| 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 |
5,978.0 |
5,994.5 |
16.5 |
0.3% |
5,896.0 |
| High |
6,010.0 |
6,002.0 |
-8.0 |
-0.1% |
6,012.5 |
| Low |
5,964.5 |
5,922.0 |
-42.5 |
-0.7% |
5,872.0 |
| Close |
5,977.0 |
5,936.0 |
-41.0 |
-0.7% |
5,989.5 |
| Range |
45.5 |
80.0 |
34.5 |
75.8% |
140.5 |
| ATR |
90.9 |
90.1 |
-0.8 |
-0.9% |
0.0 |
| Volume |
61,329 |
96,616 |
35,287 |
57.5% |
362,106 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,193.5 |
6,144.5 |
5,980.0 |
|
| R3 |
6,113.5 |
6,064.5 |
5,958.0 |
|
| R2 |
6,033.5 |
6,033.5 |
5,950.5 |
|
| R1 |
5,984.5 |
5,984.5 |
5,943.5 |
5,969.0 |
| PP |
5,953.5 |
5,953.5 |
5,953.5 |
5,945.5 |
| S1 |
5,904.5 |
5,904.5 |
5,928.5 |
5,889.0 |
| S2 |
5,873.5 |
5,873.5 |
5,921.5 |
|
| S3 |
5,793.5 |
5,824.5 |
5,914.0 |
|
| S4 |
5,713.5 |
5,744.5 |
5,892.0 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,379.5 |
6,325.0 |
6,067.0 |
|
| R3 |
6,239.0 |
6,184.5 |
6,028.0 |
|
| R2 |
6,098.5 |
6,098.5 |
6,015.5 |
|
| R1 |
6,044.0 |
6,044.0 |
6,002.5 |
6,071.0 |
| PP |
5,958.0 |
5,958.0 |
5,958.0 |
5,971.5 |
| S1 |
5,903.5 |
5,903.5 |
5,976.5 |
5,931.0 |
| S2 |
5,817.5 |
5,817.5 |
5,963.5 |
|
| S3 |
5,677.0 |
5,763.0 |
5,951.0 |
|
| S4 |
5,536.5 |
5,622.5 |
5,912.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,012.5 |
5,872.0 |
140.5 |
2.4% |
66.0 |
1.1% |
46% |
False |
False |
73,874 |
| 10 |
6,012.5 |
5,766.5 |
246.0 |
4.1% |
75.0 |
1.3% |
69% |
False |
False |
81,477 |
| 20 |
6,090.5 |
5,739.5 |
351.0 |
5.9% |
92.5 |
1.6% |
56% |
False |
False |
95,599 |
| 40 |
6,114.0 |
5,739.5 |
374.5 |
6.3% |
89.0 |
1.5% |
52% |
False |
False |
70,258 |
| 60 |
6,228.5 |
5,739.5 |
489.0 |
8.2% |
68.0 |
1.1% |
40% |
False |
False |
46,842 |
| 80 |
6,262.5 |
5,739.5 |
523.0 |
8.8% |
54.0 |
0.9% |
38% |
False |
False |
35,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,342.0 |
|
2.618 |
6,211.5 |
|
1.618 |
6,131.5 |
|
1.000 |
6,082.0 |
|
0.618 |
6,051.5 |
|
HIGH |
6,002.0 |
|
0.618 |
5,971.5 |
|
0.500 |
5,962.0 |
|
0.382 |
5,952.5 |
|
LOW |
5,922.0 |
|
0.618 |
5,872.5 |
|
1.000 |
5,842.0 |
|
1.618 |
5,792.5 |
|
2.618 |
5,712.5 |
|
4.250 |
5,582.0 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
5,962.0 |
5,967.0 |
| PP |
5,953.5 |
5,957.0 |
| S1 |
5,944.5 |
5,946.5 |
|