| 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 |
1,950.0 |
1,929.7 |
-20.3 |
-1.0% |
1,921.0 |
| High |
1,952.2 |
1,942.0 |
-10.2 |
-0.5% |
1,949.5 |
| Low |
1,937.2 |
1,904.0 |
-33.2 |
-1.7% |
1,890.0 |
| Close |
1,942.4 |
1,908.2 |
-34.2 |
-1.8% |
1,939.5 |
| Range |
15.0 |
38.0 |
23.0 |
153.3% |
59.5 |
| ATR |
31.3 |
31.8 |
0.5 |
1.6% |
0.0 |
| Volume |
2,743 |
4,068 |
1,325 |
48.3% |
15,187 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,032.1 |
2,008.1 |
1,929.1 |
|
| R3 |
1,994.1 |
1,970.1 |
1,918.7 |
|
| R2 |
1,956.1 |
1,956.1 |
1,915.2 |
|
| R1 |
1,932.1 |
1,932.1 |
1,911.7 |
1,925.1 |
| PP |
1,918.1 |
1,918.1 |
1,918.1 |
1,914.6 |
| S1 |
1,894.1 |
1,894.1 |
1,904.7 |
1,887.1 |
| S2 |
1,880.1 |
1,880.1 |
1,901.2 |
|
| S3 |
1,842.1 |
1,856.1 |
1,897.8 |
|
| S4 |
1,804.1 |
1,818.1 |
1,887.3 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.8 |
2,081.7 |
1,972.2 |
|
| R3 |
2,045.3 |
2,022.2 |
1,955.9 |
|
| R2 |
1,985.8 |
1,985.8 |
1,950.4 |
|
| R1 |
1,962.7 |
1,962.7 |
1,945.0 |
1,974.3 |
| PP |
1,926.3 |
1,926.3 |
1,926.3 |
1,932.1 |
| S1 |
1,903.2 |
1,903.2 |
1,934.0 |
1,914.8 |
| S2 |
1,866.8 |
1,866.8 |
1,928.6 |
|
| S3 |
1,807.3 |
1,843.7 |
1,923.1 |
|
| S4 |
1,747.8 |
1,784.2 |
1,906.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,952.2 |
1,890.0 |
62.2 |
3.3% |
25.9 |
1.4% |
29% |
False |
False |
3,835 |
| 10 |
1,952.2 |
1,890.0 |
62.2 |
3.3% |
27.8 |
1.5% |
29% |
False |
False |
2,551 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
29.9 |
1.6% |
34% |
False |
False |
1,782 |
| 40 |
2,036.1 |
1,862.4 |
173.7 |
9.1% |
33.4 |
1.8% |
26% |
False |
False |
1,481 |
| 60 |
2,107.6 |
1,856.8 |
250.8 |
13.1% |
37.5 |
2.0% |
20% |
False |
False |
1,667 |
| 80 |
2,107.6 |
1,783.1 |
324.5 |
17.0% |
31.8 |
1.7% |
39% |
False |
False |
1,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.5 |
|
2.618 |
2,041.5 |
|
1.618 |
2,003.5 |
|
1.000 |
1,980.0 |
|
0.618 |
1,965.5 |
|
HIGH |
1,942.0 |
|
0.618 |
1,927.5 |
|
0.500 |
1,923.0 |
|
0.382 |
1,918.5 |
|
LOW |
1,904.0 |
|
0.618 |
1,880.5 |
|
1.000 |
1,866.0 |
|
1.618 |
1,842.5 |
|
2.618 |
1,804.5 |
|
4.250 |
1,742.5 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,923.0 |
1,928.1 |
| PP |
1,918.1 |
1,921.5 |
| S1 |
1,913.1 |
1,914.8 |
|