| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,683.50 |
11,669.25 |
-14.25 |
-0.1% |
11,816.75 |
| High |
11,724.00 |
11,691.75 |
-32.25 |
-0.3% |
11,950.50 |
| Low |
11,511.00 |
11,551.00 |
40.00 |
0.3% |
11,511.00 |
| Close |
11,649.75 |
11,663.50 |
13.75 |
0.1% |
11,663.50 |
| Range |
213.00 |
140.75 |
-72.25 |
-33.9% |
439.50 |
| ATR |
280.46 |
270.48 |
-9.98 |
-3.6% |
0.00 |
| Volume |
583,669 |
501,243 |
-82,426 |
-14.1% |
2,930,668 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,057.75 |
12,001.25 |
11,741.00 |
|
| R3 |
11,917.00 |
11,860.50 |
11,702.25 |
|
| R2 |
11,776.25 |
11,776.25 |
11,689.25 |
|
| R1 |
11,719.75 |
11,719.75 |
11,676.50 |
11,677.50 |
| PP |
11,635.50 |
11,635.50 |
11,635.50 |
11,614.25 |
| S1 |
11,579.00 |
11,579.00 |
11,650.50 |
11,537.00 |
| S2 |
11,494.75 |
11,494.75 |
11,637.75 |
|
| S3 |
11,354.00 |
11,438.25 |
11,624.75 |
|
| S4 |
11,213.25 |
11,297.50 |
11,586.00 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,026.75 |
12,784.75 |
11,905.25 |
|
| R3 |
12,587.25 |
12,345.25 |
11,784.25 |
|
| R2 |
12,147.75 |
12,147.75 |
11,744.00 |
|
| R1 |
11,905.75 |
11,905.75 |
11,703.75 |
11,807.00 |
| PP |
11,708.25 |
11,708.25 |
11,708.25 |
11,659.00 |
| S1 |
11,466.25 |
11,466.25 |
11,623.25 |
11,367.50 |
| S2 |
11,268.75 |
11,268.75 |
11,583.00 |
|
| S3 |
10,829.25 |
11,026.75 |
11,542.75 |
|
| S4 |
10,389.75 |
10,587.25 |
11,421.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,950.50 |
11,511.00 |
439.50 |
3.8% |
220.25 |
1.9% |
35% |
False |
False |
586,133 |
| 10 |
12,249.00 |
11,511.00 |
738.00 |
6.3% |
259.25 |
2.2% |
21% |
False |
False |
616,199 |
| 20 |
12,249.00 |
11,140.25 |
1,108.75 |
9.5% |
257.50 |
2.2% |
47% |
False |
False |
573,757 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.4% |
320.50 |
2.7% |
56% |
False |
False |
466,271 |
| 60 |
12,448.75 |
10,656.50 |
1,792.25 |
15.4% |
279.25 |
2.4% |
56% |
False |
False |
311,116 |
| 80 |
12,448.75 |
10,240.00 |
2,208.75 |
18.9% |
275.25 |
2.4% |
64% |
False |
False |
233,490 |
| 100 |
12,448.75 |
9,390.50 |
3,058.25 |
26.2% |
268.75 |
2.3% |
74% |
False |
False |
186,840 |
| 120 |
12,448.75 |
8,829.25 |
3,619.50 |
31.0% |
250.25 |
2.1% |
78% |
False |
False |
155,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,290.00 |
|
2.618 |
12,060.25 |
|
1.618 |
11,919.50 |
|
1.000 |
11,832.50 |
|
0.618 |
11,778.75 |
|
HIGH |
11,691.75 |
|
0.618 |
11,638.00 |
|
0.500 |
11,621.50 |
|
0.382 |
11,604.75 |
|
LOW |
11,551.00 |
|
0.618 |
11,464.00 |
|
1.000 |
11,410.25 |
|
1.618 |
11,323.25 |
|
2.618 |
11,182.50 |
|
4.250 |
10,952.75 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,649.50 |
11,657.50 |
| PP |
11,635.50 |
11,651.25 |
| S1 |
11,621.50 |
11,645.00 |
|