| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,929.7 |
1,903.2 |
-26.5 |
-1.4% |
1,921.0 |
| High |
1,942.0 |
1,930.8 |
-11.2 |
-0.6% |
1,949.5 |
| Low |
1,904.0 |
1,900.2 |
-3.8 |
-0.2% |
1,890.0 |
| Close |
1,908.2 |
1,921.2 |
13.0 |
0.7% |
1,939.5 |
| Range |
38.0 |
30.6 |
-7.4 |
-19.5% |
59.5 |
| ATR |
31.8 |
31.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
4,068 |
1,150 |
-2,918 |
-71.7% |
15,187 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,009.2 |
1,995.8 |
1,938.0 |
|
| R3 |
1,978.6 |
1,965.2 |
1,929.6 |
|
| R2 |
1,948.0 |
1,948.0 |
1,926.8 |
|
| R1 |
1,934.6 |
1,934.6 |
1,924.0 |
1,941.3 |
| PP |
1,917.4 |
1,917.4 |
1,917.4 |
1,920.8 |
| S1 |
1,904.0 |
1,904.0 |
1,918.4 |
1,910.7 |
| S2 |
1,886.8 |
1,886.8 |
1,915.6 |
|
| S3 |
1,856.2 |
1,873.4 |
1,912.8 |
|
| S4 |
1,825.6 |
1,842.8 |
1,904.4 |
|
|
| 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 |
1,899.0 |
53.2 |
2.8% |
27.4 |
1.4% |
42% |
False |
False |
3,206 |
| 10 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
28.8 |
1.5% |
50% |
False |
False |
2,555 |
| 20 |
1,979.7 |
1,862.4 |
117.3 |
6.1% |
30.2 |
1.6% |
50% |
False |
False |
1,820 |
| 40 |
2,028.7 |
1,862.4 |
166.3 |
8.7% |
33.3 |
1.7% |
35% |
False |
False |
1,472 |
| 60 |
2,107.6 |
1,862.4 |
245.2 |
12.8% |
37.6 |
2.0% |
24% |
False |
False |
1,677 |
| 80 |
2,107.6 |
1,785.3 |
322.3 |
16.8% |
32.0 |
1.7% |
42% |
False |
False |
1,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,060.9 |
|
2.618 |
2,010.9 |
|
1.618 |
1,980.3 |
|
1.000 |
1,961.4 |
|
0.618 |
1,949.7 |
|
HIGH |
1,930.8 |
|
0.618 |
1,919.1 |
|
0.500 |
1,915.5 |
|
0.382 |
1,911.9 |
|
LOW |
1,900.2 |
|
0.618 |
1,881.3 |
|
1.000 |
1,869.6 |
|
1.618 |
1,850.7 |
|
2.618 |
1,820.1 |
|
4.250 |
1,770.2 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,919.3 |
1,926.2 |
| PP |
1,917.4 |
1,924.5 |
| S1 |
1,915.5 |
1,922.9 |
|