |
267.00 |
2.3% |
75% |
False |
False |
175,991 |
| 120 |
12,448.75 |
8,555.00 |
3,893.75 |
33.3% |
250.00 |
2.1% |
81% |
False |
False |
146,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,604.75 |
|
2.618 |
12,287.75 |
|
1.618 |
12,093.50 |
|
1.000 |
11,973.50 |
|
0.618 |
11,899.25 |
|
HIGH |
11,779.25 |
|
0.618 |
11,705.00 |
|
0.500 |
11,682.00 |
|
0.382 |
11,659.25 |
|
LOW |
11,585.00 |
|
0.618 |
11,465.00 |
|
1.000 |
11,390.75 |
|
1.618 |
11,270.75 |
|
2.618 |
11,076.50 |
|
4.250 |
10,759.50 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,688.25 |
11,767.75 |
| PP |
11,685.25 |
11,742.25 |
| S1 |
11,682.00 |
11,716.75 |
|